| 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 |
10,868.5 |
10,902.0 |
33.5 |
0.3% |
10,761.0 |
| High |
10,966.0 |
11,059.0 |
93.0 |
0.8% |
11,059.0 |
| Low |
10,781.5 |
10,841.5 |
60.0 |
0.6% |
10,727.5 |
| Close |
10,893.0 |
10,987.0 |
94.0 |
0.9% |
10,987.0 |
| Range |
184.5 |
217.5 |
33.0 |
17.9% |
331.5 |
| ATR |
205.2 |
206.1 |
0.9 |
0.4% |
0.0 |
| Volume |
97,924 |
86,938 |
-10,986 |
-11.2% |
450,156 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,615.0 |
11,518.5 |
11,106.6 |
|
| R3 |
11,397.5 |
11,301.0 |
11,046.8 |
|
| R2 |
11,180.0 |
11,180.0 |
11,026.9 |
|
| R1 |
11,083.5 |
11,083.5 |
11,006.9 |
11,131.8 |
| PP |
10,962.5 |
10,962.5 |
10,962.5 |
10,986.6 |
| S1 |
10,866.0 |
10,866.0 |
10,967.1 |
10,914.3 |
| S2 |
10,745.0 |
10,745.0 |
10,947.1 |
|
| S3 |
10,527.5 |
10,648.5 |
10,927.2 |
|
| S4 |
10,310.0 |
10,431.0 |
10,867.4 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,919.0 |
11,784.5 |
11,169.3 |
|
| R3 |
11,587.5 |
11,453.0 |
11,078.2 |
|
| R2 |
11,256.0 |
11,256.0 |
11,047.8 |
|
| R1 |
11,121.5 |
11,121.5 |
11,017.4 |
11,188.8 |
| PP |
10,924.5 |
10,924.5 |
10,924.5 |
10,958.1 |
| S1 |
10,790.0 |
10,790.0 |
10,956.6 |
10,857.3 |
| S2 |
10,593.0 |
10,593.0 |
10,926.2 |
|
| S3 |
10,261.5 |
10,458.5 |
10,895.8 |
|
| S4 |
9,930.0 |
10,127.0 |
10,804.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,059.0 |
10,727.5 |
331.5 |
3.0% |
196.6 |
1.8% |
78% |
True |
False |
90,031 |
| 10 |
11,059.0 |
10,685.5 |
373.5 |
3.4% |
173.9 |
1.6% |
81% |
True |
False |
89,511 |
| 20 |
11,059.0 |
9,885.5 |
1,173.5 |
10.7% |
181.1 |
1.6% |
94% |
True |
False |
95,656 |
| 40 |
11,059.0 |
9,301.0 |
1,758.0 |
16.0% |
209.2 |
1.9% |
96% |
True |
False |
105,663 |
| 60 |
11,111.5 |
9,301.0 |
1,810.5 |
16.5% |
228.1 |
2.1% |
93% |
False |
False |
72,155 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
22.8% |
214.0 |
1.9% |
67% |
False |
False |
54,213 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.8% |
213.1 |
1.9% |
67% |
False |
False |
43,434 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
23.7% |
210.0 |
1.9% |
65% |
False |
False |
36,232 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,983.4 |
|
2.618 |
11,628.4 |
|
1.618 |
11,410.9 |
|
1.000 |
11,276.5 |
|
0.618 |
11,193.4 |
|
HIGH |
11,059.0 |
|
0.618 |
10,975.9 |
|
0.500 |
10,950.3 |
|
0.382 |
10,924.6 |
|
LOW |
10,841.5 |
|
0.618 |
10,707.1 |
|
1.000 |
10,624.0 |
|
1.618 |
10,489.6 |
|
2.618 |
10,272.1 |
|
4.250 |
9,917.1 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,974.8 |
10,964.8 |
| PP |
10,962.5 |
10,942.5 |
| S1 |
10,950.3 |
10,920.3 |
|