| 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 |
10,966.0 |
10,992.0 |
26.0 |
0.2% |
10,818.0 |
| High |
11,005.0 |
11,006.0 |
1.0 |
0.0% |
10,931.0 |
| Low |
10,898.0 |
10,834.5 |
-63.5 |
-0.6% |
10,696.5 |
| Close |
10,950.0 |
10,848.5 |
-101.5 |
-0.9% |
10,828.0 |
| Range |
107.0 |
171.5 |
64.5 |
60.3% |
234.5 |
| ATR |
193.5 |
191.9 |
-1.6 |
-0.8% |
0.0 |
| Volume |
140 |
1,385 |
1,245 |
889.3% |
8,973 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,410.8 |
11,301.2 |
10,942.8 |
|
| R3 |
11,239.3 |
11,129.7 |
10,895.7 |
|
| R2 |
11,067.8 |
11,067.8 |
10,879.9 |
|
| R1 |
10,958.2 |
10,958.2 |
10,864.2 |
10,927.3 |
| PP |
10,896.3 |
10,896.3 |
10,896.3 |
10,880.9 |
| S1 |
10,786.7 |
10,786.7 |
10,832.8 |
10,755.8 |
| S2 |
10,724.8 |
10,724.8 |
10,817.1 |
|
| S3 |
10,553.3 |
10,615.2 |
10,801.3 |
|
| S4 |
10,381.8 |
10,443.7 |
10,754.2 |
|
|
| 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 |
11,006.0 |
10,746.5 |
259.5 |
2.4% |
159.0 |
1.5% |
39% |
True |
False |
790 |
| 10 |
11,006.0 |
10,202.0 |
804.0 |
7.4% |
189.6 |
1.7% |
80% |
True |
False |
1,312 |
| 20 |
11,006.0 |
9,898.5 |
1,107.5 |
10.2% |
163.0 |
1.5% |
86% |
True |
False |
1,158 |
| 40 |
11,006.0 |
9,329.5 |
1,676.5 |
15.5% |
189.9 |
1.8% |
91% |
True |
False |
741 |
| 60 |
11,110.0 |
9,329.5 |
1,780.5 |
16.4% |
187.1 |
1.7% |
85% |
False |
False |
508 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.9% |
161.8 |
1.5% |
61% |
False |
False |
383 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,734.9 |
|
2.618 |
11,455.0 |
|
1.618 |
11,283.5 |
|
1.000 |
11,177.5 |
|
0.618 |
11,112.0 |
|
HIGH |
11,006.0 |
|
0.618 |
10,940.5 |
|
0.500 |
10,920.3 |
|
0.382 |
10,900.0 |
|
LOW |
10,834.5 |
|
0.618 |
10,728.5 |
|
1.000 |
10,663.0 |
|
1.618 |
10,557.0 |
|
2.618 |
10,385.5 |
|
4.250 |
10,105.6 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,920.3 |
10,876.3 |
| PP |
10,896.3 |
10,867.0 |
| S1 |
10,872.4 |
10,857.8 |
|