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 |
1,133.7 |
1,117.7 |
-16.0 |
-1.4% |
1,164.7 |
High |
1,137.8 |
1,123.0 |
-14.8 |
-1.3% |
1,183.5 |
Low |
1,114.7 |
1,106.6 |
-8.1 |
-0.7% |
1,139.5 |
Close |
1,115.0 |
1,107.1 |
-7.9 |
-0.7% |
1,142.3 |
Range |
23.1 |
16.4 |
-6.7 |
-29.0% |
44.0 |
ATR |
16.1 |
16.1 |
0.0 |
0.2% |
0.0 |
Volume |
7,077 |
7,665 |
588 |
8.3% |
22,287 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,161.4 |
1,150.7 |
1,116.1 |
|
R3 |
1,145.0 |
1,134.3 |
1,111.6 |
|
R2 |
1,128.6 |
1,128.6 |
1,110.1 |
|
R1 |
1,117.9 |
1,117.9 |
1,108.6 |
1,115.1 |
PP |
1,112.2 |
1,112.2 |
1,112.2 |
1,110.8 |
S1 |
1,101.5 |
1,101.5 |
1,105.6 |
1,098.7 |
S2 |
1,095.8 |
1,095.8 |
1,104.1 |
|
S3 |
1,079.4 |
1,085.1 |
1,102.6 |
|
S4 |
1,063.0 |
1,068.7 |
1,098.1 |
|
|
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 |
1,162.9 |
1,106.6 |
56.3 |
5.1% |
15.6 |
1.4% |
1% |
False |
True |
6,689 |
10 |
1,183.5 |
1,106.6 |
76.9 |
6.9% |
14.9 |
1.3% |
1% |
False |
True |
4,963 |
20 |
1,192.1 |
1,106.6 |
85.5 |
7.7% |
14.8 |
1.3% |
1% |
False |
True |
3,919 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.4% |
14.5 |
1.3% |
9% |
False |
False |
3,350 |
60 |
1,192.1 |
1,098.6 |
93.5 |
8.4% |
14.5 |
1.3% |
9% |
False |
False |
2,893 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.3% |
14.4 |
1.3% |
26% |
False |
False |
2,728 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.7% |
13.5 |
1.2% |
23% |
False |
False |
2,425 |
120 |
1,234.3 |
1,077.9 |
156.4 |
14.1% |
12.9 |
1.2% |
19% |
False |
False |
2,131 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,192.7 |
2.618 |
1,165.9 |
1.618 |
1,149.5 |
1.000 |
1,139.4 |
0.618 |
1,133.1 |
HIGH |
1,123.0 |
0.618 |
1,116.7 |
0.500 |
1,114.8 |
0.382 |
1,112.9 |
LOW |
1,106.6 |
0.618 |
1,096.5 |
1.000 |
1,090.2 |
1.618 |
1,080.1 |
2.618 |
1,063.7 |
4.250 |
1,036.9 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,114.8 |
1,124.9 |
PP |
1,112.2 |
1,118.9 |
S1 |
1,109.7 |
1,113.0 |
|