| 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 |
10,871.0 |
10,893.0 |
22.0 |
0.2% |
10,750.5 |
| High |
10,969.5 |
11,067.0 |
97.5 |
0.9% |
11,067.0 |
| Low |
10,799.0 |
10,857.5 |
58.5 |
0.5% |
10,746.5 |
| Close |
10,901.5 |
10,996.5 |
95.0 |
0.9% |
10,996.5 |
| Range |
170.5 |
209.5 |
39.0 |
22.9% |
320.5 |
| ATR |
190.4 |
191.8 |
1.4 |
0.7% |
0.0 |
| Volume |
4,755 |
1,116 |
-3,639 |
-76.5% |
7,535 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,602.2 |
11,508.8 |
11,111.7 |
|
| R3 |
11,392.7 |
11,299.3 |
11,054.1 |
|
| R2 |
11,183.2 |
11,183.2 |
11,034.9 |
|
| R1 |
11,089.8 |
11,089.8 |
11,015.7 |
11,136.5 |
| PP |
10,973.7 |
10,973.7 |
10,973.7 |
10,997.0 |
| S1 |
10,880.3 |
10,880.3 |
10,977.3 |
10,927.0 |
| S2 |
10,764.2 |
10,764.2 |
10,958.1 |
|
| S3 |
10,554.7 |
10,670.8 |
10,938.9 |
|
| S4 |
10,345.2 |
10,461.3 |
10,881.3 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,898.2 |
11,767.8 |
11,172.8 |
|
| R3 |
11,577.7 |
11,447.3 |
11,084.6 |
|
| R2 |
11,257.2 |
11,257.2 |
11,055.3 |
|
| R1 |
11,126.8 |
11,126.8 |
11,025.9 |
11,192.0 |
| PP |
10,936.7 |
10,936.7 |
10,936.7 |
10,969.3 |
| S1 |
10,806.3 |
10,806.3 |
10,967.1 |
10,871.5 |
| S2 |
10,616.2 |
10,616.2 |
10,937.7 |
|
| S3 |
10,295.7 |
10,485.8 |
10,908.4 |
|
| S4 |
9,975.2 |
10,165.3 |
10,820.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,067.0 |
10,746.5 |
320.5 |
2.9% |
182.6 |
1.7% |
78% |
True |
False |
1,507 |
| 10 |
11,067.0 |
10,696.5 |
370.5 |
3.4% |
162.0 |
1.5% |
81% |
True |
False |
1,650 |
| 20 |
11,067.0 |
9,898.5 |
1,168.5 |
10.6% |
167.8 |
1.5% |
94% |
True |
False |
1,440 |
| 40 |
11,067.0 |
9,329.5 |
1,737.5 |
15.8% |
193.3 |
1.8% |
96% |
True |
False |
885 |
| 60 |
11,068.0 |
9,329.5 |
1,738.5 |
15.8% |
189.4 |
1.7% |
96% |
False |
False |
604 |
| 80 |
11,810.0 |
9,329.5 |
2,480.5 |
22.6% |
165.1 |
1.5% |
67% |
False |
False |
457 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,957.4 |
|
2.618 |
11,615.5 |
|
1.618 |
11,406.0 |
|
1.000 |
11,276.5 |
|
0.618 |
11,196.5 |
|
HIGH |
11,067.0 |
|
0.618 |
10,987.0 |
|
0.500 |
10,962.3 |
|
0.382 |
10,937.5 |
|
LOW |
10,857.5 |
|
0.618 |
10,728.0 |
|
1.000 |
10,648.0 |
|
1.618 |
10,518.5 |
|
2.618 |
10,309.0 |
|
4.250 |
9,967.1 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,985.1 |
10,975.3 |
| PP |
10,973.7 |
10,954.2 |
| S1 |
10,962.3 |
10,933.0 |
|