| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,095.50 |
2,094.75 |
-0.75 |
0.0% |
2,073.00 |
| High |
2,104.75 |
2,099.00 |
-5.75 |
-0.3% |
2,110.25 |
| Low |
2,084.00 |
2,077.50 |
-6.50 |
-0.3% |
2,064.25 |
| Close |
2,094.00 |
2,093.75 |
-0.25 |
0.0% |
2,093.75 |
| Range |
20.75 |
21.50 |
0.75 |
3.6% |
46.00 |
| ATR |
25.96 |
25.64 |
-0.32 |
-1.2% |
0.00 |
| Volume |
1,538,081 |
1,846,631 |
308,550 |
20.1% |
7,563,576 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,154.50 |
2,145.75 |
2,105.50 |
|
| R3 |
2,133.00 |
2,124.25 |
2,099.75 |
|
| R2 |
2,111.50 |
2,111.50 |
2,097.75 |
|
| R1 |
2,102.75 |
2,102.75 |
2,095.75 |
2,096.50 |
| PP |
2,090.00 |
2,090.00 |
2,090.00 |
2,087.00 |
| S1 |
2,081.25 |
2,081.25 |
2,091.75 |
2,075.00 |
| S2 |
2,068.50 |
2,068.50 |
2,089.75 |
|
| S3 |
2,047.00 |
2,059.75 |
2,087.75 |
|
| S4 |
2,025.50 |
2,038.25 |
2,082.00 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,227.50 |
2,206.50 |
2,119.00 |
|
| R3 |
2,181.50 |
2,160.50 |
2,106.50 |
|
| R2 |
2,135.50 |
2,135.50 |
2,102.25 |
|
| R1 |
2,114.50 |
2,114.50 |
2,098.00 |
2,125.00 |
| PP |
2,089.50 |
2,089.50 |
2,089.50 |
2,094.50 |
| S1 |
2,068.50 |
2,068.50 |
2,089.50 |
2,079.00 |
| S2 |
2,043.50 |
2,043.50 |
2,085.25 |
|
| S3 |
1,997.50 |
2,022.50 |
2,081.00 |
|
| S4 |
1,951.50 |
1,976.50 |
2,068.50 |
|
|
| 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% |
23.75 |
1.1% |
64% |
False |
False |
1,512,715 |
| 10 |
2,110.25 |
2,051.25 |
59.00 |
2.8% |
21.00 |
1.0% |
72% |
False |
False |
1,504,136 |
| 20 |
2,110.25 |
1,982.50 |
127.75 |
6.1% |
21.75 |
1.0% |
87% |
False |
False |
1,538,974 |
| 40 |
2,110.25 |
1,861.00 |
249.25 |
11.9% |
29.25 |
1.4% |
93% |
False |
False |
1,746,810 |
| 60 |
2,110.25 |
1,823.00 |
287.25 |
13.7% |
35.75 |
1.7% |
94% |
False |
False |
1,219,033 |
| 80 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
32.25 |
1.5% |
92% |
False |
False |
915,233 |
| 100 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
30.75 |
1.5% |
92% |
False |
False |
732,673 |
| 120 |
2,118.50 |
1,823.00 |
295.50 |
14.1% |
28.25 |
1.4% |
92% |
False |
False |
610,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,190.50 |
|
2.618 |
2,155.25 |
|
1.618 |
2,133.75 |
|
1.000 |
2,120.50 |
|
0.618 |
2,112.25 |
|
HIGH |
2,099.00 |
|
0.618 |
2,090.75 |
|
0.500 |
2,088.25 |
|
0.382 |
2,085.75 |
|
LOW |
2,077.50 |
|
0.618 |
2,064.25 |
|
1.000 |
2,056.00 |
|
1.618 |
2,042.75 |
|
2.618 |
2,021.25 |
|
4.250 |
1,986.00 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.00 |
2,093.75 |
| PP |
2,090.00 |
2,093.75 |
| S1 |
2,088.25 |
2,093.50 |
|