Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,819.74 |
17,929.58 |
109.84 |
0.6% |
17,649.57 |
High |
17,977.85 |
17,964.12 |
-13.73 |
-0.1% |
17,799.96 |
Low |
17,796.02 |
17,828.83 |
32.81 |
0.2% |
17,540.57 |
Close |
17,918.15 |
17,867.58 |
-50.57 |
-0.3% |
17,663.54 |
Range |
181.83 |
135.29 |
-46.54 |
-25.6% |
259.39 |
ATR |
185.32 |
181.74 |
-3.57 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,292.71 |
18,215.44 |
17,941.99 |
|
R3 |
18,157.42 |
18,080.15 |
17,904.78 |
|
R2 |
18,022.13 |
18,022.13 |
17,892.38 |
|
R1 |
17,944.86 |
17,944.86 |
17,879.98 |
17,915.85 |
PP |
17,886.84 |
17,886.84 |
17,886.84 |
17,872.34 |
S1 |
17,809.57 |
17,809.57 |
17,855.18 |
17,780.56 |
S2 |
17,751.55 |
17,751.55 |
17,842.78 |
|
S3 |
17,616.26 |
17,674.28 |
17,830.38 |
|
S4 |
17,480.97 |
17,538.99 |
17,793.17 |
|
|
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 |
17,655.02 |
322.83 |
1.8% |
149.27 |
0.8% |
66% |
False |
False |
|
10 |
17,977.85 |
17,180.88 |
796.97 |
4.5% |
160.10 |
0.9% |
86% |
False |
False |
|
20 |
17,977.85 |
16,859.34 |
1,118.51 |
6.3% |
152.61 |
0.9% |
90% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
195.58 |
1.1% |
95% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
251.89 |
1.4% |
96% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
227.63 |
1.3% |
90% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
218.61 |
1.2% |
89% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.7% |
205.06 |
1.1% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,539.10 |
2.618 |
18,318.31 |
1.618 |
18,183.02 |
1.000 |
18,099.41 |
0.618 |
18,047.73 |
HIGH |
17,964.12 |
0.618 |
17,912.44 |
0.500 |
17,896.48 |
0.382 |
17,880.51 |
LOW |
17,828.83 |
0.618 |
17,745.22 |
1.000 |
17,693.54 |
1.618 |
17,609.93 |
2.618 |
17,474.64 |
4.250 |
17,253.85 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,896.48 |
17,850.53 |
PP |
17,886.84 |
17,833.48 |
S1 |
17,877.21 |
17,816.44 |
|