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 |
5,226.0 |
5,205.0 |
-21.0 |
-0.4% |
5,365.0 |
High |
5,244.0 |
5,231.0 |
-13.0 |
-0.2% |
5,369.0 |
Low |
5,177.0 |
5,129.0 |
-48.0 |
-0.9% |
5,177.0 |
Close |
5,236.0 |
5,130.0 |
-106.0 |
-2.0% |
5,236.0 |
Range |
67.0 |
102.0 |
35.0 |
52.2% |
192.0 |
ATR |
75.3 |
77.5 |
2.3 |
3.0% |
0.0 |
Volume |
33,855 |
26,261 |
-7,594 |
-22.4% |
116,532 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,469.3 |
5,401.7 |
5,186.1 |
|
R3 |
5,367.3 |
5,299.7 |
5,158.1 |
|
R2 |
5,265.3 |
5,265.3 |
5,148.7 |
|
R1 |
5,197.7 |
5,197.7 |
5,139.4 |
5,180.5 |
PP |
5,163.3 |
5,163.3 |
5,163.3 |
5,154.8 |
S1 |
5,095.7 |
5,095.7 |
5,120.7 |
5,078.5 |
S2 |
5,061.3 |
5,061.3 |
5,111.3 |
|
S3 |
4,959.3 |
4,993.7 |
5,102.0 |
|
S4 |
4,857.3 |
4,891.7 |
5,073.9 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,836.7 |
5,728.3 |
5,341.6 |
|
R3 |
5,644.7 |
5,536.3 |
5,288.8 |
|
R2 |
5,452.7 |
5,452.7 |
5,271.2 |
|
R1 |
5,344.3 |
5,344.3 |
5,253.6 |
5,302.5 |
PP |
5,260.7 |
5,260.7 |
5,260.7 |
5,239.8 |
S1 |
5,152.3 |
5,152.3 |
5,218.4 |
5,110.5 |
S2 |
5,068.7 |
5,068.7 |
5,200.8 |
|
S3 |
4,876.7 |
4,960.3 |
5,183.2 |
|
S4 |
4,684.7 |
4,768.3 |
5,130.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,347.0 |
5,129.0 |
218.0 |
4.2% |
69.2 |
1.3% |
0% |
False |
True |
25,397 |
10 |
5,369.0 |
5,129.0 |
240.0 |
4.7% |
59.6 |
1.2% |
0% |
False |
True |
22,959 |
20 |
5,369.0 |
5,114.0 |
255.0 |
5.0% |
57.6 |
1.1% |
6% |
False |
False |
23,645 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.5% |
72.6 |
1.4% |
51% |
False |
False |
28,255 |
60 |
5,408.0 |
4,881.0 |
527.0 |
10.3% |
62.9 |
1.2% |
47% |
False |
False |
18,910 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.9% |
49.6 |
1.0% |
33% |
False |
False |
14,186 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,664.5 |
2.618 |
5,498.0 |
1.618 |
5,396.0 |
1.000 |
5,333.0 |
0.618 |
5,294.0 |
HIGH |
5,231.0 |
0.618 |
5,192.0 |
0.500 |
5,180.0 |
0.382 |
5,168.0 |
LOW |
5,129.0 |
0.618 |
5,066.0 |
1.000 |
5,027.0 |
1.618 |
4,964.0 |
2.618 |
4,862.0 |
4.250 |
4,695.5 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,180.0 |
5,234.5 |
PP |
5,163.3 |
5,199.7 |
S1 |
5,146.7 |
5,164.8 |
|