| Trading Metrics calculated at close of trading on 13-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2015 |
13-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,085.7 |
1,083.6 |
-2.1 |
-0.2% |
1,089.9 |
| High |
1,089.3 |
1,088.3 |
-1.0 |
-0.1% |
1,095.8 |
| Low |
1,073.7 |
1,079.4 |
5.7 |
0.5% |
1,073.7 |
| Close |
1,081.5 |
1,081.5 |
0.0 |
0.0% |
1,081.5 |
| Range |
15.6 |
8.9 |
-6.7 |
-42.9% |
22.1 |
| ATR |
14.9 |
14.5 |
-0.4 |
-2.9% |
0.0 |
| Volume |
35,623 |
13,142 |
-22,481 |
-63.1% |
159,346 |
|
| Daily Pivots for day following 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,109.8 |
1,104.5 |
1,086.4 |
|
| R3 |
1,100.9 |
1,095.6 |
1,083.9 |
|
| R2 |
1,092.0 |
1,092.0 |
1,083.1 |
|
| R1 |
1,086.7 |
1,086.7 |
1,082.3 |
1,084.9 |
| PP |
1,083.1 |
1,083.1 |
1,083.1 |
1,082.2 |
| S1 |
1,077.8 |
1,077.8 |
1,080.7 |
1,076.0 |
| S2 |
1,074.2 |
1,074.2 |
1,079.9 |
|
| S3 |
1,065.3 |
1,068.9 |
1,079.1 |
|
| S4 |
1,056.4 |
1,060.0 |
1,076.6 |
|
|
| Weekly Pivots for week ending 13-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,150.0 |
1,137.8 |
1,093.7 |
|
| R3 |
1,127.9 |
1,115.7 |
1,087.6 |
|
| R2 |
1,105.8 |
1,105.8 |
1,085.6 |
|
| R1 |
1,093.6 |
1,093.6 |
1,083.5 |
1,088.7 |
| PP |
1,083.7 |
1,083.7 |
1,083.7 |
1,081.2 |
| S1 |
1,071.5 |
1,071.5 |
1,079.5 |
1,066.6 |
| S2 |
1,061.6 |
1,061.6 |
1,077.4 |
|
| S3 |
1,039.5 |
1,049.4 |
1,075.4 |
|
| S4 |
1,017.4 |
1,027.3 |
1,069.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,095.8 |
1,073.7 |
22.1 |
2.0% |
10.5 |
1.0% |
35% |
False |
False |
31,869 |
| 10 |
1,143.1 |
1,073.7 |
69.4 |
6.4% |
13.5 |
1.2% |
11% |
False |
False |
22,600 |
| 20 |
1,183.5 |
1,073.7 |
109.8 |
10.2% |
13.6 |
1.3% |
7% |
False |
False |
12,942 |
| 40 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.4 |
1.3% |
7% |
False |
False |
8,134 |
| 60 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.4 |
1.3% |
7% |
False |
False |
6,132 |
| 80 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
14.2 |
1.3% |
7% |
False |
False |
5,108 |
| 100 |
1,192.1 |
1,073.7 |
118.4 |
10.9% |
13.5 |
1.2% |
7% |
False |
False |
4,376 |
| 120 |
1,207.5 |
1,073.7 |
133.8 |
12.4% |
13.0 |
1.2% |
6% |
False |
False |
3,772 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,126.1 |
|
2.618 |
1,111.6 |
|
1.618 |
1,102.7 |
|
1.000 |
1,097.2 |
|
0.618 |
1,093.8 |
|
HIGH |
1,088.3 |
|
0.618 |
1,084.9 |
|
0.500 |
1,083.9 |
|
0.382 |
1,082.8 |
|
LOW |
1,079.4 |
|
0.618 |
1,073.9 |
|
1.000 |
1,070.5 |
|
1.618 |
1,065.0 |
|
2.618 |
1,056.1 |
|
4.250 |
1,041.6 |
|
|
| Fisher Pivots for day following 13-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,083.9 |
1,083.9 |
| PP |
1,083.1 |
1,083.1 |
| S1 |
1,082.3 |
1,082.3 |
|