| 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 |
10,992.0 |
10,871.0 |
-121.0 |
-1.1% |
10,818.0 |
| High |
11,006.0 |
10,969.5 |
-36.5 |
-0.3% |
10,931.0 |
| Low |
10,834.5 |
10,799.0 |
-35.5 |
-0.3% |
10,696.5 |
| Close |
10,848.5 |
10,901.5 |
53.0 |
0.5% |
10,828.0 |
| Range |
171.5 |
170.5 |
-1.0 |
-0.6% |
234.5 |
| ATR |
191.9 |
190.4 |
-1.5 |
-0.8% |
0.0 |
| Volume |
1,385 |
4,755 |
3,370 |
243.3% |
8,973 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,401.5 |
11,322.0 |
10,995.3 |
|
| R3 |
11,231.0 |
11,151.5 |
10,948.4 |
|
| R2 |
11,060.5 |
11,060.5 |
10,932.8 |
|
| R1 |
10,981.0 |
10,981.0 |
10,917.1 |
11,020.8 |
| PP |
10,890.0 |
10,890.0 |
10,890.0 |
10,909.9 |
| S1 |
10,810.5 |
10,810.5 |
10,885.9 |
10,850.3 |
| S2 |
10,719.5 |
10,719.5 |
10,870.2 |
|
| S3 |
10,549.0 |
10,640.0 |
10,854.6 |
|
| S4 |
10,378.5 |
10,469.5 |
10,807.7 |
|
|
| 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% |
164.8 |
1.5% |
60% |
False |
False |
1,334 |
| 10 |
11,006.0 |
10,604.0 |
402.0 |
3.7% |
167.4 |
1.5% |
74% |
False |
False |
1,624 |
| 20 |
11,006.0 |
9,898.5 |
1,107.5 |
10.2% |
162.0 |
1.5% |
91% |
False |
False |
1,390 |
| 40 |
11,006.0 |
9,329.5 |
1,676.5 |
15.4% |
190.8 |
1.7% |
94% |
False |
False |
858 |
| 60 |
11,100.0 |
9,329.5 |
1,770.5 |
16.2% |
188.1 |
1.7% |
89% |
False |
False |
586 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.8% |
162.9 |
1.5% |
63% |
False |
False |
443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,694.1 |
|
2.618 |
11,415.9 |
|
1.618 |
11,245.4 |
|
1.000 |
11,140.0 |
|
0.618 |
11,074.9 |
|
HIGH |
10,969.5 |
|
0.618 |
10,904.4 |
|
0.500 |
10,884.3 |
|
0.382 |
10,864.1 |
|
LOW |
10,799.0 |
|
0.618 |
10,693.6 |
|
1.000 |
10,628.5 |
|
1.618 |
10,523.1 |
|
2.618 |
10,352.6 |
|
4.250 |
10,074.4 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,895.8 |
10,902.5 |
| PP |
10,890.0 |
10,902.2 |
| S1 |
10,884.3 |
10,901.8 |
|