| 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 |
4,644.50 |
4,688.25 |
43.75 |
0.9% |
4,614.00 |
| High |
4,699.50 |
4,727.50 |
28.00 |
0.6% |
4,690.25 |
| Low |
4,625.00 |
4,677.00 |
52.00 |
1.1% |
4,592.75 |
| Close |
4,694.00 |
4,712.00 |
18.00 |
0.4% |
4,643.25 |
| Range |
74.50 |
50.50 |
-24.00 |
-32.2% |
97.50 |
| ATR |
72.01 |
70.47 |
-1.54 |
-2.1% |
0.00 |
| Volume |
162,655 |
186,758 |
24,103 |
14.8% |
1,104,711 |
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,857.00 |
4,835.00 |
4,739.75 |
|
| R3 |
4,806.50 |
4,784.50 |
4,726.00 |
|
| R2 |
4,756.00 |
4,756.00 |
4,721.25 |
|
| R1 |
4,734.00 |
4,734.00 |
4,716.75 |
4,745.00 |
| PP |
4,705.50 |
4,705.50 |
4,705.50 |
4,711.00 |
| S1 |
4,683.50 |
4,683.50 |
4,707.25 |
4,694.50 |
| S2 |
4,655.00 |
4,655.00 |
4,702.75 |
|
| S3 |
4,604.50 |
4,633.00 |
4,698.00 |
|
| S4 |
4,554.00 |
4,582.50 |
4,684.25 |
|
|
| 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 |
4,727.50 |
4,600.50 |
127.00 |
2.7% |
57.00 |
1.2% |
88% |
True |
False |
210,411 |
| 10 |
4,727.50 |
4,394.75 |
332.75 |
7.1% |
67.25 |
1.4% |
95% |
True |
False |
245,397 |
| 20 |
4,727.50 |
4,265.00 |
462.50 |
9.8% |
60.50 |
1.3% |
97% |
True |
False |
242,293 |
| 40 |
4,727.50 |
4,040.75 |
686.75 |
14.6% |
78.50 |
1.7% |
98% |
True |
False |
260,514 |
| 60 |
4,727.50 |
3,901.00 |
826.50 |
17.5% |
90.75 |
1.9% |
98% |
True |
False |
174,651 |
| 80 |
4,727.50 |
3,901.00 |
826.50 |
17.5% |
81.25 |
1.7% |
98% |
True |
False |
131,022 |
| 100 |
4,727.50 |
3,901.00 |
826.50 |
17.5% |
75.50 |
1.6% |
98% |
True |
False |
104,827 |
| 120 |
4,727.50 |
3,901.00 |
826.50 |
17.5% |
65.00 |
1.4% |
98% |
True |
False |
87,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,942.00 |
|
2.618 |
4,859.75 |
|
1.618 |
4,809.25 |
|
1.000 |
4,778.00 |
|
0.618 |
4,758.75 |
|
HIGH |
4,727.50 |
|
0.618 |
4,708.25 |
|
0.500 |
4,702.25 |
|
0.382 |
4,696.25 |
|
LOW |
4,677.00 |
|
0.618 |
4,645.75 |
|
1.000 |
4,626.50 |
|
1.618 |
4,595.25 |
|
2.618 |
4,544.75 |
|
4.250 |
4,462.50 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
4,708.75 |
4,700.00 |
| PP |
4,705.50 |
4,688.25 |
| S1 |
4,702.25 |
4,676.25 |
|