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 |
3,435.0 |
3,448.0 |
13.0 |
0.4% |
3,426.0 |
High |
3,454.0 |
3,468.0 |
14.0 |
0.4% |
3,449.0 |
Low |
3,410.0 |
3,425.0 |
15.0 |
0.4% |
3,375.0 |
Close |
3,433.0 |
3,433.0 |
0.0 |
0.0% |
3,403.0 |
Range |
44.0 |
43.0 |
-1.0 |
-2.3% |
74.0 |
ATR |
64.5 |
63.0 |
-1.5 |
-2.4% |
0.0 |
Volume |
1,006,604 |
1,169,327 |
162,723 |
16.2% |
4,690,887 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,571.0 |
3,545.0 |
3,456.7 |
|
R3 |
3,528.0 |
3,502.0 |
3,444.8 |
|
R2 |
3,485.0 |
3,485.0 |
3,440.9 |
|
R1 |
3,459.0 |
3,459.0 |
3,436.9 |
3,450.5 |
PP |
3,442.0 |
3,442.0 |
3,442.0 |
3,437.8 |
S1 |
3,416.0 |
3,416.0 |
3,429.1 |
3,407.5 |
S2 |
3,399.0 |
3,399.0 |
3,425.1 |
|
S3 |
3,356.0 |
3,373.0 |
3,421.2 |
|
S4 |
3,313.0 |
3,330.0 |
3,409.4 |
|
|
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 |
3,468.0 |
3,373.0 |
95.0 |
2.8% |
50.8 |
1.5% |
63% |
True |
False |
966,850 |
10 |
3,468.0 |
3,249.0 |
219.0 |
6.4% |
60.0 |
1.7% |
84% |
True |
False |
1,038,226 |
20 |
3,468.0 |
3,171.0 |
297.0 |
8.7% |
52.8 |
1.5% |
88% |
True |
False |
1,002,395 |
40 |
3,468.0 |
2,970.0 |
498.0 |
14.5% |
65.2 |
1.9% |
93% |
True |
False |
1,159,681 |
60 |
3,601.0 |
2,950.0 |
651.0 |
19.0% |
73.5 |
2.1% |
74% |
False |
False |
787,010 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
67.1 |
2.0% |
64% |
False |
False |
590,504 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
69.8 |
2.0% |
64% |
False |
False |
473,367 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.8% |
66.0 |
1.9% |
64% |
False |
False |
394,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,650.8 |
2.618 |
3,580.6 |
1.618 |
3,537.6 |
1.000 |
3,511.0 |
0.618 |
3,494.6 |
HIGH |
3,468.0 |
0.618 |
3,451.6 |
0.500 |
3,446.5 |
0.382 |
3,441.4 |
LOW |
3,425.0 |
0.618 |
3,398.4 |
1.000 |
3,382.0 |
1.618 |
3,355.4 |
2.618 |
3,312.4 |
4.250 |
3,242.3 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,446.5 |
3,428.8 |
PP |
3,442.0 |
3,424.7 |
S1 |
3,437.5 |
3,420.5 |
|