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 |
3,411.0 |
3,380.0 |
-31.0 |
-0.9% |
3,418.0 |
High |
3,413.0 |
3,437.0 |
24.0 |
0.7% |
3,435.0 |
Low |
3,380.0 |
3,368.0 |
-12.0 |
-0.4% |
3,369.0 |
Close |
3,396.0 |
3,426.0 |
30.0 |
0.9% |
3,396.0 |
Range |
33.0 |
69.0 |
36.0 |
109.1% |
66.0 |
ATR |
58.2 |
58.9 |
0.8 |
1.3% |
0.0 |
Volume |
0 |
9,402 |
9,402 |
|
575 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,617.3 |
3,590.7 |
3,464.0 |
|
R3 |
3,548.3 |
3,521.7 |
3,445.0 |
|
R2 |
3,479.3 |
3,479.3 |
3,438.7 |
|
R1 |
3,452.7 |
3,452.7 |
3,432.3 |
3,466.0 |
PP |
3,410.3 |
3,410.3 |
3,410.3 |
3,417.0 |
S1 |
3,383.7 |
3,383.7 |
3,419.7 |
3,397.0 |
S2 |
3,341.3 |
3,341.3 |
3,413.4 |
|
S3 |
3,272.3 |
3,314.7 |
3,407.0 |
|
S4 |
3,203.3 |
3,245.7 |
3,388.1 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,598.0 |
3,563.0 |
3,432.3 |
|
R3 |
3,532.0 |
3,497.0 |
3,414.2 |
|
R2 |
3,466.0 |
3,466.0 |
3,408.1 |
|
R1 |
3,431.0 |
3,431.0 |
3,402.1 |
3,415.5 |
PP |
3,400.0 |
3,400.0 |
3,400.0 |
3,392.3 |
S1 |
3,365.0 |
3,365.0 |
3,390.0 |
3,349.5 |
S2 |
3,334.0 |
3,334.0 |
3,383.9 |
|
S3 |
3,268.0 |
3,299.0 |
3,377.9 |
|
S4 |
3,202.0 |
3,233.0 |
3,359.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,437.0 |
3,368.0 |
69.0 |
2.0% |
46.6 |
1.4% |
84% |
True |
True |
1,995 |
10 |
3,438.0 |
3,225.0 |
213.0 |
6.2% |
53.0 |
1.5% |
94% |
False |
False |
7,921 |
20 |
3,438.0 |
3,152.0 |
286.0 |
8.3% |
47.4 |
1.4% |
96% |
False |
False |
7,434 |
40 |
3,438.0 |
2,969.0 |
469.0 |
13.7% |
56.3 |
1.6% |
97% |
False |
False |
6,961 |
60 |
3,595.0 |
2,969.0 |
626.0 |
18.3% |
53.7 |
1.6% |
73% |
False |
False |
4,643 |
80 |
3,679.0 |
2,969.0 |
710.0 |
20.7% |
41.6 |
1.2% |
64% |
False |
False |
3,511 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,730.3 |
2.618 |
3,617.6 |
1.618 |
3,548.6 |
1.000 |
3,506.0 |
0.618 |
3,479.6 |
HIGH |
3,437.0 |
0.618 |
3,410.6 |
0.500 |
3,402.5 |
0.382 |
3,394.4 |
LOW |
3,368.0 |
0.618 |
3,325.4 |
1.000 |
3,299.0 |
1.618 |
3,256.4 |
2.618 |
3,187.4 |
4.250 |
3,074.8 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
3,418.2 |
3,418.2 |
PP |
3,410.3 |
3,410.3 |
S1 |
3,402.5 |
3,402.5 |
|