| 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 |
1,139.8 |
1,135.9 |
-3.9 |
-0.3% |
1,164.9 |
| High |
1,142.3 |
1,137.1 |
-5.2 |
-0.5% |
1,184.0 |
| Low |
1,134.5 |
1,115.5 |
-19.0 |
-1.7% |
1,140.7 |
| Close |
1,137.5 |
1,115.7 |
-21.8 |
-1.9% |
1,143.0 |
| Range |
7.8 |
21.6 |
13.8 |
176.9% |
43.3 |
| ATR |
14.4 |
14.9 |
0.5 |
3.8% |
0.0 |
| Volume |
682 |
2,170 |
1,488 |
218.2% |
6,185 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,187.6 |
1,173.2 |
1,127.6 |
|
| R3 |
1,166.0 |
1,151.6 |
1,121.6 |
|
| R2 |
1,144.4 |
1,144.4 |
1,119.7 |
|
| R1 |
1,130.0 |
1,130.0 |
1,117.7 |
1,126.4 |
| PP |
1,122.8 |
1,122.8 |
1,122.8 |
1,121.0 |
| S1 |
1,108.4 |
1,108.4 |
1,113.7 |
1,104.8 |
| S2 |
1,101.2 |
1,101.2 |
1,111.7 |
|
| S3 |
1,079.6 |
1,086.8 |
1,109.8 |
|
| S4 |
1,058.0 |
1,065.2 |
1,103.8 |
|
|
| 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 |
1,115.5 |
68.5 |
6.1% |
16.7 |
1.5% |
0% |
False |
True |
1,468 |
| 10 |
1,184.0 |
1,115.5 |
68.5 |
6.1% |
13.2 |
1.2% |
0% |
False |
True |
1,108 |
| 20 |
1,191.9 |
1,115.5 |
76.4 |
6.8% |
13.6 |
1.2% |
0% |
False |
True |
1,335 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
8.2% |
13.0 |
1.2% |
17% |
False |
False |
1,321 |
| 60 |
1,191.9 |
1,100.0 |
91.9 |
8.2% |
12.2 |
1.1% |
17% |
False |
False |
1,228 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
9.9% |
11.3 |
1.0% |
31% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,228.9 |
|
2.618 |
1,193.6 |
|
1.618 |
1,172.0 |
|
1.000 |
1,158.7 |
|
0.618 |
1,150.4 |
|
HIGH |
1,137.1 |
|
0.618 |
1,128.8 |
|
0.500 |
1,126.3 |
|
0.382 |
1,123.8 |
|
LOW |
1,115.5 |
|
0.618 |
1,102.2 |
|
1.000 |
1,093.9 |
|
1.618 |
1,080.6 |
|
2.618 |
1,059.0 |
|
4.250 |
1,023.7 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,126.3 |
1,132.8 |
| PP |
1,122.8 |
1,127.1 |
| S1 |
1,119.2 |
1,121.4 |
|