Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
1,106.8 |
1,103.2 |
-3.6 |
-0.3% |
1,141.3 |
High |
1,111.3 |
1,109.7 |
-1.6 |
-0.1% |
1,142.7 |
Low |
1,102.2 |
1,084.5 |
-17.7 |
-1.6% |
1,084.5 |
Close |
1,104.2 |
1,087.7 |
-16.5 |
-1.5% |
1,087.7 |
Range |
9.1 |
25.2 |
16.1 |
176.9% |
58.2 |
ATR |
16.6 |
17.2 |
0.6 |
3.7% |
0.0 |
Volume |
144,642 |
199,866 |
55,224 |
38.2% |
765,981 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,169.6 |
1,153.8 |
1,101.6 |
|
R3 |
1,144.4 |
1,128.6 |
1,094.6 |
|
R2 |
1,119.2 |
1,119.2 |
1,092.3 |
|
R1 |
1,103.4 |
1,103.4 |
1,090.0 |
1,098.7 |
PP |
1,094.0 |
1,094.0 |
1,094.0 |
1,091.6 |
S1 |
1,078.2 |
1,078.2 |
1,085.4 |
1,073.5 |
S2 |
1,068.8 |
1,068.8 |
1,083.1 |
|
S3 |
1,043.6 |
1,053.0 |
1,080.8 |
|
S4 |
1,018.4 |
1,027.8 |
1,073.8 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,279.6 |
1,241.8 |
1,119.7 |
|
R3 |
1,221.4 |
1,183.6 |
1,103.7 |
|
R2 |
1,163.2 |
1,163.2 |
1,098.4 |
|
R1 |
1,125.4 |
1,125.4 |
1,093.0 |
1,115.2 |
PP |
1,105.0 |
1,105.0 |
1,105.0 |
1,099.9 |
S1 |
1,067.2 |
1,067.2 |
1,082.4 |
1,057.0 |
S2 |
1,046.8 |
1,046.8 |
1,077.0 |
|
S3 |
988.6 |
1,009.0 |
1,071.7 |
|
S4 |
930.4 |
950.8 |
1,055.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,142.7 |
1,084.5 |
58.2 |
5.4% |
17.2 |
1.6% |
5% |
False |
True |
153,196 |
10 |
1,183.1 |
1,084.5 |
98.6 |
9.1% |
16.3 |
1.5% |
3% |
False |
True |
140,859 |
20 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
16.1 |
1.5% |
3% |
False |
True |
139,239 |
40 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
16.0 |
1.5% |
3% |
False |
True |
133,021 |
60 |
1,191.7 |
1,084.5 |
107.2 |
9.9% |
16.0 |
1.5% |
3% |
False |
True |
137,673 |
80 |
1,191.7 |
1,073.7 |
118.0 |
10.8% |
16.6 |
1.5% |
12% |
False |
False |
129,429 |
100 |
1,207.3 |
1,073.7 |
133.6 |
12.3% |
15.7 |
1.4% |
10% |
False |
False |
105,497 |
120 |
1,217.0 |
1,073.7 |
143.3 |
13.2% |
15.1 |
1.4% |
10% |
False |
False |
88,485 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,216.8 |
2.618 |
1,175.7 |
1.618 |
1,150.5 |
1.000 |
1,134.9 |
0.618 |
1,125.3 |
HIGH |
1,109.7 |
0.618 |
1,100.1 |
0.500 |
1,097.1 |
0.382 |
1,094.1 |
LOW |
1,084.5 |
0.618 |
1,068.9 |
1.000 |
1,059.3 |
1.618 |
1,043.7 |
2.618 |
1,018.5 |
4.250 |
977.4 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,097.1 |
1,103.4 |
PP |
1,094.0 |
1,098.2 |
S1 |
1,090.8 |
1,092.9 |
|