| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
10,750.5 |
10,966.0 |
215.5 |
2.0% |
10,818.0 |
| High |
11,001.0 |
11,005.0 |
4.0 |
0.0% |
10,931.0 |
| Low |
10,746.5 |
10,898.0 |
151.5 |
1.4% |
10,696.5 |
| Close |
10,964.5 |
10,950.0 |
-14.5 |
-0.1% |
10,828.0 |
| Range |
254.5 |
107.0 |
-147.5 |
-58.0% |
234.5 |
| ATR |
200.1 |
193.5 |
-6.7 |
-3.3% |
0.0 |
| Volume |
139 |
140 |
1 |
0.7% |
8,973 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,272.0 |
11,218.0 |
11,008.9 |
|
| R3 |
11,165.0 |
11,111.0 |
10,979.4 |
|
| R2 |
11,058.0 |
11,058.0 |
10,969.6 |
|
| R1 |
11,004.0 |
11,004.0 |
10,959.8 |
10,977.5 |
| PP |
10,951.0 |
10,951.0 |
10,951.0 |
10,937.8 |
| S1 |
10,897.0 |
10,897.0 |
10,940.2 |
10,870.5 |
| S2 |
10,844.0 |
10,844.0 |
10,930.4 |
|
| S3 |
10,737.0 |
10,790.0 |
10,920.6 |
|
| S4 |
10,630.0 |
10,683.0 |
10,891.2 |
|
|
| 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 |
11,005.0 |
10,700.0 |
305.0 |
2.8% |
170.9 |
1.6% |
82% |
True |
False |
953 |
| 10 |
11,005.0 |
10,120.0 |
885.0 |
8.1% |
188.7 |
1.7% |
94% |
True |
False |
1,355 |
| 20 |
11,005.0 |
9,898.5 |
1,106.5 |
10.1% |
163.8 |
1.5% |
95% |
True |
False |
1,110 |
| 40 |
11,005.0 |
9,329.5 |
1,675.5 |
15.3% |
192.9 |
1.8% |
97% |
True |
False |
710 |
| 60 |
11,110.0 |
9,329.5 |
1,780.5 |
16.3% |
186.0 |
1.7% |
91% |
False |
False |
485 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.7% |
160.2 |
1.5% |
65% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,459.8 |
|
2.618 |
11,285.1 |
|
1.618 |
11,178.1 |
|
1.000 |
11,112.0 |
|
0.618 |
11,071.1 |
|
HIGH |
11,005.0 |
|
0.618 |
10,964.1 |
|
0.500 |
10,951.5 |
|
0.382 |
10,938.9 |
|
LOW |
10,898.0 |
|
0.618 |
10,831.9 |
|
1.000 |
10,791.0 |
|
1.618 |
10,724.9 |
|
2.618 |
10,617.9 |
|
4.250 |
10,443.3 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,951.5 |
10,925.3 |
| PP |
10,951.0 |
10,900.5 |
| S1 |
10,950.5 |
10,875.8 |
|