| Trading Metrics calculated at close of trading on 02-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
17,756.60 |
17,672.62 |
-83.98 |
-0.5% |
17,649.57 |
| High |
17,799.96 |
17,845.90 |
45.94 |
0.3% |
17,799.96 |
| Low |
17,662.87 |
17,655.02 |
-7.85 |
0.0% |
17,540.57 |
| Close |
17,663.54 |
17,828.76 |
165.22 |
0.9% |
17,663.54 |
| Range |
137.09 |
190.88 |
53.79 |
39.2% |
259.39 |
| ATR |
185.18 |
185.59 |
0.41 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,349.20 |
18,279.86 |
17,933.74 |
|
| R3 |
18,158.32 |
18,088.98 |
17,881.25 |
|
| R2 |
17,967.44 |
17,967.44 |
17,863.75 |
|
| R1 |
17,898.10 |
17,898.10 |
17,846.26 |
17,932.77 |
| PP |
17,776.56 |
17,776.56 |
17,776.56 |
17,793.90 |
| S1 |
17,707.22 |
17,707.22 |
17,811.26 |
17,741.89 |
| S2 |
17,585.68 |
17,585.68 |
17,793.77 |
|
| S3 |
17,394.80 |
17,516.34 |
17,776.27 |
|
| S4 |
17,203.92 |
17,325.46 |
17,723.78 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,446.19 |
18,314.26 |
17,806.20 |
|
| R3 |
18,186.80 |
18,054.87 |
17,734.87 |
|
| R2 |
17,927.41 |
17,927.41 |
17,711.09 |
|
| R1 |
17,795.48 |
17,795.48 |
17,687.32 |
17,861.45 |
| PP |
17,668.02 |
17,668.02 |
17,668.02 |
17,701.01 |
| S1 |
17,536.09 |
17,536.09 |
17,639.76 |
17,602.06 |
| S2 |
17,408.63 |
17,408.63 |
17,615.99 |
|
| S3 |
17,149.24 |
17,276.70 |
17,592.21 |
|
| S4 |
16,889.85 |
17,017.31 |
17,520.88 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,845.90 |
17,540.57 |
305.33 |
1.7% |
149.42 |
0.8% |
94% |
True |
False |
|
| 10 |
17,845.90 |
17,147.99 |
697.91 |
3.9% |
156.26 |
0.9% |
98% |
True |
False |
|
| 20 |
17,845.90 |
16,746.03 |
1,099.87 |
6.2% |
152.63 |
0.9% |
98% |
True |
False |
|
| 40 |
17,845.90 |
15,942.37 |
1,903.53 |
10.7% |
208.60 |
1.2% |
99% |
True |
False |
|
| 60 |
17,845.90 |
15,370.33 |
2,475.57 |
13.9% |
254.86 |
1.4% |
99% |
True |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
227.63 |
1.3% |
89% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
219.15 |
1.2% |
87% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.7% |
204.51 |
1.1% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,657.14 |
|
2.618 |
18,345.62 |
|
1.618 |
18,154.74 |
|
1.000 |
18,036.78 |
|
0.618 |
17,963.86 |
|
HIGH |
17,845.90 |
|
0.618 |
17,772.98 |
|
0.500 |
17,750.46 |
|
0.382 |
17,727.94 |
|
LOW |
17,655.02 |
|
0.618 |
17,537.06 |
|
1.000 |
17,464.14 |
|
1.618 |
17,346.18 |
|
2.618 |
17,155.30 |
|
4.250 |
16,843.78 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,802.66 |
17,802.66 |
| PP |
17,776.56 |
17,776.56 |
| S1 |
17,750.46 |
17,750.46 |
|