| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,093.25 |
2,102.50 |
9.25 |
0.4% |
2,066.00 |
| High |
2,110.25 |
2,109.75 |
-0.50 |
0.0% |
2,094.75 |
| Low |
2,089.00 |
2,090.50 |
1.50 |
0.1% |
2,051.25 |
| Close |
2,103.00 |
2,094.75 |
-8.25 |
-0.4% |
2,073.75 |
| Range |
21.25 |
19.25 |
-2.00 |
-9.4% |
43.50 |
| ATR |
26.91 |
26.36 |
-0.55 |
-2.0% |
0.00 |
| Volume |
1,348,316 |
1,546,504 |
198,188 |
14.7% |
7,477,784 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.00 |
2,144.75 |
2,105.25 |
|
| R3 |
2,136.75 |
2,125.50 |
2,100.00 |
|
| R2 |
2,117.50 |
2,117.50 |
2,098.25 |
|
| R1 |
2,106.25 |
2,106.25 |
2,096.50 |
2,102.25 |
| PP |
2,098.25 |
2,098.25 |
2,098.25 |
2,096.50 |
| S1 |
2,087.00 |
2,087.00 |
2,093.00 |
2,083.00 |
| S2 |
2,079.00 |
2,079.00 |
2,091.25 |
|
| S3 |
2,059.75 |
2,067.75 |
2,089.50 |
|
| S4 |
2,040.50 |
2,048.50 |
2,084.25 |
|
|
| 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 |
2,064.25 |
46.00 |
2.2% |
23.00 |
1.1% |
66% |
False |
False |
1,467,572 |
| 10 |
2,110.25 |
2,008.50 |
101.75 |
4.9% |
23.75 |
1.1% |
85% |
False |
False |
1,582,333 |
| 20 |
2,110.25 |
1,971.00 |
139.25 |
6.6% |
22.25 |
1.1% |
89% |
False |
False |
1,528,856 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
30.00 |
1.4% |
94% |
False |
False |
1,725,543 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
36.00 |
1.7% |
95% |
False |
False |
1,162,908 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
32.00 |
1.5% |
92% |
False |
False |
872,973 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.75 |
1.5% |
92% |
False |
False |
698,848 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
28.25 |
1.3% |
92% |
False |
False |
582,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.50 |
|
2.618 |
2,160.25 |
|
1.618 |
2,141.00 |
|
1.000 |
2,129.00 |
|
0.618 |
2,121.75 |
|
HIGH |
2,109.75 |
|
0.618 |
2,102.50 |
|
0.500 |
2,100.00 |
|
0.382 |
2,097.75 |
|
LOW |
2,090.50 |
|
0.618 |
2,078.50 |
|
1.000 |
2,071.25 |
|
1.618 |
2,059.25 |
|
2.618 |
2,040.00 |
|
4.250 |
2,008.75 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.00 |
2,092.25 |
| PP |
2,098.25 |
2,089.75 |
| S1 |
2,096.50 |
2,087.25 |
|