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 |
211.35 |
210.43 |
-0.92 |
-0.4% |
207.30 |
High |
211.50 |
210.98 |
-0.52 |
-0.2% |
209.44 |
Low |
209.72 |
209.09 |
-0.63 |
-0.3% |
205.79 |
Close |
210.36 |
210.15 |
-0.21 |
-0.1% |
207.93 |
Range |
1.78 |
1.89 |
0.11 |
6.2% |
3.65 |
ATR |
2.28 |
2.25 |
-0.03 |
-1.2% |
0.00 |
Volume |
96,224,492 |
78,408,703 |
-17,815,789 |
-18.5% |
504,447,694 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
215.74 |
214.84 |
211.19 |
|
R3 |
213.85 |
212.95 |
210.67 |
|
R2 |
211.96 |
211.96 |
210.50 |
|
R1 |
211.06 |
211.06 |
210.32 |
210.57 |
PP |
210.07 |
210.07 |
210.07 |
209.83 |
S1 |
209.17 |
209.17 |
209.98 |
208.68 |
S2 |
208.18 |
208.18 |
209.80 |
|
S3 |
206.29 |
207.28 |
209.63 |
|
S4 |
204.40 |
205.39 |
209.11 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
218.67 |
216.95 |
209.94 |
|
R3 |
215.02 |
213.30 |
208.93 |
|
R2 |
211.37 |
211.37 |
208.60 |
|
R1 |
209.65 |
209.65 |
208.26 |
210.51 |
PP |
207.72 |
207.72 |
207.72 |
208.15 |
S1 |
206.00 |
206.00 |
207.60 |
206.86 |
S2 |
204.07 |
204.07 |
207.26 |
|
S3 |
200.42 |
202.35 |
206.93 |
|
S4 |
196.77 |
198.70 |
205.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
211.66 |
207.74 |
3.92 |
1.9% |
1.96 |
0.9% |
61% |
False |
False |
97,445,400 |
10 |
211.66 |
205.79 |
5.87 |
2.8% |
1.73 |
0.8% |
74% |
False |
False |
100,504,000 |
20 |
211.66 |
198.94 |
12.72 |
6.1% |
1.80 |
0.9% |
88% |
False |
False |
101,858,130 |
40 |
211.66 |
186.93 |
24.73 |
11.8% |
2.30 |
1.1% |
94% |
False |
False |
124,332,283 |
60 |
211.66 |
182.40 |
29.26 |
13.9% |
2.88 |
1.4% |
95% |
False |
False |
150,228,347 |
80 |
213.18 |
182.40 |
30.78 |
14.6% |
2.59 |
1.2% |
90% |
False |
False |
138,812,038 |
100 |
213.34 |
182.40 |
30.94 |
14.7% |
2.47 |
1.2% |
90% |
False |
False |
136,017,586 |
120 |
213.78 |
182.40 |
31.38 |
14.9% |
2.31 |
1.1% |
88% |
False |
False |
129,882,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
219.01 |
2.618 |
215.93 |
1.618 |
214.04 |
1.000 |
212.87 |
0.618 |
212.15 |
HIGH |
210.98 |
0.618 |
210.26 |
0.500 |
210.04 |
0.382 |
209.81 |
LOW |
209.09 |
0.618 |
207.92 |
1.000 |
207.20 |
1.618 |
206.03 |
2.618 |
204.14 |
4.250 |
201.06 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
210.11 |
210.38 |
PP |
210.07 |
210.30 |
S1 |
210.04 |
210.23 |
|