Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
3,420.0 |
3,385.0 |
-35.0 |
-1.0% |
3,426.0 |
High |
3,424.0 |
3,445.0 |
21.0 |
0.6% |
3,449.0 |
Low |
3,386.0 |
3,373.0 |
-13.0 |
-0.4% |
3,375.0 |
Close |
3,403.0 |
3,433.0 |
30.0 |
0.9% |
3,403.0 |
Range |
38.0 |
72.0 |
34.0 |
89.5% |
74.0 |
ATR |
65.6 |
66.1 |
0.5 |
0.7% |
0.0 |
Volume |
847,809 |
813,118 |
-34,691 |
-4.1% |
4,690,887 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,633.0 |
3,605.0 |
3,472.6 |
|
R3 |
3,561.0 |
3,533.0 |
3,452.8 |
|
R2 |
3,489.0 |
3,489.0 |
3,446.2 |
|
R1 |
3,461.0 |
3,461.0 |
3,439.6 |
3,475.0 |
PP |
3,417.0 |
3,417.0 |
3,417.0 |
3,424.0 |
S1 |
3,389.0 |
3,389.0 |
3,426.4 |
3,403.0 |
S2 |
3,345.0 |
3,345.0 |
3,419.8 |
|
S3 |
3,273.0 |
3,317.0 |
3,413.2 |
|
S4 |
3,201.0 |
3,245.0 |
3,393.4 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,631.0 |
3,591.0 |
3,443.7 |
|
R3 |
3,557.0 |
3,517.0 |
3,423.4 |
|
R2 |
3,483.0 |
3,483.0 |
3,416.6 |
|
R1 |
3,443.0 |
3,443.0 |
3,409.8 |
3,426.0 |
PP |
3,409.0 |
3,409.0 |
3,409.0 |
3,400.5 |
S1 |
3,369.0 |
3,369.0 |
3,396.2 |
3,352.0 |
S2 |
3,335.0 |
3,335.0 |
3,389.4 |
|
S3 |
3,261.0 |
3,295.0 |
3,382.7 |
|
S4 |
3,187.0 |
3,221.0 |
3,362.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,449.0 |
3,373.0 |
76.0 |
2.2% |
54.8 |
1.6% |
79% |
False |
True |
917,622 |
10 |
3,449.0 |
3,231.0 |
218.0 |
6.4% |
60.4 |
1.8% |
93% |
False |
False |
1,070,110 |
20 |
3,449.0 |
3,157.0 |
292.0 |
8.5% |
54.8 |
1.6% |
95% |
False |
False |
1,021,201 |
40 |
3,449.0 |
2,970.0 |
479.0 |
14.0% |
67.8 |
2.0% |
97% |
False |
False |
1,121,447 |
60 |
3,669.0 |
2,950.0 |
719.0 |
20.9% |
74.1 |
2.2% |
67% |
False |
False |
750,754 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
67.9 |
2.0% |
64% |
False |
False |
563,311 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
69.9 |
2.0% |
64% |
False |
False |
451,641 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
65.9 |
1.9% |
64% |
False |
False |
376,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,751.0 |
2.618 |
3,633.5 |
1.618 |
3,561.5 |
1.000 |
3,517.0 |
0.618 |
3,489.5 |
HIGH |
3,445.0 |
0.618 |
3,417.5 |
0.500 |
3,409.0 |
0.382 |
3,400.5 |
LOW |
3,373.0 |
0.618 |
3,328.5 |
1.000 |
3,301.0 |
1.618 |
3,256.5 |
2.618 |
3,184.5 |
4.250 |
3,067.0 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,425.0 |
3,425.0 |
PP |
3,417.0 |
3,417.0 |
S1 |
3,409.0 |
3,409.0 |
|