| Trading Metrics calculated at close of trading on 09-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2015 |
09-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,893.0 |
11,019.5 |
126.5 |
1.2% |
10,750.5 |
| High |
11,067.0 |
11,019.5 |
-47.5 |
-0.4% |
11,067.0 |
| Low |
10,857.5 |
10,799.0 |
-58.5 |
-0.5% |
10,746.5 |
| Close |
10,996.5 |
10,821.0 |
-175.5 |
-1.6% |
10,996.5 |
| Range |
209.5 |
220.5 |
11.0 |
5.3% |
320.5 |
| ATR |
191.8 |
193.8 |
2.1 |
1.1% |
0.0 |
| Volume |
1,116 |
1,613 |
497 |
44.5% |
7,535 |
|
| Daily Pivots for day following 09-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,541.3 |
11,401.7 |
10,942.3 |
|
| R3 |
11,320.8 |
11,181.2 |
10,881.6 |
|
| R2 |
11,100.3 |
11,100.3 |
10,861.4 |
|
| R1 |
10,960.7 |
10,960.7 |
10,841.2 |
10,920.3 |
| PP |
10,879.8 |
10,879.8 |
10,879.8 |
10,859.6 |
| S1 |
10,740.2 |
10,740.2 |
10,800.8 |
10,699.8 |
| S2 |
10,659.3 |
10,659.3 |
10,780.6 |
|
| S3 |
10,438.8 |
10,519.7 |
10,760.4 |
|
| S4 |
10,218.3 |
10,299.2 |
10,699.7 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,898.2 |
11,767.8 |
11,172.8 |
|
| R3 |
11,577.7 |
11,447.3 |
11,084.6 |
|
| R2 |
11,257.2 |
11,257.2 |
11,055.3 |
|
| R1 |
11,126.8 |
11,126.8 |
11,025.9 |
11,192.0 |
| PP |
10,936.7 |
10,936.7 |
10,936.7 |
10,969.3 |
| S1 |
10,806.3 |
10,806.3 |
10,967.1 |
10,871.5 |
| S2 |
10,616.2 |
10,616.2 |
10,937.7 |
|
| S3 |
10,295.7 |
10,485.8 |
10,908.4 |
|
| S4 |
9,975.2 |
10,165.3 |
10,820.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,067.0 |
10,799.0 |
268.0 |
2.5% |
175.8 |
1.6% |
8% |
False |
True |
1,801 |
| 10 |
11,067.0 |
10,696.5 |
370.5 |
3.4% |
174.4 |
1.6% |
34% |
False |
False |
1,583 |
| 20 |
11,067.0 |
9,898.5 |
1,168.5 |
10.8% |
173.1 |
1.6% |
79% |
False |
False |
1,491 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
16.1% |
195.8 |
1.8% |
86% |
False |
False |
924 |
| 60 |
11,067.0 |
9,329.5 |
1,737.5 |
16.1% |
189.5 |
1.8% |
86% |
False |
False |
631 |
| 80 |
11,674.5 |
9,329.5 |
2,345.0 |
21.7% |
167.4 |
1.5% |
64% |
False |
False |
477 |
| 100 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
143.8 |
1.3% |
60% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,956.6 |
|
2.618 |
11,596.8 |
|
1.618 |
11,376.3 |
|
1.000 |
11,240.0 |
|
0.618 |
11,155.8 |
|
HIGH |
11,019.5 |
|
0.618 |
10,935.3 |
|
0.500 |
10,909.3 |
|
0.382 |
10,883.2 |
|
LOW |
10,799.0 |
|
0.618 |
10,662.7 |
|
1.000 |
10,578.5 |
|
1.618 |
10,442.2 |
|
2.618 |
10,221.7 |
|
4.250 |
9,861.9 |
|
|
| Fisher Pivots for day following 09-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,909.3 |
10,933.0 |
| PP |
10,879.8 |
10,895.7 |
| S1 |
10,850.4 |
10,858.3 |
|