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 |
1,142.2 |
1,133.7 |
-8.5 |
-0.7% |
1,164.7 |
High |
1,143.1 |
1,137.8 |
-5.3 |
-0.5% |
1,183.5 |
Low |
1,133.2 |
1,114.7 |
-18.5 |
-1.6% |
1,139.5 |
Close |
1,136.8 |
1,115.0 |
-21.8 |
-1.9% |
1,142.3 |
Range |
9.9 |
23.1 |
13.2 |
133.3% |
44.0 |
ATR |
15.5 |
16.1 |
0.5 |
3.5% |
0.0 |
Volume |
9,153 |
7,077 |
-2,076 |
-22.7% |
22,287 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,191.8 |
1,176.5 |
1,127.7 |
|
R3 |
1,168.7 |
1,153.4 |
1,121.4 |
|
R2 |
1,145.6 |
1,145.6 |
1,119.2 |
|
R1 |
1,130.3 |
1,130.3 |
1,117.1 |
1,126.4 |
PP |
1,122.5 |
1,122.5 |
1,122.5 |
1,120.6 |
S1 |
1,107.2 |
1,107.2 |
1,112.9 |
1,103.3 |
S2 |
1,099.4 |
1,099.4 |
1,110.8 |
|
S3 |
1,076.3 |
1,084.1 |
1,108.6 |
|
S4 |
1,053.2 |
1,061.0 |
1,102.3 |
|
|
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 |
1,114.7 |
68.8 |
6.2% |
18.3 |
1.6% |
0% |
False |
True |
6,057 |
10 |
1,183.5 |
1,114.7 |
68.8 |
6.2% |
14.7 |
1.3% |
0% |
False |
True |
4,358 |
20 |
1,192.1 |
1,114.7 |
77.4 |
6.9% |
14.6 |
1.3% |
0% |
False |
True |
3,728 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.4% |
14.6 |
1.3% |
18% |
False |
False |
3,423 |
60 |
1,192.1 |
1,098.3 |
93.8 |
8.4% |
14.5 |
1.3% |
18% |
False |
False |
2,781 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.2% |
14.2 |
1.3% |
32% |
False |
False |
2,666 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.6% |
13.5 |
1.2% |
29% |
False |
False |
2,352 |
120 |
1,234.3 |
1,077.9 |
156.4 |
14.0% |
12.8 |
1.1% |
24% |
False |
False |
2,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,236.0 |
2.618 |
1,198.3 |
1.618 |
1,175.2 |
1.000 |
1,160.9 |
0.618 |
1,152.1 |
HIGH |
1,137.8 |
0.618 |
1,129.0 |
0.500 |
1,126.3 |
0.382 |
1,123.5 |
LOW |
1,114.7 |
0.618 |
1,100.4 |
1.000 |
1,091.6 |
1.618 |
1,077.3 |
2.618 |
1,054.2 |
4.250 |
1,016.5 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,126.3 |
1,132.6 |
PP |
1,122.5 |
1,126.7 |
S1 |
1,118.8 |
1,120.9 |
|