| 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 |
2,094.25 |
2,088.00 |
-6.25 |
-0.3% |
2,057.25 |
| High |
2,102.50 |
2,097.25 |
-5.25 |
-0.2% |
2,086.75 |
| Low |
2,083.50 |
2,077.50 |
-6.00 |
-0.3% |
2,043.75 |
| Close |
2,087.50 |
2,087.00 |
-0.50 |
0.0% |
2,066.00 |
| Range |
19.00 |
19.75 |
0.75 |
3.9% |
43.00 |
| ATR |
25.93 |
25.49 |
-0.44 |
-1.7% |
0.00 |
| Volume |
3,667 |
4,719 |
1,052 |
28.7% |
12,869 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.50 |
2,136.50 |
2,097.75 |
|
| R3 |
2,126.75 |
2,116.75 |
2,092.50 |
|
| R2 |
2,107.00 |
2,107.00 |
2,090.50 |
|
| R1 |
2,097.00 |
2,097.00 |
2,088.75 |
2,092.00 |
| PP |
2,087.25 |
2,087.25 |
2,087.25 |
2,084.75 |
| S1 |
2,077.25 |
2,077.25 |
2,085.25 |
2,072.50 |
| S2 |
2,067.50 |
2,067.50 |
2,083.50 |
|
| S3 |
2,047.75 |
2,057.50 |
2,081.50 |
|
| S4 |
2,028.00 |
2,037.75 |
2,076.25 |
|
|
| 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% |
24.00 |
1.1% |
66% |
False |
False |
3,430 |
| 10 |
2,102.75 |
2,043.75 |
59.00 |
2.8% |
20.50 |
1.0% |
73% |
False |
False |
3,196 |
| 20 |
2,102.75 |
1,974.75 |
128.00 |
6.1% |
21.00 |
1.0% |
88% |
False |
False |
4,830 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
29.00 |
1.4% |
94% |
False |
False |
4,628 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
34.75 |
1.7% |
94% |
False |
False |
3,295 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
31.00 |
1.5% |
92% |
False |
False |
2,523 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.00 |
1.4% |
92% |
False |
False |
2,036 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.25 |
|
2.618 |
2,149.00 |
|
1.618 |
2,129.25 |
|
1.000 |
2,117.00 |
|
0.618 |
2,109.50 |
|
HIGH |
2,097.25 |
|
0.618 |
2,089.75 |
|
0.500 |
2,087.50 |
|
0.382 |
2,085.00 |
|
LOW |
2,077.50 |
|
0.618 |
2,065.25 |
|
1.000 |
2,057.75 |
|
1.618 |
2,045.50 |
|
2.618 |
2,025.75 |
|
4.250 |
1,993.50 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.50 |
2,090.00 |
| PP |
2,087.25 |
2,089.00 |
| S1 |
2,087.00 |
2,088.00 |
|