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 |
1,146.6 |
1,141.3 |
-5.3 |
-0.5% |
1,163.8 |
High |
1,149.8 |
1,142.7 |
-7.1 |
-0.6% |
1,183.1 |
Low |
1,138.4 |
1,132.2 |
-6.2 |
-0.5% |
1,138.4 |
Close |
1,141.4 |
1,135.9 |
-5.5 |
-0.5% |
1,141.4 |
Range |
11.4 |
10.5 |
-0.9 |
-7.9% |
44.7 |
ATR |
17.2 |
16.7 |
-0.5 |
-2.8% |
0.0 |
Volume |
123,166 |
106,355 |
-16,811 |
-13.6% |
642,612 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,168.4 |
1,162.7 |
1,141.7 |
|
R3 |
1,157.9 |
1,152.2 |
1,138.8 |
|
R2 |
1,147.4 |
1,147.4 |
1,137.8 |
|
R1 |
1,141.7 |
1,141.7 |
1,136.9 |
1,139.3 |
PP |
1,136.9 |
1,136.9 |
1,136.9 |
1,135.8 |
S1 |
1,131.2 |
1,131.2 |
1,134.9 |
1,128.8 |
S2 |
1,126.4 |
1,126.4 |
1,134.0 |
|
S3 |
1,115.9 |
1,120.7 |
1,133.0 |
|
S4 |
1,105.4 |
1,110.2 |
1,130.1 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,288.4 |
1,259.6 |
1,166.0 |
|
R3 |
1,243.7 |
1,214.9 |
1,153.7 |
|
R2 |
1,199.0 |
1,199.0 |
1,149.6 |
|
R1 |
1,170.2 |
1,170.2 |
1,145.5 |
1,162.3 |
PP |
1,154.3 |
1,154.3 |
1,154.3 |
1,150.3 |
S1 |
1,125.5 |
1,125.5 |
1,137.3 |
1,117.6 |
S2 |
1,109.6 |
1,109.6 |
1,133.2 |
|
S3 |
1,064.9 |
1,080.8 |
1,129.1 |
|
S4 |
1,020.2 |
1,036.1 |
1,116.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.1 |
1,132.2 |
50.9 |
4.5% |
15.9 |
1.4% |
7% |
False |
True |
132,819 |
10 |
1,183.1 |
1,132.2 |
50.9 |
4.5% |
14.9 |
1.3% |
7% |
False |
True |
126,388 |
20 |
1,191.7 |
1,132.2 |
59.5 |
5.2% |
15.5 |
1.4% |
6% |
False |
True |
131,127 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.3% |
15.7 |
1.4% |
41% |
False |
False |
130,574 |
60 |
1,191.7 |
1,089.0 |
102.7 |
9.0% |
16.2 |
1.4% |
46% |
False |
False |
137,740 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.4% |
16.2 |
1.4% |
53% |
False |
False |
122,340 |
100 |
1,207.3 |
1,073.7 |
133.6 |
11.8% |
15.4 |
1.4% |
47% |
False |
False |
99,002 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.1% |
15.0 |
1.3% |
39% |
False |
False |
83,110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,187.3 |
2.618 |
1,170.2 |
1.618 |
1,159.7 |
1.000 |
1,153.2 |
0.618 |
1,149.2 |
HIGH |
1,142.7 |
0.618 |
1,138.7 |
0.500 |
1,137.5 |
0.382 |
1,136.2 |
LOW |
1,132.2 |
0.618 |
1,125.7 |
1.000 |
1,121.7 |
1.618 |
1,115.2 |
2.618 |
1,104.7 |
4.250 |
1,087.6 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,137.5 |
1,147.4 |
PP |
1,136.9 |
1,143.5 |
S1 |
1,136.4 |
1,139.7 |
|