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 |
1,117.7 |
1,107.6 |
-10.1 |
-0.9% |
1,164.7 |
High |
1,123.0 |
1,111.2 |
-11.8 |
-1.1% |
1,183.5 |
Low |
1,106.6 |
1,103.3 |
-3.3 |
-0.3% |
1,139.5 |
Close |
1,107.1 |
1,105.2 |
-1.9 |
-0.2% |
1,142.3 |
Range |
16.4 |
7.9 |
-8.5 |
-51.8% |
44.0 |
ATR |
16.1 |
15.5 |
-0.6 |
-3.6% |
0.0 |
Volume |
7,665 |
18,687 |
11,022 |
143.8% |
22,287 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,130.3 |
1,125.6 |
1,109.5 |
|
R3 |
1,122.4 |
1,117.7 |
1,107.4 |
|
R2 |
1,114.5 |
1,114.5 |
1,106.6 |
|
R1 |
1,109.8 |
1,109.8 |
1,105.9 |
1,108.2 |
PP |
1,106.6 |
1,106.6 |
1,106.6 |
1,105.8 |
S1 |
1,101.9 |
1,101.9 |
1,104.5 |
1,100.3 |
S2 |
1,098.7 |
1,098.7 |
1,103.8 |
|
S3 |
1,090.8 |
1,094.0 |
1,103.0 |
|
S4 |
1,082.9 |
1,086.1 |
1,100.9 |
|
|
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 |
1,150.4 |
1,103.3 |
47.1 |
4.3% |
13.6 |
1.2% |
4% |
False |
True |
9,576 |
10 |
1,183.5 |
1,103.3 |
80.2 |
7.3% |
14.8 |
1.3% |
2% |
False |
True |
6,660 |
20 |
1,192.1 |
1,103.3 |
88.8 |
8.0% |
14.5 |
1.3% |
2% |
False |
True |
4,760 |
40 |
1,192.1 |
1,098.6 |
93.5 |
8.5% |
14.4 |
1.3% |
7% |
False |
False |
3,791 |
60 |
1,192.1 |
1,098.6 |
93.5 |
8.5% |
14.4 |
1.3% |
7% |
False |
False |
3,182 |
80 |
1,192.1 |
1,077.9 |
114.2 |
10.3% |
14.4 |
1.3% |
24% |
False |
False |
2,948 |
100 |
1,207.5 |
1,077.9 |
129.6 |
11.7% |
13.5 |
1.2% |
21% |
False |
False |
2,602 |
120 |
1,225.1 |
1,077.9 |
147.2 |
13.3% |
12.9 |
1.2% |
19% |
False |
False |
2,285 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,144.8 |
2.618 |
1,131.9 |
1.618 |
1,124.0 |
1.000 |
1,119.1 |
0.618 |
1,116.1 |
HIGH |
1,111.2 |
0.618 |
1,108.2 |
0.500 |
1,107.3 |
0.382 |
1,106.3 |
LOW |
1,103.3 |
0.618 |
1,098.4 |
1.000 |
1,095.4 |
1.618 |
1,090.5 |
2.618 |
1,082.6 |
4.250 |
1,069.7 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
1,107.3 |
1,120.6 |
PP |
1,106.6 |
1,115.4 |
S1 |
1,105.9 |
1,110.3 |
|