| 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 |
1,149.1 |
1,139.8 |
-9.3 |
-0.8% |
1,164.9 |
| High |
1,150.1 |
1,142.3 |
-7.8 |
-0.7% |
1,184.0 |
| Low |
1,140.7 |
1,134.5 |
-6.2 |
-0.5% |
1,140.7 |
| Close |
1,143.0 |
1,137.5 |
-5.5 |
-0.5% |
1,143.0 |
| Range |
9.4 |
7.8 |
-1.6 |
-17.0% |
43.3 |
| ATR |
14.8 |
14.4 |
-0.5 |
-3.0% |
0.0 |
| Volume |
1,513 |
682 |
-831 |
-54.9% |
6,185 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,161.5 |
1,157.3 |
1,141.8 |
|
| R3 |
1,153.7 |
1,149.5 |
1,139.6 |
|
| R2 |
1,145.9 |
1,145.9 |
1,138.9 |
|
| R1 |
1,141.7 |
1,141.7 |
1,138.2 |
1,139.9 |
| PP |
1,138.1 |
1,138.1 |
1,138.1 |
1,137.2 |
| S1 |
1,133.9 |
1,133.9 |
1,136.8 |
1,132.1 |
| S2 |
1,130.3 |
1,130.3 |
1,136.1 |
|
| S3 |
1,122.5 |
1,126.1 |
1,135.4 |
|
| S4 |
1,114.7 |
1,118.3 |
1,133.2 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,285.8 |
1,257.7 |
1,166.8 |
|
| R3 |
1,242.5 |
1,214.4 |
1,154.9 |
|
| R2 |
1,199.2 |
1,199.2 |
1,150.9 |
|
| R1 |
1,171.1 |
1,171.1 |
1,147.0 |
1,163.5 |
| PP |
1,155.9 |
1,155.9 |
1,155.9 |
1,152.1 |
| S1 |
1,127.8 |
1,127.8 |
1,139.0 |
1,120.2 |
| S2 |
1,112.6 |
1,112.6 |
1,135.1 |
|
| S3 |
1,069.3 |
1,084.5 |
1,131.1 |
|
| S4 |
1,026.0 |
1,041.2 |
1,119.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,184.0 |
1,134.5 |
49.5 |
4.4% |
13.5 |
1.2% |
6% |
False |
True |
1,164 |
| 10 |
1,184.0 |
1,134.5 |
49.5 |
4.4% |
12.3 |
1.1% |
6% |
False |
True |
947 |
| 20 |
1,191.9 |
1,134.5 |
57.4 |
5.0% |
13.2 |
1.2% |
5% |
False |
True |
1,429 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
8.1% |
12.6 |
1.1% |
41% |
False |
False |
1,294 |
| 60 |
1,191.9 |
1,096.5 |
95.4 |
8.4% |
12.1 |
1.1% |
43% |
False |
False |
1,203 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
9.8% |
11.0 |
1.0% |
51% |
False |
False |
1,179 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,175.5 |
|
2.618 |
1,162.7 |
|
1.618 |
1,154.9 |
|
1.000 |
1,150.1 |
|
0.618 |
1,147.1 |
|
HIGH |
1,142.3 |
|
0.618 |
1,139.3 |
|
0.500 |
1,138.4 |
|
0.382 |
1,137.5 |
|
LOW |
1,134.5 |
|
0.618 |
1,129.7 |
|
1.000 |
1,126.7 |
|
1.618 |
1,121.9 |
|
2.618 |
1,114.1 |
|
4.250 |
1,101.4 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,138.4 |
1,148.8 |
| PP |
1,138.1 |
1,145.0 |
| S1 |
1,137.8 |
1,141.3 |
|