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 |
1,147.8 |
1,142.2 |
-5.6 |
-0.5% |
1,164.7 |
High |
1,150.4 |
1,143.1 |
-7.3 |
-0.6% |
1,183.5 |
Low |
1,139.5 |
1,133.2 |
-6.3 |
-0.6% |
1,139.5 |
Close |
1,142.3 |
1,136.8 |
-5.5 |
-0.5% |
1,142.3 |
Range |
10.9 |
9.9 |
-1.0 |
-9.2% |
44.0 |
ATR |
16.0 |
15.5 |
-0.4 |
-2.7% |
0.0 |
Volume |
5,301 |
9,153 |
3,852 |
72.7% |
22,287 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,167.4 |
1,162.0 |
1,142.2 |
|
R3 |
1,157.5 |
1,152.1 |
1,139.5 |
|
R2 |
1,147.6 |
1,147.6 |
1,138.6 |
|
R1 |
1,142.2 |
1,142.2 |
1,137.7 |
1,140.0 |
PP |
1,137.7 |
1,137.7 |
1,137.7 |
1,136.6 |
S1 |
1,132.3 |
1,132.3 |
1,135.9 |
1,130.1 |
S2 |
1,127.8 |
1,127.8 |
1,135.0 |
|
S3 |
1,117.9 |
1,122.4 |
1,134.1 |
|
S4 |
1,108.0 |
1,112.5 |
1,131.4 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,287.1 |
1,258.7 |
1,166.5 |
|
R3 |
1,243.1 |
1,214.7 |
1,154.4 |
|
R2 |
1,199.1 |
1,199.1 |
1,150.4 |
|
R1 |
1,170.7 |
1,170.7 |
1,146.3 |
1,162.9 |
PP |
1,155.1 |
1,155.1 |
1,155.1 |
1,151.2 |
S1 |
1,126.7 |
1,126.7 |
1,138.3 |
1,118.9 |
S2 |
1,111.1 |
1,111.1 |
1,134.2 |
|
S3 |
1,067.1 |
1,082.7 |
1,130.2 |
|
S4 |
1,023.1 |
1,038.7 |
1,118.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,183.5 |
1,133.2 |
50.3 |
4.4% |
15.1 |
1.3% |
7% |
False |
True |
5,231 |
10 |
1,183.5 |
1,133.2 |
50.3 |
4.4% |
13.7 |
1.2% |
7% |
False |
True |
3,986 |
20 |
1,192.1 |
1,133.2 |
58.9 |
5.2% |
14.2 |
1.2% |
6% |
False |
True |
3,750 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.2% |
14.2 |
1.3% |
41% |
False |
False |
3,337 |
60 |
1,192.1 |
1,090.6 |
101.5 |
8.9% |
14.5 |
1.3% |
46% |
False |
False |
2,691 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.0% |
14.1 |
1.2% |
52% |
False |
False |
2,601 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.4% |
13.3 |
1.2% |
45% |
False |
False |
2,295 |
120 |
1,234.3 |
1,077.9 |
156.4 |
13.8% |
12.7 |
1.1% |
38% |
False |
False |
2,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,185.2 |
2.618 |
1,169.0 |
1.618 |
1,159.1 |
1.000 |
1,153.0 |
0.618 |
1,149.2 |
HIGH |
1,143.1 |
0.618 |
1,139.3 |
0.500 |
1,138.2 |
0.382 |
1,137.0 |
LOW |
1,133.2 |
0.618 |
1,127.1 |
1.000 |
1,123.3 |
1.618 |
1,117.2 |
2.618 |
1,107.3 |
4.250 |
1,091.1 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,138.2 |
1,148.1 |
PP |
1,137.7 |
1,144.3 |
S1 |
1,137.3 |
1,140.6 |
|