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 |
4,688.25 |
4,711.75 |
23.50 |
0.5% |
4,614.00 |
High |
4,727.50 |
4,729.75 |
2.25 |
0.0% |
4,690.25 |
Low |
4,677.00 |
4,691.25 |
14.25 |
0.3% |
4,592.75 |
Close |
4,712.00 |
4,709.50 |
-2.50 |
-0.1% |
4,643.25 |
Range |
50.50 |
38.50 |
-12.00 |
-23.8% |
97.50 |
ATR |
70.47 |
68.19 |
-2.28 |
-3.2% |
0.00 |
Volume |
186,758 |
231,004 |
44,246 |
23.7% |
1,104,711 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,825.75 |
4,806.00 |
4,730.75 |
|
R3 |
4,787.25 |
4,767.50 |
4,720.00 |
|
R2 |
4,748.75 |
4,748.75 |
4,716.50 |
|
R1 |
4,729.00 |
4,729.00 |
4,713.00 |
4,719.50 |
PP |
4,710.25 |
4,710.25 |
4,710.25 |
4,705.50 |
S1 |
4,690.50 |
4,690.50 |
4,706.00 |
4,681.00 |
S2 |
4,671.75 |
4,671.75 |
4,702.50 |
|
S3 |
4,633.25 |
4,652.00 |
4,699.00 |
|
S4 |
4,594.75 |
4,613.50 |
4,688.25 |
|
|
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 |
4,729.75 |
4,625.00 |
104.75 |
2.2% |
49.00 |
1.0% |
81% |
True |
False |
195,237 |
10 |
4,729.75 |
4,402.00 |
327.75 |
7.0% |
65.00 |
1.4% |
94% |
True |
False |
239,521 |
20 |
4,729.75 |
4,265.00 |
464.75 |
9.9% |
59.25 |
1.3% |
96% |
True |
False |
237,344 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.6% |
76.00 |
1.6% |
97% |
True |
False |
265,516 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
89.75 |
1.9% |
98% |
True |
False |
178,498 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
81.25 |
1.7% |
98% |
True |
False |
133,909 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
75.50 |
1.6% |
98% |
True |
False |
107,137 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
65.50 |
1.4% |
98% |
True |
False |
89,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,893.50 |
2.618 |
4,830.50 |
1.618 |
4,792.00 |
1.000 |
4,768.25 |
0.618 |
4,753.50 |
HIGH |
4,729.75 |
0.618 |
4,715.00 |
0.500 |
4,710.50 |
0.382 |
4,706.00 |
LOW |
4,691.25 |
0.618 |
4,667.50 |
1.000 |
4,652.75 |
1.618 |
4,629.00 |
2.618 |
4,590.50 |
4.250 |
4,527.50 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,710.50 |
4,698.75 |
PP |
4,710.25 |
4,688.00 |
S1 |
4,709.75 |
4,677.50 |
|