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 |
5,230.0 |
5,183.0 |
-47.0 |
-0.9% |
5,205.0 |
High |
5,230.0 |
5,233.0 |
3.0 |
0.1% |
5,292.0 |
Low |
5,149.0 |
5,145.0 |
-4.0 |
-0.1% |
5,129.0 |
Close |
5,186.0 |
5,222.0 |
36.0 |
0.7% |
5,222.0 |
Range |
81.0 |
88.0 |
7.0 |
8.6% |
163.0 |
ATR |
79.7 |
80.3 |
0.6 |
0.7% |
0.0 |
Volume |
29,044 |
23,766 |
-5,278 |
-18.2% |
125,371 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,464.0 |
5,431.0 |
5,270.4 |
|
R3 |
5,376.0 |
5,343.0 |
5,246.2 |
|
R2 |
5,288.0 |
5,288.0 |
5,238.1 |
|
R1 |
5,255.0 |
5,255.0 |
5,230.1 |
5,271.5 |
PP |
5,200.0 |
5,200.0 |
5,200.0 |
5,208.3 |
S1 |
5,167.0 |
5,167.0 |
5,213.9 |
5,183.5 |
S2 |
5,112.0 |
5,112.0 |
5,205.9 |
|
S3 |
5,024.0 |
5,079.0 |
5,197.8 |
|
S4 |
4,936.0 |
4,991.0 |
5,173.6 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,703.3 |
5,625.7 |
5,311.7 |
|
R3 |
5,540.3 |
5,462.7 |
5,266.8 |
|
R2 |
5,377.3 |
5,377.3 |
5,251.9 |
|
R1 |
5,299.7 |
5,299.7 |
5,236.9 |
5,338.5 |
PP |
5,214.3 |
5,214.3 |
5,214.3 |
5,233.8 |
S1 |
5,136.7 |
5,136.7 |
5,207.1 |
5,175.5 |
S2 |
5,051.3 |
5,051.3 |
5,192.1 |
|
S3 |
4,888.3 |
4,973.7 |
5,177.2 |
|
S4 |
4,725.3 |
4,810.7 |
5,132.4 |
|
|
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% |
83.8 |
1.6% |
57% |
False |
False |
25,074 |
10 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
70.8 |
1.4% |
39% |
False |
False |
24,190 |
20 |
5,369.0 |
5,129.0 |
240.0 |
4.6% |
61.1 |
1.2% |
39% |
False |
False |
23,512 |
40 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
72.0 |
1.4% |
70% |
False |
False |
30,390 |
60 |
5,369.0 |
4,881.0 |
488.0 |
9.3% |
67.2 |
1.3% |
70% |
False |
False |
20,556 |
80 |
5,644.0 |
4,881.0 |
763.0 |
14.6% |
52.4 |
1.0% |
45% |
False |
False |
15,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,607.0 |
2.618 |
5,463.4 |
1.618 |
5,375.4 |
1.000 |
5,321.0 |
0.618 |
5,287.4 |
HIGH |
5,233.0 |
0.618 |
5,199.4 |
0.500 |
5,189.0 |
0.382 |
5,178.6 |
LOW |
5,145.0 |
0.618 |
5,090.6 |
1.000 |
5,057.0 |
1.618 |
5,002.6 |
2.618 |
4,914.6 |
4.250 |
4,771.0 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
5,211.0 |
5,220.8 |
PP |
5,200.0 |
5,219.7 |
S1 |
5,189.0 |
5,218.5 |
|