| Trading Metrics calculated at close of trading on 04-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
2,085.25 |
2,094.25 |
9.00 |
0.4% |
2,057.25 |
| High |
2,102.75 |
2,102.50 |
-0.25 |
0.0% |
2,086.75 |
| Low |
2,081.50 |
2,083.50 |
2.00 |
0.1% |
2,043.75 |
| Close |
2,095.50 |
2,087.50 |
-8.00 |
-0.4% |
2,066.00 |
| Range |
21.25 |
19.00 |
-2.25 |
-10.6% |
43.00 |
| ATR |
26.47 |
25.93 |
-0.53 |
-2.0% |
0.00 |
| Volume |
3,336 |
3,667 |
331 |
9.9% |
12,869 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,148.25 |
2,136.75 |
2,098.00 |
|
| R3 |
2,129.25 |
2,117.75 |
2,092.75 |
|
| R2 |
2,110.25 |
2,110.25 |
2,091.00 |
|
| R1 |
2,098.75 |
2,098.75 |
2,089.25 |
2,095.00 |
| PP |
2,091.25 |
2,091.25 |
2,091.25 |
2,089.25 |
| S1 |
2,079.75 |
2,079.75 |
2,085.75 |
2,076.00 |
| S2 |
2,072.25 |
2,072.25 |
2,084.00 |
|
| S3 |
2,053.25 |
2,060.75 |
2,082.25 |
|
| S4 |
2,034.25 |
2,041.75 |
2,077.00 |
|
|
| 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 |
2,102.75 |
2,057.00 |
45.75 |
2.2% |
22.50 |
1.1% |
67% |
False |
False |
2,870 |
| 10 |
2,102.75 |
2,000.75 |
102.00 |
4.9% |
23.25 |
1.1% |
85% |
False |
False |
3,171 |
| 20 |
2,102.75 |
1,962.75 |
140.00 |
6.7% |
22.00 |
1.0% |
89% |
False |
False |
4,975 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
29.50 |
1.4% |
94% |
False |
False |
4,536 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
35.00 |
1.7% |
95% |
False |
False |
3,233 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
30.75 |
1.5% |
92% |
False |
False |
2,465 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.00 |
1.4% |
92% |
False |
False |
1,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.25 |
|
2.618 |
2,152.25 |
|
1.618 |
2,133.25 |
|
1.000 |
2,121.50 |
|
0.618 |
2,114.25 |
|
HIGH |
2,102.50 |
|
0.618 |
2,095.25 |
|
0.500 |
2,093.00 |
|
0.382 |
2,090.75 |
|
LOW |
2,083.50 |
|
0.618 |
2,071.75 |
|
1.000 |
2,064.50 |
|
1.618 |
2,052.75 |
|
2.618 |
2,033.75 |
|
4.250 |
2,002.75 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,093.00 |
2,085.00 |
| PP |
2,091.25 |
2,082.50 |
| S1 |
2,089.25 |
2,080.00 |
|