| 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 |
10,761.0 |
10,964.5 |
203.5 |
1.9% |
10,810.0 |
| High |
10,995.0 |
10,999.0 |
4.0 |
0.0% |
10,927.0 |
| Low |
10,727.5 |
10,882.5 |
155.0 |
1.4% |
10,685.5 |
| Close |
10,956.0 |
10,941.5 |
-14.5 |
-0.1% |
10,819.5 |
| Range |
267.5 |
116.5 |
-151.0 |
-56.4% |
241.5 |
| ATR |
214.5 |
207.5 |
-7.0 |
-3.3% |
0.0 |
| Volume |
77,912 |
94,571 |
16,659 |
21.4% |
444,962 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,290.5 |
11,232.5 |
11,005.6 |
|
| R3 |
11,174.0 |
11,116.0 |
10,973.5 |
|
| R2 |
11,057.5 |
11,057.5 |
10,962.9 |
|
| R1 |
10,999.5 |
10,999.5 |
10,952.2 |
10,970.3 |
| PP |
10,941.0 |
10,941.0 |
10,941.0 |
10,926.4 |
| S1 |
10,883.0 |
10,883.0 |
10,930.8 |
10,853.8 |
| S2 |
10,824.5 |
10,824.5 |
10,920.1 |
|
| S3 |
10,708.0 |
10,766.5 |
10,909.5 |
|
| S4 |
10,591.5 |
10,650.0 |
10,877.4 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,535.2 |
11,418.8 |
10,952.3 |
|
| R3 |
11,293.7 |
11,177.3 |
10,885.9 |
|
| R2 |
11,052.2 |
11,052.2 |
10,863.8 |
|
| R1 |
10,935.8 |
10,935.8 |
10,841.6 |
10,994.0 |
| PP |
10,810.7 |
10,810.7 |
10,810.7 |
10,839.8 |
| S1 |
10,694.3 |
10,694.3 |
10,797.4 |
10,752.5 |
| S2 |
10,569.2 |
10,569.2 |
10,775.2 |
|
| S3 |
10,327.7 |
10,452.8 |
10,753.1 |
|
| S4 |
10,086.2 |
10,211.3 |
10,686.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,999.0 |
10,691.0 |
308.0 |
2.8% |
181.2 |
1.7% |
81% |
True |
False |
87,436 |
| 10 |
10,999.0 |
10,102.5 |
896.5 |
8.2% |
198.9 |
1.8% |
94% |
True |
False |
96,629 |
| 20 |
10,999.0 |
9,885.5 |
1,113.5 |
10.2% |
176.4 |
1.6% |
95% |
True |
False |
96,061 |
| 40 |
10,999.0 |
9,301.0 |
1,698.0 |
15.5% |
211.8 |
1.9% |
97% |
True |
False |
100,510 |
| 60 |
11,566.0 |
9,301.0 |
2,265.0 |
20.7% |
231.0 |
2.1% |
72% |
False |
False |
67,561 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
211.1 |
1.9% |
65% |
False |
False |
50,752 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
216.5 |
2.0% |
65% |
False |
False |
40,685 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
23.8% |
208.5 |
1.9% |
63% |
False |
False |
33,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,494.1 |
|
2.618 |
11,304.0 |
|
1.618 |
11,187.5 |
|
1.000 |
11,115.5 |
|
0.618 |
11,071.0 |
|
HIGH |
10,999.0 |
|
0.618 |
10,954.5 |
|
0.500 |
10,940.8 |
|
0.382 |
10,927.0 |
|
LOW |
10,882.5 |
|
0.618 |
10,810.5 |
|
1.000 |
10,766.0 |
|
1.618 |
10,694.0 |
|
2.618 |
10,577.5 |
|
4.250 |
10,387.4 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,941.3 |
10,915.4 |
| PP |
10,941.0 |
10,889.3 |
| S1 |
10,940.8 |
10,863.3 |
|