| 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 |
10,964.5 |
10,972.0 |
7.5 |
0.1% |
10,810.0 |
| High |
10,999.0 |
11,009.0 |
10.0 |
0.1% |
10,927.0 |
| Low |
10,882.5 |
10,812.0 |
-70.5 |
-0.6% |
10,685.5 |
| Close |
10,941.5 |
10,840.0 |
-101.5 |
-0.9% |
10,819.5 |
| Range |
116.5 |
197.0 |
80.5 |
69.1% |
241.5 |
| ATR |
207.5 |
206.8 |
-0.8 |
-0.4% |
0.0 |
| Volume |
94,571 |
92,811 |
-1,760 |
-1.9% |
444,962 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,478.0 |
11,356.0 |
10,948.4 |
|
| R3 |
11,281.0 |
11,159.0 |
10,894.2 |
|
| R2 |
11,084.0 |
11,084.0 |
10,876.1 |
|
| R1 |
10,962.0 |
10,962.0 |
10,858.1 |
10,924.5 |
| PP |
10,887.0 |
10,887.0 |
10,887.0 |
10,868.3 |
| S1 |
10,765.0 |
10,765.0 |
10,821.9 |
10,727.5 |
| S2 |
10,690.0 |
10,690.0 |
10,803.9 |
|
| S3 |
10,493.0 |
10,568.0 |
10,785.8 |
|
| S4 |
10,296.0 |
10,371.0 |
10,731.7 |
|
|
| 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 |
11,009.0 |
10,727.5 |
281.5 |
2.6% |
173.4 |
1.6% |
40% |
True |
False |
87,333 |
| 10 |
11,009.0 |
10,188.5 |
820.5 |
7.6% |
201.2 |
1.9% |
79% |
True |
False |
92,431 |
| 20 |
11,009.0 |
9,885.5 |
1,123.5 |
10.4% |
176.0 |
1.6% |
85% |
True |
False |
94,154 |
| 40 |
11,009.0 |
9,301.0 |
1,708.0 |
15.8% |
207.7 |
1.9% |
90% |
True |
False |
102,362 |
| 60 |
11,210.0 |
9,301.0 |
1,909.0 |
17.6% |
229.4 |
2.1% |
81% |
False |
False |
69,088 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
212.1 |
2.0% |
61% |
False |
False |
51,910 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.2% |
216.2 |
2.0% |
61% |
False |
False |
41,612 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
24.0% |
208.2 |
1.9% |
59% |
False |
False |
34,693 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,846.3 |
|
2.618 |
11,524.7 |
|
1.618 |
11,327.7 |
|
1.000 |
11,206.0 |
|
0.618 |
11,130.7 |
|
HIGH |
11,009.0 |
|
0.618 |
10,933.7 |
|
0.500 |
10,910.5 |
|
0.382 |
10,887.3 |
|
LOW |
10,812.0 |
|
0.618 |
10,690.3 |
|
1.000 |
10,615.0 |
|
1.618 |
10,493.3 |
|
2.618 |
10,296.3 |
|
4.250 |
9,974.8 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,910.5 |
10,868.3 |
| PP |
10,887.0 |
10,858.8 |
| S1 |
10,863.5 |
10,849.4 |
|