| 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 |
1,135.9 |
1,119.6 |
-16.3 |
-1.4% |
1,164.9 |
| High |
1,137.1 |
1,123.4 |
-13.7 |
-1.2% |
1,184.0 |
| Low |
1,115.5 |
1,107.6 |
-7.9 |
-0.7% |
1,140.7 |
| Close |
1,115.7 |
1,107.8 |
-7.9 |
-0.7% |
1,143.0 |
| Range |
21.6 |
15.8 |
-5.8 |
-26.9% |
43.3 |
| ATR |
14.9 |
15.0 |
0.1 |
0.4% |
0.0 |
| Volume |
2,170 |
3,343 |
1,173 |
54.1% |
6,185 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,160.3 |
1,149.9 |
1,116.5 |
|
| R3 |
1,144.5 |
1,134.1 |
1,112.1 |
|
| R2 |
1,128.7 |
1,128.7 |
1,110.7 |
|
| R1 |
1,118.3 |
1,118.3 |
1,109.2 |
1,115.6 |
| PP |
1,112.9 |
1,112.9 |
1,112.9 |
1,111.6 |
| S1 |
1,102.5 |
1,102.5 |
1,106.4 |
1,099.8 |
| S2 |
1,097.1 |
1,097.1 |
1,104.9 |
|
| S3 |
1,081.3 |
1,086.7 |
1,103.5 |
|
| S4 |
1,065.5 |
1,070.9 |
1,099.1 |
|
|
| 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 |
1,163.0 |
1,107.6 |
55.4 |
5.0% |
14.0 |
1.3% |
0% |
False |
True |
1,637 |
| 10 |
1,184.0 |
1,107.6 |
76.4 |
6.9% |
13.5 |
1.2% |
0% |
False |
True |
1,416 |
| 20 |
1,191.9 |
1,107.6 |
84.3 |
7.6% |
13.9 |
1.3% |
0% |
False |
True |
1,428 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
8.3% |
12.9 |
1.2% |
8% |
False |
False |
1,332 |
| 60 |
1,191.9 |
1,100.0 |
91.9 |
8.3% |
12.3 |
1.1% |
8% |
False |
False |
1,272 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
10.0% |
11.4 |
1.0% |
24% |
False |
False |
1,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,190.6 |
|
2.618 |
1,164.8 |
|
1.618 |
1,149.0 |
|
1.000 |
1,139.2 |
|
0.618 |
1,133.2 |
|
HIGH |
1,123.4 |
|
0.618 |
1,117.4 |
|
0.500 |
1,115.5 |
|
0.382 |
1,113.6 |
|
LOW |
1,107.6 |
|
0.618 |
1,097.8 |
|
1.000 |
1,091.8 |
|
1.618 |
1,082.0 |
|
2.618 |
1,066.2 |
|
4.250 |
1,040.5 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,115.5 |
1,125.0 |
| PP |
1,112.9 |
1,119.2 |
| S1 |
1,110.4 |
1,113.5 |
|