| 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 |
1,119.6 |
1,110.3 |
-9.3 |
-0.8% |
1,164.9 |
| High |
1,123.4 |
1,112.0 |
-11.4 |
-1.0% |
1,184.0 |
| Low |
1,107.6 |
1,103.9 |
-3.7 |
-0.3% |
1,140.7 |
| Close |
1,107.8 |
1,105.9 |
-1.9 |
-0.2% |
1,143.0 |
| Range |
15.8 |
8.1 |
-7.7 |
-48.7% |
43.3 |
| ATR |
15.0 |
14.5 |
-0.5 |
-3.3% |
0.0 |
| Volume |
3,343 |
1,052 |
-2,291 |
-68.5% |
6,185 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,131.6 |
1,126.8 |
1,110.4 |
|
| R3 |
1,123.5 |
1,118.7 |
1,108.1 |
|
| R2 |
1,115.4 |
1,115.4 |
1,107.4 |
|
| R1 |
1,110.6 |
1,110.6 |
1,106.6 |
1,109.0 |
| PP |
1,107.3 |
1,107.3 |
1,107.3 |
1,106.4 |
| S1 |
1,102.5 |
1,102.5 |
1,105.2 |
1,100.9 |
| S2 |
1,099.2 |
1,099.2 |
1,104.4 |
|
| S3 |
1,091.1 |
1,094.4 |
1,103.7 |
|
| S4 |
1,083.0 |
1,086.3 |
1,101.4 |
|
|
| 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 |
1,150.1 |
1,103.9 |
46.2 |
4.2% |
12.5 |
1.1% |
4% |
False |
True |
1,752 |
| 10 |
1,184.0 |
1,103.9 |
80.1 |
7.2% |
13.6 |
1.2% |
2% |
False |
True |
1,394 |
| 20 |
1,191.9 |
1,103.9 |
88.0 |
8.0% |
13.7 |
1.2% |
2% |
False |
True |
1,367 |
| 40 |
1,191.9 |
1,100.0 |
91.9 |
8.3% |
12.9 |
1.2% |
6% |
False |
False |
1,345 |
| 60 |
1,191.9 |
1,100.0 |
91.9 |
8.3% |
12.2 |
1.1% |
6% |
False |
False |
1,272 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
10.0% |
11.5 |
1.0% |
23% |
False |
False |
1,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,146.4 |
|
2.618 |
1,133.2 |
|
1.618 |
1,125.1 |
|
1.000 |
1,120.1 |
|
0.618 |
1,117.0 |
|
HIGH |
1,112.0 |
|
0.618 |
1,108.9 |
|
0.500 |
1,108.0 |
|
0.382 |
1,107.0 |
|
LOW |
1,103.9 |
|
0.618 |
1,098.9 |
|
1.000 |
1,095.8 |
|
1.618 |
1,090.8 |
|
2.618 |
1,082.7 |
|
4.250 |
1,069.5 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,108.0 |
1,120.5 |
| PP |
1,107.3 |
1,115.6 |
| S1 |
1,106.6 |
1,110.8 |
|