| 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 |
2,088.00 |
2,085.50 |
-2.50 |
-0.1% |
2,063.75 |
| High |
2,097.25 |
2,091.50 |
-5.75 |
-0.3% |
2,102.75 |
| Low |
2,077.50 |
2,071.00 |
-6.50 |
-0.3% |
2,057.00 |
| Close |
2,087.00 |
2,086.75 |
-0.25 |
0.0% |
2,086.75 |
| Range |
19.75 |
20.50 |
0.75 |
3.8% |
45.75 |
| ATR |
25.49 |
25.14 |
-0.36 |
-1.4% |
0.00 |
| Volume |
4,719 |
5,379 |
660 |
14.0% |
20,165 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.50 |
2,136.25 |
2,098.00 |
|
| R3 |
2,124.00 |
2,115.75 |
2,092.50 |
|
| R2 |
2,103.50 |
2,103.50 |
2,090.50 |
|
| R1 |
2,095.25 |
2,095.25 |
2,088.75 |
2,099.50 |
| PP |
2,083.00 |
2,083.00 |
2,083.00 |
2,085.25 |
| S1 |
2,074.75 |
2,074.75 |
2,084.75 |
2,079.00 |
| S2 |
2,062.50 |
2,062.50 |
2,083.00 |
|
| S3 |
2,042.00 |
2,054.25 |
2,081.00 |
|
| S4 |
2,021.50 |
2,033.75 |
2,075.50 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,219.50 |
2,198.75 |
2,112.00 |
|
| R3 |
2,173.75 |
2,153.00 |
2,099.25 |
|
| R2 |
2,128.00 |
2,128.00 |
2,095.25 |
|
| R1 |
2,107.25 |
2,107.25 |
2,091.00 |
2,117.50 |
| PP |
2,082.25 |
2,082.25 |
2,082.25 |
2,087.25 |
| S1 |
2,061.50 |
2,061.50 |
2,082.50 |
2,072.00 |
| S2 |
2,036.50 |
2,036.50 |
2,078.25 |
|
| S3 |
1,990.75 |
2,015.75 |
2,074.25 |
|
| S4 |
1,945.00 |
1,970.00 |
2,061.50 |
|
|
| 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% |
23.00 |
1.1% |
65% |
False |
False |
4,033 |
| 10 |
2,102.75 |
2,043.75 |
59.00 |
2.8% |
20.50 |
1.0% |
73% |
False |
False |
3,303 |
| 20 |
2,102.75 |
1,974.75 |
128.00 |
6.1% |
21.25 |
1.0% |
88% |
False |
False |
4,884 |
| 40 |
2,102.75 |
1,853.00 |
249.75 |
12.0% |
28.75 |
1.4% |
94% |
False |
False |
4,751 |
| 60 |
2,102.75 |
1,819.25 |
283.50 |
13.6% |
34.75 |
1.7% |
94% |
False |
False |
3,383 |
| 80 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
31.00 |
1.5% |
92% |
False |
False |
2,589 |
| 100 |
2,111.25 |
1,819.25 |
292.00 |
14.0% |
29.00 |
1.4% |
92% |
False |
False |
2,088 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,178.50 |
|
2.618 |
2,145.25 |
|
1.618 |
2,124.75 |
|
1.000 |
2,112.00 |
|
0.618 |
2,104.25 |
|
HIGH |
2,091.50 |
|
0.618 |
2,083.75 |
|
0.500 |
2,081.25 |
|
0.382 |
2,078.75 |
|
LOW |
2,071.00 |
|
0.618 |
2,058.25 |
|
1.000 |
2,050.50 |
|
1.618 |
2,037.75 |
|
2.618 |
2,017.25 |
|
4.250 |
1,984.00 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.00 |
2,086.75 |
| PP |
2,083.00 |
2,086.75 |
| S1 |
2,081.25 |
2,086.75 |
|