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 |
5,205.0 |
5,196.0 |
-9.0 |
-0.2% |
5,365.0 |
High |
5,231.0 |
5,230.0 |
-1.0 |
0.0% |
5,369.0 |
Low |
5,129.0 |
5,167.0 |
38.0 |
0.7% |
5,177.0 |
Close |
5,130.0 |
5,229.0 |
99.0 |
1.9% |
5,236.0 |
Range |
102.0 |
63.0 |
-39.0 |
-38.2% |
192.0 |
ATR |
77.5 |
79.1 |
1.6 |
2.1% |
0.0 |
Volume |
26,261 |
24,788 |
-1,473 |
-5.6% |
116,532 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,397.7 |
5,376.3 |
5,263.7 |
|
R3 |
5,334.7 |
5,313.3 |
5,246.3 |
|
R2 |
5,271.7 |
5,271.7 |
5,240.6 |
|
R1 |
5,250.3 |
5,250.3 |
5,234.8 |
5,261.0 |
PP |
5,208.7 |
5,208.7 |
5,208.7 |
5,214.0 |
S1 |
5,187.3 |
5,187.3 |
5,223.2 |
5,198.0 |
S2 |
5,145.7 |
5,145.7 |
5,217.5 |
|
S3 |
5,082.7 |
5,124.3 |
5,211.7 |
|
S4 |
5,019.7 |
5,061.3 |
5,194.4 |
|
|
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 |
5,340.0 |
5,129.0 |
211.0 |
4.0% |
76.8 |
1.5% |
47% |
False |
False |
26,524 |
10 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
61.8 |
1.2% |
42% |
False |
False |
23,517 |
20 |
5,369.0 |
5,114.0 |
255.0 |
4.9% |
57.7 |
1.1% |
45% |
False |
False |
23,429 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
72.7 |
1.4% |
71% |
False |
False |
28,843 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
63.8 |
1.2% |
71% |
False |
False |
19,323 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
50.4 |
1.0% |
46% |
False |
False |
14,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,497.8 |
2.618 |
5,394.9 |
1.618 |
5,331.9 |
1.000 |
5,293.0 |
0.618 |
5,268.9 |
HIGH |
5,230.0 |
0.618 |
5,205.9 |
0.500 |
5,198.5 |
0.382 |
5,191.1 |
LOW |
5,167.0 |
0.618 |
5,128.1 |
1.000 |
5,104.0 |
1.618 |
5,065.1 |
2.618 |
5,002.1 |
4.250 |
4,899.3 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,218.8 |
5,214.8 |
PP |
5,208.7 |
5,200.7 |
S1 |
5,198.5 |
5,186.5 |
|