| 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 |
2,078.00 |
2,063.75 |
-14.25 |
-0.7% |
2,057.25 |
| High |
2,086.75 |
2,092.00 |
5.25 |
0.3% |
2,086.75 |
| Low |
2,062.25 |
2,057.00 |
-5.25 |
-0.3% |
2,043.75 |
| Close |
2,066.00 |
2,087.75 |
21.75 |
1.1% |
2,066.00 |
| Range |
24.50 |
35.00 |
10.50 |
42.9% |
43.00 |
| ATR |
26.24 |
26.87 |
0.63 |
2.4% |
0.00 |
| Volume |
2,366 |
3,064 |
698 |
29.5% |
12,869 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.00 |
2,170.75 |
2,107.00 |
|
| R3 |
2,149.00 |
2,135.75 |
2,097.50 |
|
| R2 |
2,114.00 |
2,114.00 |
2,094.25 |
|
| R1 |
2,100.75 |
2,100.75 |
2,091.00 |
2,107.50 |
| PP |
2,079.00 |
2,079.00 |
2,079.00 |
2,082.25 |
| S1 |
2,065.75 |
2,065.75 |
2,084.50 |
2,072.50 |
| S2 |
2,044.00 |
2,044.00 |
2,081.25 |
|
| S3 |
2,009.00 |
2,030.75 |
2,078.00 |
|
| S4 |
1,974.00 |
1,995.75 |
2,068.50 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.50 |
2,173.25 |
2,089.75 |
|
| R3 |
2,151.50 |
2,130.25 |
2,077.75 |
|
| R2 |
2,108.50 |
2,108.50 |
2,074.00 |
|
| R1 |
2,087.25 |
2,087.25 |
2,070.00 |
2,098.00 |
| PP |
2,065.50 |
2,065.50 |
2,065.50 |
2,070.75 |
| S1 |
2,044.25 |
2,044.25 |
2,062.00 |
2,055.00 |
| S2 |
2,022.50 |
2,022.50 |
2,058.00 |
|
| S3 |
1,979.50 |
2,001.25 |
2,054.25 |
|
| S4 |
1,936.50 |
1,958.25 |
2,042.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,092.00 |
2,043.75 |
48.25 |
2.3% |
23.00 |
1.1% |
91% |
True |
False |
2,987 |
| 10 |
2,092.00 |
1,999.00 |
93.00 |
4.5% |
23.00 |
1.1% |
95% |
True |
False |
3,706 |
| 20 |
2,092.00 |
1,952.50 |
139.50 |
6.7% |
22.50 |
1.1% |
97% |
True |
False |
5,433 |
| 40 |
2,092.00 |
1,853.00 |
239.00 |
11.4% |
31.00 |
1.5% |
98% |
True |
False |
4,445 |
| 60 |
2,092.00 |
1,819.25 |
272.75 |
13.1% |
35.50 |
1.7% |
98% |
True |
False |
3,121 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
31.00 |
1.5% |
92% |
False |
False |
2,390 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
28.75 |
1.4% |
92% |
False |
False |
1,925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,240.75 |
|
2.618 |
2,183.75 |
|
1.618 |
2,148.75 |
|
1.000 |
2,127.00 |
|
0.618 |
2,113.75 |
|
HIGH |
2,092.00 |
|
0.618 |
2,078.75 |
|
0.500 |
2,074.50 |
|
0.382 |
2,070.25 |
|
LOW |
2,057.00 |
|
0.618 |
2,035.25 |
|
1.000 |
2,022.00 |
|
1.618 |
2,000.25 |
|
2.618 |
1,965.25 |
|
4.250 |
1,908.25 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.25 |
2,083.25 |
| PP |
2,079.00 |
2,079.00 |
| S1 |
2,074.50 |
2,074.50 |
|