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 |
3,448.0 |
3,441.0 |
-7.0 |
-0.2% |
3,426.0 |
High |
3,468.0 |
3,472.0 |
4.0 |
0.1% |
3,449.0 |
Low |
3,425.0 |
3,415.0 |
-10.0 |
-0.3% |
3,375.0 |
Close |
3,433.0 |
3,445.0 |
12.0 |
0.3% |
3,403.0 |
Range |
43.0 |
57.0 |
14.0 |
32.6% |
74.0 |
ATR |
63.0 |
62.6 |
-0.4 |
-0.7% |
0.0 |
Volume |
1,169,327 |
1,228,050 |
58,723 |
5.0% |
4,690,887 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,615.0 |
3,587.0 |
3,476.4 |
|
R3 |
3,558.0 |
3,530.0 |
3,460.7 |
|
R2 |
3,501.0 |
3,501.0 |
3,455.5 |
|
R1 |
3,473.0 |
3,473.0 |
3,450.2 |
3,487.0 |
PP |
3,444.0 |
3,444.0 |
3,444.0 |
3,451.0 |
S1 |
3,416.0 |
3,416.0 |
3,439.8 |
3,430.0 |
S2 |
3,387.0 |
3,387.0 |
3,434.6 |
|
S3 |
3,330.0 |
3,359.0 |
3,429.3 |
|
S4 |
3,273.0 |
3,302.0 |
3,413.7 |
|
|
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 |
3,472.0 |
3,373.0 |
99.0 |
2.9% |
50.8 |
1.5% |
73% |
True |
False |
1,012,981 |
10 |
3,472.0 |
3,373.0 |
99.0 |
2.9% |
52.7 |
1.5% |
73% |
True |
False |
985,923 |
20 |
3,472.0 |
3,171.0 |
301.0 |
8.7% |
52.7 |
1.5% |
91% |
True |
False |
1,018,418 |
40 |
3,472.0 |
2,970.0 |
502.0 |
14.6% |
65.2 |
1.9% |
95% |
True |
False |
1,171,283 |
60 |
3,548.0 |
2,950.0 |
598.0 |
17.4% |
72.2 |
2.1% |
83% |
False |
False |
807,461 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
67.4 |
2.0% |
66% |
False |
False |
605,851 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
69.8 |
2.0% |
66% |
False |
False |
485,599 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.7% |
65.9 |
1.9% |
66% |
False |
False |
404,758 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,714.3 |
2.618 |
3,621.2 |
1.618 |
3,564.2 |
1.000 |
3,529.0 |
0.618 |
3,507.2 |
HIGH |
3,472.0 |
0.618 |
3,450.2 |
0.500 |
3,443.5 |
0.382 |
3,436.8 |
LOW |
3,415.0 |
0.618 |
3,379.8 |
1.000 |
3,358.0 |
1.618 |
3,322.8 |
2.618 |
3,265.8 |
4.250 |
3,172.8 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,444.5 |
3,443.7 |
PP |
3,444.0 |
3,442.3 |
S1 |
3,443.5 |
3,441.0 |
|