| Trading Metrics calculated at close of trading on 11-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2015 |
11-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,455 |
19,700 |
245 |
1.3% |
18,880 |
| High |
19,800 |
19,815 |
15 |
0.1% |
19,530 |
| Low |
19,430 |
19,625 |
195 |
1.0% |
18,675 |
| Close |
19,705 |
19,715 |
10 |
0.1% |
19,490 |
| Range |
370 |
190 |
-180 |
-48.6% |
855 |
| ATR |
373 |
360 |
-13 |
-3.5% |
0 |
| Volume |
13,688 |
7,364 |
-6,324 |
-46.2% |
58,640 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,288 |
20,192 |
19,820 |
|
| R3 |
20,098 |
20,002 |
19,767 |
|
| R2 |
19,908 |
19,908 |
19,750 |
|
| R1 |
19,812 |
19,812 |
19,733 |
19,860 |
| PP |
19,718 |
19,718 |
19,718 |
19,743 |
| S1 |
19,622 |
19,622 |
19,698 |
19,670 |
| S2 |
19,528 |
19,528 |
19,680 |
|
| S3 |
19,338 |
19,432 |
19,663 |
|
| S4 |
19,148 |
19,242 |
19,611 |
|
|
| 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 |
19,815 |
19,035 |
780 |
4.0% |
317 |
1.6% |
87% |
True |
False |
12,466 |
| 10 |
19,815 |
18,675 |
1,140 |
5.8% |
333 |
1.7% |
91% |
True |
False |
12,144 |
| 20 |
19,815 |
17,760 |
2,055 |
10.4% |
338 |
1.7% |
95% |
True |
False |
11,444 |
| 40 |
19,815 |
16,995 |
2,820 |
14.3% |
399 |
2.0% |
96% |
True |
False |
12,524 |
| 60 |
20,305 |
16,995 |
3,310 |
16.8% |
495 |
2.5% |
82% |
False |
False |
11,139 |
| 80 |
20,880 |
16,995 |
3,885 |
19.7% |
417 |
2.1% |
70% |
False |
False |
8,373 |
| 100 |
20,900 |
16,995 |
3,905 |
19.8% |
371 |
1.9% |
70% |
False |
False |
6,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,623 |
|
2.618 |
20,313 |
|
1.618 |
20,123 |
|
1.000 |
20,005 |
|
0.618 |
19,933 |
|
HIGH |
19,815 |
|
0.618 |
19,743 |
|
0.500 |
19,720 |
|
0.382 |
19,698 |
|
LOW |
19,625 |
|
0.618 |
19,508 |
|
1.000 |
19,435 |
|
1.618 |
19,318 |
|
2.618 |
19,128 |
|
4.250 |
18,818 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,720 |
19,674 |
| PP |
19,718 |
19,633 |
| S1 |
19,717 |
19,593 |
|