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 |
1,141.3 |
1,132.9 |
-8.4 |
-0.7% |
1,163.8 |
High |
1,142.7 |
1,138.0 |
-4.7 |
-0.4% |
1,183.1 |
Low |
1,132.2 |
1,113.6 |
-18.6 |
-1.6% |
1,138.4 |
Close |
1,135.9 |
1,114.1 |
-21.8 |
-1.9% |
1,141.4 |
Range |
10.5 |
24.4 |
13.9 |
132.4% |
44.7 |
ATR |
16.7 |
17.2 |
0.6 |
3.3% |
0.0 |
Volume |
106,355 |
157,445 |
51,090 |
48.0% |
642,612 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,195.1 |
1,179.0 |
1,127.5 |
|
R3 |
1,170.7 |
1,154.6 |
1,120.8 |
|
R2 |
1,146.3 |
1,146.3 |
1,118.6 |
|
R1 |
1,130.2 |
1,130.2 |
1,116.3 |
1,126.1 |
PP |
1,121.9 |
1,121.9 |
1,121.9 |
1,119.8 |
S1 |
1,105.8 |
1,105.8 |
1,111.9 |
1,101.7 |
S2 |
1,097.5 |
1,097.5 |
1,109.6 |
|
S3 |
1,073.1 |
1,081.4 |
1,107.4 |
|
S4 |
1,048.7 |
1,057.0 |
1,100.7 |
|
|
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 |
1,113.6 |
69.5 |
6.2% |
19.1 |
1.7% |
1% |
False |
True |
145,976 |
10 |
1,183.1 |
1,113.6 |
69.5 |
6.2% |
15.9 |
1.4% |
1% |
False |
True |
129,659 |
20 |
1,191.7 |
1,113.6 |
78.1 |
7.0% |
15.9 |
1.4% |
1% |
False |
True |
132,590 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.4% |
16.0 |
1.4% |
17% |
False |
False |
130,947 |
60 |
1,191.7 |
1,093.3 |
98.4 |
8.8% |
16.2 |
1.5% |
21% |
False |
False |
137,882 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.6% |
16.3 |
1.5% |
34% |
False |
False |
124,083 |
100 |
1,207.3 |
1,073.7 |
133.6 |
12.0% |
15.6 |
1.4% |
30% |
False |
False |
100,556 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.4% |
15.1 |
1.4% |
25% |
False |
False |
84,373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,241.7 |
2.618 |
1,201.9 |
1.618 |
1,177.5 |
1.000 |
1,162.4 |
0.618 |
1,153.1 |
HIGH |
1,138.0 |
0.618 |
1,128.7 |
0.500 |
1,125.8 |
0.382 |
1,122.9 |
LOW |
1,113.6 |
0.618 |
1,098.5 |
1.000 |
1,089.2 |
1.618 |
1,074.1 |
2.618 |
1,049.7 |
4.250 |
1,009.9 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,125.8 |
1,131.7 |
PP |
1,121.9 |
1,125.8 |
S1 |
1,118.0 |
1,120.0 |
|