| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,102.50 |
2,095.50 |
-7.00 |
-0.3% |
2,066.00 |
| High |
2,109.75 |
2,104.75 |
-5.00 |
-0.2% |
2,094.75 |
| Low |
2,090.50 |
2,084.00 |
-6.50 |
-0.3% |
2,051.25 |
| Close |
2,094.75 |
2,094.00 |
-0.75 |
0.0% |
2,073.75 |
| Range |
19.25 |
20.75 |
1.50 |
7.8% |
43.50 |
| ATR |
26.36 |
25.96 |
-0.40 |
-1.5% |
0.00 |
| Volume |
1,546,504 |
1,538,081 |
-8,423 |
-0.5% |
7,477,784 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.50 |
2,146.00 |
2,105.50 |
|
| R3 |
2,135.75 |
2,125.25 |
2,099.75 |
|
| R2 |
2,115.00 |
2,115.00 |
2,097.75 |
|
| R1 |
2,104.50 |
2,104.50 |
2,096.00 |
2,099.50 |
| PP |
2,094.25 |
2,094.25 |
2,094.25 |
2,091.75 |
| S1 |
2,083.75 |
2,083.75 |
2,092.00 |
2,078.50 |
| S2 |
2,073.50 |
2,073.50 |
2,090.25 |
|
| S3 |
2,052.75 |
2,063.00 |
2,088.25 |
|
| S4 |
2,032.00 |
2,042.25 |
2,082.50 |
|
|
| 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% |
24.50 |
1.2% |
65% |
False |
False |
1,493,642 |
| 10 |
2,110.25 |
2,051.25 |
59.00 |
2.8% |
21.00 |
1.0% |
72% |
False |
False |
1,526,219 |
| 20 |
2,110.25 |
1,982.50 |
127.75 |
6.1% |
21.50 |
1.0% |
87% |
False |
False |
1,515,561 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
29.50 |
1.4% |
93% |
False |
False |
1,738,420 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
35.75 |
1.7% |
94% |
False |
False |
1,188,449 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
32.25 |
1.5% |
92% |
False |
False |
892,166 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.50 |
1.5% |
92% |
False |
False |
714,215 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
28.25 |
1.3% |
92% |
False |
False |
595,334 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,193.00 |
|
2.618 |
2,159.00 |
|
1.618 |
2,138.25 |
|
1.000 |
2,125.50 |
|
0.618 |
2,117.50 |
|
HIGH |
2,104.75 |
|
0.618 |
2,096.75 |
|
0.500 |
2,094.50 |
|
0.382 |
2,092.00 |
|
LOW |
2,084.00 |
|
0.618 |
2,071.25 |
|
1.000 |
2,063.25 |
|
1.618 |
2,050.50 |
|
2.618 |
2,029.75 |
|
4.250 |
1,995.75 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.50 |
2,097.00 |
| PP |
2,094.25 |
2,096.00 |
| S1 |
2,094.00 |
2,095.00 |
|