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 |
5,196.0 |
5,259.0 |
63.0 |
1.2% |
5,365.0 |
High |
5,230.0 |
5,292.0 |
62.0 |
1.2% |
5,369.0 |
Low |
5,167.0 |
5,207.0 |
40.0 |
0.8% |
5,177.0 |
Close |
5,229.0 |
5,217.0 |
-12.0 |
-0.2% |
5,236.0 |
Range |
63.0 |
85.0 |
22.0 |
34.9% |
192.0 |
ATR |
79.1 |
79.6 |
0.4 |
0.5% |
0.0 |
Volume |
24,788 |
21,512 |
-3,276 |
-13.2% |
116,532 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,493.7 |
5,440.3 |
5,263.8 |
|
R3 |
5,408.7 |
5,355.3 |
5,240.4 |
|
R2 |
5,323.7 |
5,323.7 |
5,232.6 |
|
R1 |
5,270.3 |
5,270.3 |
5,224.8 |
5,254.5 |
PP |
5,238.7 |
5,238.7 |
5,238.7 |
5,230.8 |
S1 |
5,185.3 |
5,185.3 |
5,209.2 |
5,169.5 |
S2 |
5,153.7 |
5,153.7 |
5,201.4 |
|
S3 |
5,068.7 |
5,100.3 |
5,193.6 |
|
S4 |
4,983.7 |
5,015.3 |
5,170.3 |
|
|
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% |
85.2 |
1.6% |
42% |
False |
False |
26,295 |
10 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
63.0 |
1.2% |
37% |
False |
False |
23,755 |
20 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
57.9 |
1.1% |
37% |
False |
False |
23,350 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
72.7 |
1.4% |
69% |
False |
False |
29,312 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
65.2 |
1.3% |
69% |
False |
False |
19,681 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
51.2 |
1.0% |
44% |
False |
False |
14,765 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,653.3 |
2.618 |
5,514.5 |
1.618 |
5,429.5 |
1.000 |
5,377.0 |
0.618 |
5,344.5 |
HIGH |
5,292.0 |
0.618 |
5,259.5 |
0.500 |
5,249.5 |
0.382 |
5,239.5 |
LOW |
5,207.0 |
0.618 |
5,154.5 |
1.000 |
5,122.0 |
1.618 |
5,069.5 |
2.618 |
4,984.5 |
4.250 |
4,845.8 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,249.5 |
5,214.8 |
PP |
5,238.7 |
5,212.7 |
S1 |
5,227.8 |
5,210.5 |
|