| 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 |
3,380.0 |
3,429.0 |
49.0 |
1.4% |
3,418.0 |
| High |
3,437.0 |
3,442.0 |
5.0 |
0.1% |
3,435.0 |
| Low |
3,368.0 |
3,408.0 |
40.0 |
1.2% |
3,369.0 |
| Close |
3,426.0 |
3,426.0 |
0.0 |
0.0% |
3,396.0 |
| Range |
69.0 |
34.0 |
-35.0 |
-50.7% |
66.0 |
| ATR |
58.9 |
57.2 |
-1.8 |
-3.0% |
0.0 |
| Volume |
9,402 |
0 |
-9,402 |
-100.0% |
575 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,527.3 |
3,510.7 |
3,444.7 |
|
| R3 |
3,493.3 |
3,476.7 |
3,435.4 |
|
| R2 |
3,459.3 |
3,459.3 |
3,432.2 |
|
| R1 |
3,442.7 |
3,442.7 |
3,429.1 |
3,434.0 |
| PP |
3,425.3 |
3,425.3 |
3,425.3 |
3,421.0 |
| S1 |
3,408.7 |
3,408.7 |
3,422.9 |
3,400.0 |
| S2 |
3,391.3 |
3,391.3 |
3,419.8 |
|
| S3 |
3,357.3 |
3,374.7 |
3,416.7 |
|
| S4 |
3,323.3 |
3,340.7 |
3,407.3 |
|
|
| 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 |
3,442.0 |
3,368.0 |
74.0 |
2.2% |
47.0 |
1.4% |
78% |
True |
False |
1,995 |
| 10 |
3,442.0 |
3,225.0 |
217.0 |
6.3% |
52.8 |
1.5% |
93% |
True |
False |
7,921 |
| 20 |
3,442.0 |
3,167.0 |
275.0 |
8.0% |
45.9 |
1.3% |
94% |
True |
False |
7,414 |
| 40 |
3,442.0 |
2,969.0 |
473.0 |
13.8% |
55.4 |
1.6% |
97% |
True |
False |
6,901 |
| 60 |
3,580.0 |
2,969.0 |
611.0 |
17.8% |
54.1 |
1.6% |
75% |
False |
False |
4,643 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
20.7% |
42.1 |
1.2% |
64% |
False |
False |
3,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,586.5 |
|
2.618 |
3,531.0 |
|
1.618 |
3,497.0 |
|
1.000 |
3,476.0 |
|
0.618 |
3,463.0 |
|
HIGH |
3,442.0 |
|
0.618 |
3,429.0 |
|
0.500 |
3,425.0 |
|
0.382 |
3,421.0 |
|
LOW |
3,408.0 |
|
0.618 |
3,387.0 |
|
1.000 |
3,374.0 |
|
1.618 |
3,353.0 |
|
2.618 |
3,319.0 |
|
4.250 |
3,263.5 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,425.7 |
3,419.0 |
| PP |
3,425.3 |
3,412.0 |
| S1 |
3,425.0 |
3,405.0 |
|