| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,073.00 |
2,093.25 |
20.25 |
1.0% |
2,066.00 |
| High |
2,100.00 |
2,110.25 |
10.25 |
0.5% |
2,094.75 |
| Low |
2,064.25 |
2,089.00 |
24.75 |
1.2% |
2,051.25 |
| Close |
2,095.50 |
2,103.00 |
7.50 |
0.4% |
2,073.75 |
| Range |
35.75 |
21.25 |
-14.50 |
-40.6% |
43.50 |
| ATR |
27.34 |
26.91 |
-0.44 |
-1.6% |
0.00 |
| Volume |
1,284,044 |
1,348,316 |
64,272 |
5.0% |
7,477,784 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.50 |
2,155.00 |
2,114.75 |
|
| R3 |
2,143.25 |
2,133.75 |
2,108.75 |
|
| R2 |
2,122.00 |
2,122.00 |
2,107.00 |
|
| R1 |
2,112.50 |
2,112.50 |
2,105.00 |
2,117.25 |
| PP |
2,100.75 |
2,100.75 |
2,100.75 |
2,103.00 |
| S1 |
2,091.25 |
2,091.25 |
2,101.00 |
2,096.00 |
| S2 |
2,079.50 |
2,079.50 |
2,099.00 |
|
| S3 |
2,058.25 |
2,070.00 |
2,097.25 |
|
| S4 |
2,037.00 |
2,048.75 |
2,091.25 |
|
|
| 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 |
2,110.25 |
2,055.50 |
54.75 |
2.6% |
25.00 |
1.2% |
87% |
True |
False |
1,536,444 |
| 10 |
2,110.25 |
2,007.50 |
102.75 |
4.9% |
24.50 |
1.2% |
93% |
True |
False |
1,606,804 |
| 20 |
2,110.25 |
1,960.50 |
149.75 |
7.1% |
23.00 |
1.1% |
95% |
True |
False |
1,548,383 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
30.75 |
1.5% |
97% |
True |
False |
1,692,418 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
36.25 |
1.7% |
97% |
True |
False |
1,137,184 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
32.00 |
1.5% |
95% |
False |
False |
853,661 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.75 |
1.5% |
95% |
False |
False |
683,415 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
28.00 |
1.3% |
95% |
False |
False |
569,631 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,200.50 |
|
2.618 |
2,166.00 |
|
1.618 |
2,144.75 |
|
1.000 |
2,131.50 |
|
0.618 |
2,123.50 |
|
HIGH |
2,110.25 |
|
0.618 |
2,102.25 |
|
0.500 |
2,099.50 |
|
0.382 |
2,097.00 |
|
LOW |
2,089.00 |
|
0.618 |
2,075.75 |
|
1.000 |
2,067.75 |
|
1.618 |
2,054.50 |
|
2.618 |
2,033.25 |
|
4.250 |
1,998.75 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.00 |
2,097.75 |
| PP |
2,100.75 |
2,092.50 |
| S1 |
2,099.50 |
2,087.25 |
|