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 |
3,385.0 |
3,435.0 |
50.0 |
1.5% |
3,426.0 |
High |
3,445.0 |
3,454.0 |
9.0 |
0.3% |
3,449.0 |
Low |
3,373.0 |
3,410.0 |
37.0 |
1.1% |
3,375.0 |
Close |
3,433.0 |
3,433.0 |
0.0 |
0.0% |
3,403.0 |
Range |
72.0 |
44.0 |
-28.0 |
-38.9% |
74.0 |
ATR |
66.1 |
64.5 |
-1.6 |
-2.4% |
0.0 |
Volume |
813,118 |
1,006,604 |
193,486 |
23.8% |
4,690,887 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,564.3 |
3,542.7 |
3,457.2 |
|
R3 |
3,520.3 |
3,498.7 |
3,445.1 |
|
R2 |
3,476.3 |
3,476.3 |
3,441.1 |
|
R1 |
3,454.7 |
3,454.7 |
3,437.0 |
3,443.5 |
PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,426.8 |
S1 |
3,410.7 |
3,410.7 |
3,429.0 |
3,399.5 |
S2 |
3,388.3 |
3,388.3 |
3,424.9 |
|
S3 |
3,344.3 |
3,366.7 |
3,420.9 |
|
S4 |
3,300.3 |
3,322.7 |
3,408.8 |
|
|
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 |
3,454.0 |
3,373.0 |
81.0 |
2.4% |
56.0 |
1.6% |
74% |
True |
False |
925,963 |
10 |
3,454.0 |
3,231.0 |
223.0 |
6.5% |
60.4 |
1.8% |
91% |
True |
False |
1,074,474 |
20 |
3,454.0 |
3,171.0 |
283.0 |
8.2% |
53.5 |
1.6% |
93% |
True |
False |
1,007,730 |
40 |
3,454.0 |
2,970.0 |
484.0 |
14.1% |
66.8 |
1.9% |
96% |
True |
False |
1,140,556 |
60 |
3,656.0 |
2,950.0 |
706.0 |
20.6% |
73.9 |
2.2% |
68% |
False |
False |
767,527 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
67.1 |
2.0% |
64% |
False |
False |
575,889 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
70.1 |
2.0% |
64% |
False |
False |
461,704 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
65.8 |
1.9% |
64% |
False |
False |
384,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,641.0 |
2.618 |
3,569.2 |
1.618 |
3,525.2 |
1.000 |
3,498.0 |
0.618 |
3,481.2 |
HIGH |
3,454.0 |
0.618 |
3,437.2 |
0.500 |
3,432.0 |
0.382 |
3,426.8 |
LOW |
3,410.0 |
0.618 |
3,382.8 |
1.000 |
3,366.0 |
1.618 |
3,338.8 |
2.618 |
3,294.8 |
4.250 |
3,223.0 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,432.7 |
3,426.5 |
PP |
3,432.3 |
3,420.0 |
S1 |
3,432.0 |
3,413.5 |
|