| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
3,432.0 |
3,439.0 |
7.0 |
0.2% |
3,380.0 |
| High |
3,462.0 |
3,474.0 |
12.0 |
0.3% |
3,474.0 |
| Low |
3,412.0 |
3,415.0 |
3.0 |
0.1% |
3,368.0 |
| Close |
3,438.0 |
3,455.0 |
17.0 |
0.5% |
3,455.0 |
| Range |
50.0 |
59.0 |
9.0 |
18.0% |
106.0 |
| ATR |
55.6 |
55.8 |
0.2 |
0.4% |
0.0 |
| Volume |
20,260 |
25,381 |
5,121 |
25.3% |
55,043 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,625.0 |
3,599.0 |
3,487.5 |
|
| R3 |
3,566.0 |
3,540.0 |
3,471.2 |
|
| R2 |
3,507.0 |
3,507.0 |
3,465.8 |
|
| R1 |
3,481.0 |
3,481.0 |
3,460.4 |
3,494.0 |
| PP |
3,448.0 |
3,448.0 |
3,448.0 |
3,454.5 |
| S1 |
3,422.0 |
3,422.0 |
3,449.6 |
3,435.0 |
| S2 |
3,389.0 |
3,389.0 |
3,444.2 |
|
| S3 |
3,330.0 |
3,363.0 |
3,438.8 |
|
| S4 |
3,271.0 |
3,304.0 |
3,422.6 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,750.3 |
3,708.7 |
3,513.3 |
|
| R3 |
3,644.3 |
3,602.7 |
3,484.2 |
|
| R2 |
3,538.3 |
3,538.3 |
3,474.4 |
|
| R1 |
3,496.7 |
3,496.7 |
3,464.7 |
3,517.5 |
| PP |
3,432.3 |
3,432.3 |
3,432.3 |
3,442.8 |
| S1 |
3,390.7 |
3,390.7 |
3,445.3 |
3,411.5 |
| S2 |
3,326.3 |
3,326.3 |
3,435.6 |
|
| S3 |
3,220.3 |
3,284.7 |
3,425.9 |
|
| S4 |
3,114.3 |
3,178.7 |
3,396.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
50.6 |
1.5% |
82% |
True |
False |
11,008 |
| 10 |
3,474.0 |
3,368.0 |
106.0 |
3.1% |
44.5 |
1.3% |
82% |
True |
False |
5,561 |
| 20 |
3,474.0 |
3,167.0 |
307.0 |
8.9% |
46.6 |
1.3% |
94% |
True |
False |
9,531 |
| 40 |
3,474.0 |
2,969.0 |
505.0 |
14.6% |
56.6 |
1.6% |
96% |
True |
False |
7,998 |
| 60 |
3,487.0 |
2,969.0 |
518.0 |
15.0% |
54.7 |
1.6% |
94% |
False |
False |
5,404 |
| 80 |
3,679.0 |
2,969.0 |
710.0 |
20.5% |
43.6 |
1.3% |
68% |
False |
False |
4,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,724.8 |
|
2.618 |
3,628.5 |
|
1.618 |
3,569.5 |
|
1.000 |
3,533.0 |
|
0.618 |
3,510.5 |
|
HIGH |
3,474.0 |
|
0.618 |
3,451.5 |
|
0.500 |
3,444.5 |
|
0.382 |
3,437.5 |
|
LOW |
3,415.0 |
|
0.618 |
3,378.5 |
|
1.000 |
3,356.0 |
|
1.618 |
3,319.5 |
|
2.618 |
3,260.5 |
|
4.250 |
3,164.3 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
3,451.5 |
3,451.0 |
| PP |
3,448.0 |
3,447.0 |
| S1 |
3,444.5 |
3,443.0 |
|