| 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 |
10,972.0 |
10,868.5 |
-103.5 |
-0.9% |
10,810.0 |
| High |
11,009.0 |
10,966.0 |
-43.0 |
-0.4% |
10,927.0 |
| Low |
10,812.0 |
10,781.5 |
-30.5 |
-0.3% |
10,685.5 |
| Close |
10,840.0 |
10,893.0 |
53.0 |
0.5% |
10,819.5 |
| Range |
197.0 |
184.5 |
-12.5 |
-6.3% |
241.5 |
| ATR |
206.8 |
205.2 |
-1.6 |
-0.8% |
0.0 |
| Volume |
92,811 |
97,924 |
5,113 |
5.5% |
444,962 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,433.7 |
11,347.8 |
10,994.5 |
|
| R3 |
11,249.2 |
11,163.3 |
10,943.7 |
|
| R2 |
11,064.7 |
11,064.7 |
10,926.8 |
|
| R1 |
10,978.8 |
10,978.8 |
10,909.9 |
11,021.8 |
| PP |
10,880.2 |
10,880.2 |
10,880.2 |
10,901.6 |
| S1 |
10,794.3 |
10,794.3 |
10,876.1 |
10,837.3 |
| S2 |
10,695.7 |
10,695.7 |
10,859.2 |
|
| S3 |
10,511.2 |
10,609.8 |
10,842.3 |
|
| S4 |
10,326.7 |
10,425.3 |
10,791.5 |
|
|
| 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% |
179.8 |
1.7% |
59% |
False |
False |
89,082 |
| 10 |
11,009.0 |
10,583.5 |
425.5 |
3.9% |
179.8 |
1.7% |
73% |
False |
False |
89,738 |
| 20 |
11,009.0 |
9,885.5 |
1,123.5 |
10.3% |
175.4 |
1.6% |
90% |
False |
False |
94,668 |
| 40 |
11,009.0 |
9,301.0 |
1,708.0 |
15.7% |
208.1 |
1.9% |
93% |
False |
False |
104,460 |
| 60 |
11,160.0 |
9,301.0 |
1,859.0 |
17.1% |
227.3 |
2.1% |
86% |
False |
False |
70,713 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
213.4 |
2.0% |
63% |
False |
False |
53,132 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
23.0% |
215.7 |
2.0% |
63% |
False |
False |
42,575 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
23.9% |
208.7 |
1.9% |
61% |
False |
False |
35,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,750.1 |
|
2.618 |
11,449.0 |
|
1.618 |
11,264.5 |
|
1.000 |
11,150.5 |
|
0.618 |
11,080.0 |
|
HIGH |
10,966.0 |
|
0.618 |
10,895.5 |
|
0.500 |
10,873.8 |
|
0.382 |
10,852.0 |
|
LOW |
10,781.5 |
|
0.618 |
10,667.5 |
|
1.000 |
10,597.0 |
|
1.618 |
10,483.0 |
|
2.618 |
10,298.5 |
|
4.250 |
9,997.4 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,886.6 |
10,895.3 |
| PP |
10,880.2 |
10,894.5 |
| S1 |
10,873.8 |
10,893.8 |
|