Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,117.4 |
1,106.8 |
-10.6 |
-0.9% |
1,163.8 |
High |
1,122.3 |
1,111.3 |
-11.0 |
-1.0% |
1,183.1 |
Low |
1,105.6 |
1,102.2 |
-3.4 |
-0.3% |
1,138.4 |
Close |
1,106.2 |
1,104.2 |
-2.0 |
-0.2% |
1,141.4 |
Range |
16.7 |
9.1 |
-7.6 |
-45.5% |
44.7 |
ATR |
17.2 |
16.6 |
-0.6 |
-3.4% |
0.0 |
Volume |
157,673 |
144,642 |
-13,031 |
-8.3% |
642,612 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,133.2 |
1,127.8 |
1,109.2 |
|
R3 |
1,124.1 |
1,118.7 |
1,106.7 |
|
R2 |
1,115.0 |
1,115.0 |
1,105.9 |
|
R1 |
1,109.6 |
1,109.6 |
1,105.0 |
1,107.8 |
PP |
1,105.9 |
1,105.9 |
1,105.9 |
1,105.0 |
S1 |
1,100.5 |
1,100.5 |
1,103.4 |
1,098.7 |
S2 |
1,096.8 |
1,096.8 |
1,102.5 |
|
S3 |
1,087.7 |
1,091.4 |
1,101.7 |
|
S4 |
1,078.6 |
1,082.3 |
1,099.2 |
|
|
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 |
1,149.8 |
1,102.2 |
47.6 |
4.3% |
14.4 |
1.3% |
4% |
False |
True |
137,856 |
10 |
1,183.1 |
1,102.2 |
80.9 |
7.3% |
15.8 |
1.4% |
2% |
False |
True |
135,952 |
20 |
1,191.7 |
1,102.2 |
89.5 |
8.1% |
15.9 |
1.4% |
2% |
False |
True |
135,989 |
40 |
1,191.7 |
1,097.7 |
94.0 |
8.5% |
15.7 |
1.4% |
7% |
False |
False |
131,012 |
60 |
1,191.7 |
1,097.7 |
94.0 |
8.5% |
15.8 |
1.4% |
7% |
False |
False |
136,496 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.7% |
16.4 |
1.5% |
26% |
False |
False |
127,312 |
100 |
1,207.3 |
1,073.7 |
133.6 |
12.1% |
15.6 |
1.4% |
23% |
False |
False |
103,516 |
120 |
1,227.2 |
1,073.7 |
153.5 |
13.9% |
15.1 |
1.4% |
20% |
False |
False |
86,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,150.0 |
2.618 |
1,135.1 |
1.618 |
1,126.0 |
1.000 |
1,120.4 |
0.618 |
1,116.9 |
HIGH |
1,111.3 |
0.618 |
1,107.8 |
0.500 |
1,106.8 |
0.382 |
1,105.7 |
LOW |
1,102.2 |
0.618 |
1,096.6 |
1.000 |
1,093.1 |
1.618 |
1,087.5 |
2.618 |
1,078.4 |
4.250 |
1,063.5 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,106.8 |
1,120.1 |
PP |
1,105.9 |
1,114.8 |
S1 |
1,105.1 |
1,109.5 |
|