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 |
1,163.2 |
1,157.1 |
-6.1 |
-0.5% |
1,162.7 |
High |
1,168.6 |
1,185.2 |
16.6 |
1.4% |
1,176.3 |
Low |
1,154.8 |
1,151.7 |
-3.1 |
-0.3% |
1,134.9 |
Close |
1,158.3 |
1,180.4 |
22.1 |
1.9% |
1,158.3 |
Range |
13.8 |
33.5 |
19.7 |
142.8% |
41.4 |
ATR |
20.6 |
21.6 |
0.9 |
4.4% |
0.0 |
Volume |
98,647 |
101,137 |
2,490 |
2.5% |
554,955 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.0 |
1,260.3 |
1,198.8 |
|
R3 |
1,239.5 |
1,226.8 |
1,189.5 |
|
R2 |
1,206.0 |
1,206.0 |
1,186.5 |
|
R1 |
1,193.3 |
1,193.3 |
1,183.5 |
1,199.5 |
PP |
1,172.5 |
1,172.5 |
1,172.5 |
1,175.5 |
S1 |
1,159.8 |
1,159.8 |
1,177.3 |
1,166.0 |
S2 |
1,139.0 |
1,139.0 |
1,174.3 |
|
S3 |
1,105.5 |
1,126.3 |
1,171.3 |
|
S4 |
1,072.0 |
1,092.8 |
1,162.0 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.8 |
1,261.0 |
1,181.0 |
|
R3 |
1,239.3 |
1,219.5 |
1,169.8 |
|
R2 |
1,198.0 |
1,198.0 |
1,166.0 |
|
R1 |
1,178.0 |
1,178.0 |
1,162.0 |
1,167.3 |
PP |
1,156.5 |
1,156.5 |
1,156.5 |
1,151.0 |
S1 |
1,136.8 |
1,136.8 |
1,154.5 |
1,126.0 |
S2 |
1,115.0 |
1,115.0 |
1,150.8 |
|
S3 |
1,073.8 |
1,095.3 |
1,147.0 |
|
S4 |
1,032.3 |
1,054.0 |
1,135.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,185.2 |
1,134.9 |
50.3 |
4.3% |
24.3 |
2.1% |
90% |
True |
False |
116,960 |
10 |
1,185.2 |
1,134.9 |
50.3 |
4.3% |
20.3 |
1.7% |
90% |
True |
False |
107,132 |
20 |
1,185.2 |
1,121.3 |
63.9 |
5.4% |
20.0 |
1.7% |
92% |
True |
False |
100,319 |
40 |
1,190.0 |
1,073.2 |
116.8 |
9.9% |
22.0 |
1.9% |
92% |
False |
False |
107,607 |
60 |
1,216.0 |
1,073.2 |
142.8 |
12.1% |
22.0 |
1.9% |
75% |
False |
False |
71,848 |
80 |
1,264.7 |
1,073.2 |
191.5 |
16.2% |
18.3 |
1.5% |
56% |
False |
False |
53,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.5 |
2.618 |
1,273.0 |
1.618 |
1,239.5 |
1.000 |
1,218.8 |
0.618 |
1,206.0 |
HIGH |
1,185.3 |
0.618 |
1,172.5 |
0.500 |
1,168.5 |
0.382 |
1,164.5 |
LOW |
1,151.8 |
0.618 |
1,131.0 |
1.000 |
1,118.3 |
1.618 |
1,097.5 |
2.618 |
1,064.0 |
4.250 |
1,009.3 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,176.5 |
1,176.5 |
PP |
1,172.5 |
1,172.5 |
S1 |
1,168.5 |
1,168.5 |
|