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 |
5,259.0 |
5,230.0 |
-29.0 |
-0.6% |
5,365.0 |
High |
5,292.0 |
5,230.0 |
-62.0 |
-1.2% |
5,369.0 |
Low |
5,207.0 |
5,149.0 |
-58.0 |
-1.1% |
5,177.0 |
Close |
5,217.0 |
5,186.0 |
-31.0 |
-0.6% |
5,236.0 |
Range |
85.0 |
81.0 |
-4.0 |
-4.7% |
192.0 |
ATR |
79.6 |
79.7 |
0.1 |
0.1% |
0.0 |
Volume |
21,512 |
29,044 |
7,532 |
35.0% |
116,532 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,431.3 |
5,389.7 |
5,230.6 |
|
R3 |
5,350.3 |
5,308.7 |
5,208.3 |
|
R2 |
5,269.3 |
5,269.3 |
5,200.9 |
|
R1 |
5,227.7 |
5,227.7 |
5,193.4 |
5,208.0 |
PP |
5,188.3 |
5,188.3 |
5,188.3 |
5,178.5 |
S1 |
5,146.7 |
5,146.7 |
5,178.6 |
5,127.0 |
S2 |
5,107.3 |
5,107.3 |
5,171.2 |
|
S3 |
5,026.3 |
5,065.7 |
5,163.7 |
|
S4 |
4,945.3 |
4,984.7 |
5,141.5 |
|
|
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 |
5,292.0 |
5,129.0 |
163.0 |
3.1% |
79.6 |
1.5% |
35% |
False |
False |
27,092 |
10 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
65.8 |
1.3% |
24% |
False |
False |
24,512 |
20 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
59.0 |
1.1% |
24% |
False |
False |
23,577 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
73.1 |
1.4% |
63% |
False |
False |
29,994 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.4% |
66.6 |
1.3% |
63% |
False |
False |
20,161 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.7% |
51.8 |
1.0% |
40% |
False |
False |
15,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,574.3 |
2.618 |
5,442.1 |
1.618 |
5,361.1 |
1.000 |
5,311.0 |
0.618 |
5,280.1 |
HIGH |
5,230.0 |
0.618 |
5,199.1 |
0.500 |
5,189.5 |
0.382 |
5,179.9 |
LOW |
5,149.0 |
0.618 |
5,098.9 |
1.000 |
5,068.0 |
1.618 |
5,017.9 |
2.618 |
4,936.9 |
4.250 |
4,804.8 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,189.5 |
5,220.5 |
PP |
5,188.3 |
5,209.0 |
S1 |
5,187.2 |
5,197.5 |
|