| 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 |
19,610 |
19,760 |
150 |
0.8% |
19,105 |
| High |
19,815 |
19,875 |
60 |
0.3% |
19,545 |
| Low |
19,610 |
19,715 |
105 |
0.5% |
18,825 |
| Close |
19,760 |
19,770 |
10 |
0.1% |
19,545 |
| Range |
205 |
160 |
-45 |
-22.0% |
720 |
| ATR |
262 |
255 |
-7 |
-2.8% |
0 |
| Volume |
12 |
5 |
-7 |
-58.3% |
51 |
|
| Daily Pivots for day following 11-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,267 |
20,178 |
19,858 |
|
| R3 |
20,107 |
20,018 |
19,814 |
|
| R2 |
19,947 |
19,947 |
19,799 |
|
| R1 |
19,858 |
19,858 |
19,785 |
19,903 |
| PP |
19,787 |
19,787 |
19,787 |
19,809 |
| S1 |
19,698 |
19,698 |
19,755 |
19,743 |
| S2 |
19,627 |
19,627 |
19,741 |
|
| S3 |
19,467 |
19,538 |
19,726 |
|
| S4 |
19,307 |
19,378 |
19,682 |
|
|
| 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 |
19,875 |
19,140 |
735 |
3.7% |
214 |
1.1% |
86% |
True |
False |
15 |
| 10 |
19,875 |
18,825 |
1,050 |
5.3% |
190 |
1.0% |
90% |
True |
False |
8 |
| 20 |
19,875 |
18,295 |
1,580 |
8.0% |
158 |
0.8% |
93% |
True |
False |
7 |
| 40 |
19,875 |
17,160 |
2,715 |
13.7% |
195 |
1.0% |
96% |
True |
False |
4 |
| 60 |
20,135 |
17,160 |
2,975 |
15.0% |
149 |
0.8% |
88% |
False |
False |
3 |
| 80 |
20,945 |
17,160 |
3,785 |
19.1% |
112 |
0.6% |
69% |
False |
False |
2 |
| 100 |
20,965 |
17,160 |
3,805 |
19.2% |
89 |
0.5% |
69% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,555 |
|
2.618 |
20,294 |
|
1.618 |
20,134 |
|
1.000 |
20,035 |
|
0.618 |
19,974 |
|
HIGH |
19,875 |
|
0.618 |
19,814 |
|
0.500 |
19,795 |
|
0.382 |
19,776 |
|
LOW |
19,715 |
|
0.618 |
19,616 |
|
1.000 |
19,555 |
|
1.618 |
19,456 |
|
2.618 |
19,296 |
|
4.250 |
19,035 |
|
|
| Fisher Pivots for day following 11-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,795 |
19,738 |
| PP |
19,787 |
19,707 |
| S1 |
19,778 |
19,675 |
|