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 |
1,132.9 |
1,117.4 |
-15.5 |
-1.4% |
1,163.8 |
High |
1,138.0 |
1,122.3 |
-15.7 |
-1.4% |
1,183.1 |
Low |
1,113.6 |
1,105.6 |
-8.0 |
-0.7% |
1,138.4 |
Close |
1,114.1 |
1,106.2 |
-7.9 |
-0.7% |
1,141.4 |
Range |
24.4 |
16.7 |
-7.7 |
-31.6% |
44.7 |
ATR |
17.2 |
17.2 |
0.0 |
-0.2% |
0.0 |
Volume |
157,445 |
157,673 |
228 |
0.1% |
642,612 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.5 |
1,150.5 |
1,115.4 |
|
R3 |
1,144.8 |
1,133.8 |
1,110.8 |
|
R2 |
1,128.1 |
1,128.1 |
1,109.3 |
|
R1 |
1,117.1 |
1,117.1 |
1,107.7 |
1,114.3 |
PP |
1,111.4 |
1,111.4 |
1,111.4 |
1,109.9 |
S1 |
1,100.4 |
1,100.4 |
1,104.7 |
1,097.6 |
S2 |
1,094.7 |
1,094.7 |
1,103.1 |
|
S3 |
1,078.0 |
1,083.7 |
1,101.6 |
|
S4 |
1,061.3 |
1,067.0 |
1,097.0 |
|
|
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 |
1,162.5 |
1,105.6 |
56.9 |
5.1% |
16.3 |
1.5% |
1% |
False |
True |
140,049 |
10 |
1,183.1 |
1,105.6 |
77.5 |
7.0% |
15.9 |
1.4% |
1% |
False |
True |
133,219 |
20 |
1,191.7 |
1,105.6 |
86.1 |
7.8% |
16.2 |
1.5% |
1% |
False |
True |
134,816 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.5% |
15.8 |
1.4% |
9% |
False |
False |
130,431 |
60 |
1,191.7 |
1,097.7 |
94.0 |
8.5% |
16.1 |
1.5% |
9% |
False |
False |
137,313 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.7% |
16.4 |
1.5% |
28% |
False |
False |
125,711 |
100 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
15.6 |
1.4% |
24% |
False |
False |
102,087 |
120 |
1,234.0 |
1,073.7 |
160.3 |
14.5% |
15.1 |
1.4% |
20% |
False |
False |
85,660 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,193.3 |
2.618 |
1,166.0 |
1.618 |
1,149.3 |
1.000 |
1,139.0 |
0.618 |
1,132.6 |
HIGH |
1,122.3 |
0.618 |
1,115.9 |
0.500 |
1,114.0 |
0.382 |
1,112.0 |
LOW |
1,105.6 |
0.618 |
1,095.3 |
1.000 |
1,088.9 |
1.618 |
1,078.6 |
2.618 |
1,061.9 |
4.250 |
1,034.6 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,114.0 |
1,124.2 |
PP |
1,111.4 |
1,118.2 |
S1 |
1,108.8 |
1,112.2 |
|