| Trading Metrics calculated at close of trading on 10-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2015 |
10-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,490 |
19,455 |
-35 |
-0.2% |
18,880 |
| High |
19,720 |
19,800 |
80 |
0.4% |
19,530 |
| Low |
19,370 |
19,430 |
60 |
0.3% |
18,675 |
| Close |
19,470 |
19,705 |
235 |
1.2% |
19,490 |
| Range |
350 |
370 |
20 |
5.7% |
855 |
| ATR |
373 |
373 |
0 |
-0.1% |
0 |
| Volume |
14,159 |
13,688 |
-471 |
-3.3% |
58,640 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,755 |
20,600 |
19,909 |
|
| R3 |
20,385 |
20,230 |
19,807 |
|
| R2 |
20,015 |
20,015 |
19,773 |
|
| R1 |
19,860 |
19,860 |
19,739 |
19,938 |
| PP |
19,645 |
19,645 |
19,645 |
19,684 |
| S1 |
19,490 |
19,490 |
19,671 |
19,568 |
| S2 |
19,275 |
19,275 |
19,637 |
|
| S3 |
18,905 |
19,120 |
19,603 |
|
| S4 |
18,535 |
18,750 |
19,502 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,797 |
21,498 |
19,960 |
|
| R3 |
20,942 |
20,643 |
19,725 |
|
| R2 |
20,087 |
20,087 |
19,647 |
|
| R1 |
19,788 |
19,788 |
19,569 |
19,938 |
| PP |
19,232 |
19,232 |
19,232 |
19,306 |
| S1 |
18,933 |
18,933 |
19,412 |
19,083 |
| S2 |
18,377 |
18,377 |
19,333 |
|
| S3 |
17,522 |
18,078 |
19,255 |
|
| S4 |
16,667 |
17,223 |
19,020 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,800 |
18,920 |
880 |
4.5% |
341 |
1.7% |
89% |
True |
False |
13,721 |
| 10 |
19,800 |
18,675 |
1,125 |
5.7% |
351 |
1.8% |
92% |
True |
False |
12,684 |
| 20 |
19,800 |
17,730 |
2,070 |
10.5% |
352 |
1.8% |
95% |
True |
False |
11,779 |
| 40 |
19,800 |
16,995 |
2,805 |
14.2% |
404 |
2.1% |
97% |
True |
False |
12,687 |
| 60 |
20,545 |
16,995 |
3,550 |
18.0% |
494 |
2.5% |
76% |
False |
False |
11,018 |
| 80 |
20,880 |
16,995 |
3,885 |
19.7% |
416 |
2.1% |
70% |
False |
False |
8,281 |
| 100 |
20,900 |
16,995 |
3,905 |
19.8% |
369 |
1.9% |
69% |
False |
False |
6,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
21,373 |
|
2.618 |
20,769 |
|
1.618 |
20,399 |
|
1.000 |
20,170 |
|
0.618 |
20,029 |
|
HIGH |
19,800 |
|
0.618 |
19,659 |
|
0.500 |
19,615 |
|
0.382 |
19,571 |
|
LOW |
19,430 |
|
0.618 |
19,201 |
|
1.000 |
19,060 |
|
1.618 |
18,831 |
|
2.618 |
18,461 |
|
4.250 |
17,858 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,675 |
19,637 |
| PP |
19,645 |
19,568 |
| S1 |
19,615 |
19,500 |
|