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 |
4,666.00 |
4,644.50 |
-21.50 |
-0.5% |
4,614.00 |
High |
4,690.25 |
4,699.50 |
9.25 |
0.2% |
4,690.25 |
Low |
4,636.00 |
4,625.00 |
-11.00 |
-0.2% |
4,592.75 |
Close |
4,643.25 |
4,694.00 |
50.75 |
1.1% |
4,643.25 |
Range |
54.25 |
74.50 |
20.25 |
37.3% |
97.50 |
ATR |
71.81 |
72.01 |
0.19 |
0.3% |
0.00 |
Volume |
211,241 |
162,655 |
-48,586 |
-23.0% |
1,104,711 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,896.25 |
4,869.75 |
4,735.00 |
|
R3 |
4,821.75 |
4,795.25 |
4,714.50 |
|
R2 |
4,747.25 |
4,747.25 |
4,707.75 |
|
R1 |
4,720.75 |
4,720.75 |
4,700.75 |
4,734.00 |
PP |
4,672.75 |
4,672.75 |
4,672.75 |
4,679.50 |
S1 |
4,646.25 |
4,646.25 |
4,687.25 |
4,659.50 |
S2 |
4,598.25 |
4,598.25 |
4,680.25 |
|
S3 |
4,523.75 |
4,571.75 |
4,673.50 |
|
S4 |
4,449.25 |
4,497.25 |
4,653.00 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,934.50 |
4,886.50 |
4,697.00 |
|
R3 |
4,837.00 |
4,789.00 |
4,670.00 |
|
R2 |
4,739.50 |
4,739.50 |
4,661.00 |
|
R1 |
4,691.50 |
4,691.50 |
4,652.25 |
4,715.50 |
PP |
4,642.00 |
4,642.00 |
4,642.00 |
4,654.00 |
S1 |
4,594.00 |
4,594.00 |
4,634.25 |
4,618.00 |
S2 |
4,544.50 |
4,544.50 |
4,625.50 |
|
S3 |
4,447.00 |
4,496.50 |
4,616.50 |
|
S4 |
4,349.50 |
4,399.00 |
4,589.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,699.50 |
4,600.50 |
99.00 |
2.1% |
57.00 |
1.2% |
94% |
True |
False |
216,647 |
10 |
4,699.50 |
4,394.75 |
304.75 |
6.5% |
66.50 |
1.4% |
98% |
True |
False |
246,742 |
20 |
4,699.50 |
4,263.50 |
436.00 |
9.3% |
61.00 |
1.3% |
99% |
True |
False |
246,174 |
40 |
4,699.50 |
4,040.75 |
658.75 |
14.0% |
80.00 |
1.7% |
99% |
True |
False |
256,215 |
60 |
4,699.50 |
3,901.00 |
798.50 |
17.0% |
91.00 |
1.9% |
99% |
True |
False |
171,544 |
80 |
4,699.50 |
3,901.00 |
798.50 |
17.0% |
81.75 |
1.7% |
99% |
True |
False |
128,688 |
100 |
4,699.50 |
3,901.00 |
798.50 |
17.0% |
75.25 |
1.6% |
99% |
True |
False |
102,960 |
120 |
4,699.50 |
3,901.00 |
798.50 |
17.0% |
65.00 |
1.4% |
99% |
True |
False |
85,800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,016.00 |
2.618 |
4,894.50 |
1.618 |
4,820.00 |
1.000 |
4,774.00 |
0.618 |
4,745.50 |
HIGH |
4,699.50 |
0.618 |
4,671.00 |
0.500 |
4,662.25 |
0.382 |
4,653.50 |
LOW |
4,625.00 |
0.618 |
4,579.00 |
1.000 |
4,550.50 |
1.618 |
4,504.50 |
2.618 |
4,430.00 |
4.250 |
4,308.50 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,683.50 |
4,683.50 |
PP |
4,672.75 |
4,672.75 |
S1 |
4,662.25 |
4,662.25 |
|