| 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 |
10,845.5 |
10,750.5 |
-95.0 |
-0.9% |
10,818.0 |
| High |
10,880.5 |
11,001.0 |
120.5 |
1.1% |
10,931.0 |
| Low |
10,760.0 |
10,746.5 |
-13.5 |
-0.1% |
10,696.5 |
| Close |
10,828.0 |
10,964.5 |
136.5 |
1.3% |
10,828.0 |
| Range |
120.5 |
254.5 |
134.0 |
111.2% |
234.5 |
| ATR |
196.0 |
200.1 |
4.2 |
2.1% |
0.0 |
| Volume |
253 |
139 |
-114 |
-45.1% |
8,973 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,667.5 |
11,570.5 |
11,104.5 |
|
| R3 |
11,413.0 |
11,316.0 |
11,034.5 |
|
| R2 |
11,158.5 |
11,158.5 |
11,011.2 |
|
| R1 |
11,061.5 |
11,061.5 |
10,987.8 |
11,110.0 |
| PP |
10,904.0 |
10,904.0 |
10,904.0 |
10,928.3 |
| S1 |
10,807.0 |
10,807.0 |
10,941.2 |
10,855.5 |
| S2 |
10,649.5 |
10,649.5 |
10,917.8 |
|
| S3 |
10,395.0 |
10,552.5 |
10,894.5 |
|
| S4 |
10,140.5 |
10,298.0 |
10,824.5 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,522.0 |
11,409.5 |
10,957.0 |
|
| R3 |
11,287.5 |
11,175.0 |
10,892.5 |
|
| R2 |
11,053.0 |
11,053.0 |
10,871.0 |
|
| R1 |
10,940.5 |
10,940.5 |
10,849.5 |
10,996.8 |
| PP |
10,818.5 |
10,818.5 |
10,818.5 |
10,846.6 |
| S1 |
10,706.0 |
10,706.0 |
10,806.5 |
10,762.3 |
| S2 |
10,584.0 |
10,584.0 |
10,785.0 |
|
| S3 |
10,349.5 |
10,471.5 |
10,763.5 |
|
| S4 |
10,115.0 |
10,237.0 |
10,699.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,001.0 |
10,696.5 |
304.5 |
2.8% |
172.9 |
1.6% |
88% |
True |
False |
1,364 |
| 10 |
11,001.0 |
10,088.0 |
913.0 |
8.3% |
189.2 |
1.7% |
96% |
True |
False |
1,391 |
| 20 |
11,001.0 |
9,742.0 |
1,259.0 |
11.5% |
169.1 |
1.5% |
97% |
True |
False |
1,124 |
| 40 |
11,001.0 |
9,329.5 |
1,671.5 |
15.2% |
193.2 |
1.8% |
98% |
True |
False |
709 |
| 60 |
11,568.0 |
9,329.5 |
2,238.5 |
20.4% |
188.7 |
1.7% |
73% |
False |
False |
483 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.6% |
158.9 |
1.4% |
66% |
False |
False |
364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,082.6 |
|
2.618 |
11,667.3 |
|
1.618 |
11,412.8 |
|
1.000 |
11,255.5 |
|
0.618 |
11,158.3 |
|
HIGH |
11,001.0 |
|
0.618 |
10,903.8 |
|
0.500 |
10,873.8 |
|
0.382 |
10,843.7 |
|
LOW |
10,746.5 |
|
0.618 |
10,589.2 |
|
1.000 |
10,492.0 |
|
1.618 |
10,334.7 |
|
2.618 |
10,080.2 |
|
4.250 |
9,664.9 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,934.3 |
10,934.3 |
| PP |
10,904.0 |
10,904.0 |
| S1 |
10,873.8 |
10,873.8 |
|