| 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 |
3,447.0 |
3,432.0 |
-15.0 |
-0.4% |
3,418.0 |
| High |
3,460.0 |
3,462.0 |
2.0 |
0.1% |
3,435.0 |
| Low |
3,419.0 |
3,412.0 |
-7.0 |
-0.2% |
3,369.0 |
| Close |
3,426.0 |
3,438.0 |
12.0 |
0.4% |
3,396.0 |
| Range |
41.0 |
50.0 |
9.0 |
22.0% |
66.0 |
| ATR |
56.0 |
55.6 |
-0.4 |
-0.8% |
0.0 |
| Volume |
0 |
20,260 |
20,260 |
|
575 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,587.3 |
3,562.7 |
3,465.5 |
|
| R3 |
3,537.3 |
3,512.7 |
3,451.8 |
|
| R2 |
3,487.3 |
3,487.3 |
3,447.2 |
|
| R1 |
3,462.7 |
3,462.7 |
3,442.6 |
3,475.0 |
| PP |
3,437.3 |
3,437.3 |
3,437.3 |
3,443.5 |
| S1 |
3,412.7 |
3,412.7 |
3,433.4 |
3,425.0 |
| S2 |
3,387.3 |
3,387.3 |
3,428.8 |
|
| S3 |
3,337.3 |
3,362.7 |
3,424.3 |
|
| S4 |
3,287.3 |
3,312.7 |
3,410.5 |
|
|
| 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 |
3,462.0 |
3,368.0 |
94.0 |
2.7% |
45.4 |
1.3% |
74% |
True |
False |
5,932 |
| 10 |
3,462.0 |
3,368.0 |
94.0 |
2.7% |
45.2 |
1.3% |
74% |
True |
False |
3,245 |
| 20 |
3,462.0 |
3,167.0 |
295.0 |
8.6% |
45.3 |
1.3% |
92% |
True |
False |
8,416 |
| 40 |
3,462.0 |
2,969.0 |
493.0 |
14.3% |
55.6 |
1.6% |
95% |
True |
False |
7,364 |
| 60 |
3,487.0 |
2,969.0 |
518.0 |
15.1% |
53.7 |
1.6% |
91% |
False |
False |
4,981 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
20.7% |
43.0 |
1.3% |
66% |
False |
False |
3,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,674.5 |
|
2.618 |
3,592.9 |
|
1.618 |
3,542.9 |
|
1.000 |
3,512.0 |
|
0.618 |
3,492.9 |
|
HIGH |
3,462.0 |
|
0.618 |
3,442.9 |
|
0.500 |
3,437.0 |
|
0.382 |
3,431.1 |
|
LOW |
3,412.0 |
|
0.618 |
3,381.1 |
|
1.000 |
3,362.0 |
|
1.618 |
3,331.1 |
|
2.618 |
3,281.1 |
|
4.250 |
3,199.5 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,437.7 |
3,437.0 |
| PP |
3,437.3 |
3,436.0 |
| S1 |
3,437.0 |
3,435.0 |
|