| 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 |
2,084.75 |
2,073.00 |
-11.75 |
-0.6% |
2,066.00 |
| High |
2,094.75 |
2,100.00 |
5.25 |
0.3% |
2,094.75 |
| Low |
2,069.75 |
2,064.25 |
-5.50 |
-0.3% |
2,051.25 |
| Close |
2,073.75 |
2,095.50 |
21.75 |
1.0% |
2,073.75 |
| Range |
25.00 |
35.75 |
10.75 |
43.0% |
43.50 |
| ATR |
26.70 |
27.34 |
0.65 |
2.4% |
0.00 |
| Volume |
1,751,269 |
1,284,044 |
-467,225 |
-26.7% |
7,477,784 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,193.75 |
2,180.50 |
2,115.25 |
|
| R3 |
2,158.00 |
2,144.75 |
2,105.25 |
|
| R2 |
2,122.25 |
2,122.25 |
2,102.00 |
|
| R1 |
2,109.00 |
2,109.00 |
2,098.75 |
2,115.50 |
| PP |
2,086.50 |
2,086.50 |
2,086.50 |
2,090.00 |
| S1 |
2,073.25 |
2,073.25 |
2,092.25 |
2,080.00 |
| S2 |
2,050.75 |
2,050.75 |
2,089.00 |
|
| S3 |
2,015.00 |
2,037.50 |
2,085.75 |
|
| S4 |
1,979.25 |
2,001.75 |
2,075.75 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,203.75 |
2,182.25 |
2,097.75 |
|
| R3 |
2,160.25 |
2,138.75 |
2,085.75 |
|
| R2 |
2,116.75 |
2,116.75 |
2,081.75 |
|
| R1 |
2,095.25 |
2,095.25 |
2,077.75 |
2,106.00 |
| PP |
2,073.25 |
2,073.25 |
2,073.25 |
2,078.50 |
| S1 |
2,051.75 |
2,051.75 |
2,069.75 |
2,062.50 |
| S2 |
2,029.75 |
2,029.75 |
2,065.75 |
|
| S3 |
1,986.25 |
2,008.25 |
2,061.75 |
|
| S4 |
1,942.75 |
1,964.75 |
2,049.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,100.00 |
2,051.25 |
48.75 |
2.3% |
23.50 |
1.1% |
91% |
True |
False |
1,515,501 |
| 10 |
2,100.00 |
2,007.50 |
92.50 |
4.4% |
23.50 |
1.1% |
95% |
True |
False |
1,599,608 |
| 20 |
2,100.00 |
1,960.50 |
139.50 |
6.7% |
22.75 |
1.1% |
97% |
True |
False |
1,561,282 |
| 40 |
2,100.00 |
1,861.00 |
239.00 |
11.4% |
31.50 |
1.5% |
98% |
True |
False |
1,662,288 |
| 60 |
2,100.00 |
1,823.00 |
277.00 |
13.2% |
36.50 |
1.7% |
98% |
True |
False |
1,114,848 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
32.25 |
1.5% |
92% |
False |
False |
836,837 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.50 |
1.5% |
92% |
False |
False |
669,935 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
28.00 |
1.3% |
92% |
False |
False |
558,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,252.00 |
|
2.618 |
2,193.50 |
|
1.618 |
2,157.75 |
|
1.000 |
2,135.75 |
|
0.618 |
2,122.00 |
|
HIGH |
2,100.00 |
|
0.618 |
2,086.25 |
|
0.500 |
2,082.00 |
|
0.382 |
2,078.00 |
|
LOW |
2,064.25 |
|
0.618 |
2,042.25 |
|
1.000 |
2,028.50 |
|
1.618 |
2,006.50 |
|
2.618 |
1,970.75 |
|
4.250 |
1,912.25 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,091.00 |
2,091.00 |
| PP |
2,086.50 |
2,086.50 |
| S1 |
2,082.00 |
2,082.00 |
|