| 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 |
19,480 |
19,610 |
130 |
0.7% |
19,105 |
| High |
19,735 |
19,815 |
80 |
0.4% |
19,545 |
| Low |
19,475 |
19,610 |
135 |
0.7% |
18,825 |
| Close |
19,525 |
19,760 |
235 |
1.2% |
19,545 |
| Range |
260 |
205 |
-55 |
-21.2% |
720 |
| ATR |
260 |
262 |
2 |
0.8% |
0 |
| Volume |
11 |
12 |
1 |
9.1% |
51 |
|
| Daily Pivots for day following 10-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,343 |
20,257 |
19,873 |
|
| R3 |
20,138 |
20,052 |
19,817 |
|
| R2 |
19,933 |
19,933 |
19,798 |
|
| R1 |
19,847 |
19,847 |
19,779 |
19,890 |
| PP |
19,728 |
19,728 |
19,728 |
19,750 |
| S1 |
19,642 |
19,642 |
19,741 |
19,685 |
| S2 |
19,523 |
19,523 |
19,723 |
|
| S3 |
19,318 |
19,437 |
19,704 |
|
| S4 |
19,113 |
19,232 |
19,647 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
21,465 |
21,225 |
19,941 |
|
| R3 |
20,745 |
20,505 |
19,743 |
|
| R2 |
20,025 |
20,025 |
19,677 |
|
| R1 |
19,785 |
19,785 |
19,611 |
19,905 |
| PP |
19,305 |
19,305 |
19,305 |
19,365 |
| S1 |
19,065 |
19,065 |
19,479 |
19,185 |
| S2 |
18,585 |
18,585 |
19,413 |
|
| S3 |
17,865 |
18,345 |
19,347 |
|
| S4 |
17,145 |
17,625 |
19,149 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,815 |
19,080 |
735 |
3.7% |
208 |
1.1% |
93% |
True |
False |
14 |
| 10 |
19,815 |
18,825 |
990 |
5.0% |
201 |
1.0% |
94% |
True |
False |
7 |
| 20 |
19,815 |
17,845 |
1,970 |
10.0% |
163 |
0.8% |
97% |
True |
False |
7 |
| 40 |
19,815 |
17,160 |
2,655 |
13.4% |
197 |
1.0% |
98% |
True |
False |
4 |
| 60 |
20,495 |
17,160 |
3,335 |
16.9% |
146 |
0.7% |
78% |
False |
False |
2 |
| 80 |
20,945 |
17,160 |
3,785 |
19.2% |
110 |
0.6% |
69% |
False |
False |
2 |
| 100 |
20,965 |
17,160 |
3,805 |
19.3% |
88 |
0.4% |
68% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,686 |
|
2.618 |
20,352 |
|
1.618 |
20,147 |
|
1.000 |
20,020 |
|
0.618 |
19,942 |
|
HIGH |
19,815 |
|
0.618 |
19,737 |
|
0.500 |
19,713 |
|
0.382 |
19,688 |
|
LOW |
19,610 |
|
0.618 |
19,483 |
|
1.000 |
19,405 |
|
1.618 |
19,278 |
|
2.618 |
19,073 |
|
4.250 |
18,739 |
|
|
| Fisher Pivots for day following 10-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,744 |
19,694 |
| PP |
19,728 |
19,628 |
| S1 |
19,713 |
19,563 |
|