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 |
3,441.0 |
3,447.0 |
6.0 |
0.2% |
3,385.0 |
High |
3,472.0 |
3,482.0 |
10.0 |
0.3% |
3,482.0 |
Low |
3,415.0 |
3,418.0 |
3.0 |
0.1% |
3,373.0 |
Close |
3,445.0 |
3,462.0 |
17.0 |
0.5% |
3,462.0 |
Range |
57.0 |
64.0 |
7.0 |
12.3% |
109.0 |
ATR |
62.6 |
62.7 |
0.1 |
0.2% |
0.0 |
Volume |
1,228,050 |
935,026 |
-293,024 |
-23.9% |
5,152,125 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,618.0 |
3,497.2 |
|
R3 |
3,582.0 |
3,554.0 |
3,479.6 |
|
R2 |
3,518.0 |
3,518.0 |
3,473.7 |
|
R1 |
3,490.0 |
3,490.0 |
3,467.9 |
3,504.0 |
PP |
3,454.0 |
3,454.0 |
3,454.0 |
3,461.0 |
S1 |
3,426.0 |
3,426.0 |
3,456.1 |
3,440.0 |
S2 |
3,390.0 |
3,390.0 |
3,450.3 |
|
S3 |
3,326.0 |
3,362.0 |
3,444.4 |
|
S4 |
3,262.0 |
3,298.0 |
3,426.8 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,766.0 |
3,723.0 |
3,522.0 |
|
R3 |
3,657.0 |
3,614.0 |
3,492.0 |
|
R2 |
3,548.0 |
3,548.0 |
3,482.0 |
|
R1 |
3,505.0 |
3,505.0 |
3,472.0 |
3,526.5 |
PP |
3,439.0 |
3,439.0 |
3,439.0 |
3,449.8 |
S1 |
3,396.0 |
3,396.0 |
3,452.0 |
3,417.5 |
S2 |
3,330.0 |
3,330.0 |
3,442.0 |
|
S3 |
3,221.0 |
3,287.0 |
3,432.0 |
|
S4 |
3,112.0 |
3,178.0 |
3,402.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,482.0 |
3,373.0 |
109.0 |
3.1% |
56.0 |
1.6% |
82% |
True |
False |
1,030,425 |
10 |
3,482.0 |
3,373.0 |
109.0 |
3.1% |
51.6 |
1.5% |
82% |
True |
False |
984,301 |
20 |
3,482.0 |
3,171.0 |
311.0 |
9.0% |
54.0 |
1.6% |
94% |
True |
False |
1,034,072 |
40 |
3,482.0 |
2,970.0 |
512.0 |
14.8% |
65.3 |
1.9% |
96% |
True |
False |
1,167,404 |
60 |
3,529.0 |
2,950.0 |
579.0 |
16.7% |
72.4 |
2.1% |
88% |
False |
False |
823,040 |
80 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
67.5 |
2.0% |
68% |
False |
False |
617,534 |
100 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
68.8 |
2.0% |
68% |
False |
False |
494,940 |
120 |
3,699.0 |
2,950.0 |
749.0 |
21.6% |
66.3 |
1.9% |
68% |
False |
False |
412,550 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,754.0 |
2.618 |
3,649.6 |
1.618 |
3,585.6 |
1.000 |
3,546.0 |
0.618 |
3,521.6 |
HIGH |
3,482.0 |
0.618 |
3,457.6 |
0.500 |
3,450.0 |
0.382 |
3,442.4 |
LOW |
3,418.0 |
0.618 |
3,378.4 |
1.000 |
3,354.0 |
1.618 |
3,314.4 |
2.618 |
3,250.4 |
4.250 |
3,146.0 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,458.0 |
3,457.5 |
PP |
3,454.0 |
3,453.0 |
S1 |
3,450.0 |
3,448.5 |
|