| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
17,672.62 |
17,819.74 |
147.12 |
0.8% |
17,649.57 |
| High |
17,845.90 |
17,977.85 |
131.95 |
0.7% |
17,799.96 |
| Low |
17,655.02 |
17,796.02 |
141.00 |
0.8% |
17,540.57 |
| Close |
17,828.76 |
17,918.15 |
89.39 |
0.5% |
17,663.54 |
| Range |
190.88 |
181.83 |
-9.05 |
-4.7% |
259.39 |
| ATR |
185.59 |
185.32 |
-0.27 |
-0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,442.83 |
18,362.32 |
18,018.16 |
|
| R3 |
18,261.00 |
18,180.49 |
17,968.15 |
|
| R2 |
18,079.17 |
18,079.17 |
17,951.49 |
|
| R1 |
17,998.66 |
17,998.66 |
17,934.82 |
18,038.92 |
| PP |
17,897.34 |
17,897.34 |
17,897.34 |
17,917.47 |
| S1 |
17,816.83 |
17,816.83 |
17,901.48 |
17,857.09 |
| S2 |
17,715.51 |
17,715.51 |
17,884.81 |
|
| S3 |
17,533.68 |
17,635.00 |
17,868.15 |
|
| S4 |
17,351.85 |
17,453.17 |
17,818.14 |
|
|
| 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 |
17,977.85 |
17,556.71 |
421.14 |
2.4% |
166.86 |
0.9% |
86% |
True |
False |
|
| 10 |
17,977.85 |
17,153.13 |
824.72 |
4.6% |
162.75 |
0.9% |
93% |
True |
False |
|
| 20 |
17,977.85 |
16,765.00 |
1,212.85 |
6.8% |
155.77 |
0.9% |
95% |
True |
False |
|
| 40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
203.31 |
1.1% |
97% |
True |
False |
|
| 60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
253.65 |
1.4% |
98% |
True |
False |
|
| 80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.4% |
227.40 |
1.3% |
92% |
False |
False |
|
| 100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.7% |
219.18 |
1.2% |
90% |
False |
False |
|
| 120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.6% |
204.41 |
1.1% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,750.63 |
|
2.618 |
18,453.88 |
|
1.618 |
18,272.05 |
|
1.000 |
18,159.68 |
|
0.618 |
18,090.22 |
|
HIGH |
17,977.85 |
|
0.618 |
17,908.39 |
|
0.500 |
17,886.94 |
|
0.382 |
17,865.48 |
|
LOW |
17,796.02 |
|
0.618 |
17,683.65 |
|
1.000 |
17,614.19 |
|
1.618 |
17,501.82 |
|
2.618 |
17,319.99 |
|
4.250 |
17,023.24 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
17,907.75 |
17,884.25 |
| PP |
17,897.34 |
17,850.34 |
| S1 |
17,886.94 |
17,816.44 |
|