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 |
4,711.75 |
4,708.25 |
-3.50 |
-0.1% |
4,614.00 |
High |
4,729.75 |
4,727.50 |
-2.25 |
0.0% |
4,690.25 |
Low |
4,691.25 |
4,673.75 |
-17.50 |
-0.4% |
4,592.75 |
Close |
4,709.50 |
4,695.25 |
-14.25 |
-0.3% |
4,643.25 |
Range |
38.50 |
53.75 |
15.25 |
39.6% |
97.50 |
ATR |
68.19 |
67.16 |
-1.03 |
-1.5% |
0.00 |
Volume |
231,004 |
246,167 |
15,163 |
6.6% |
1,104,711 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,860.00 |
4,831.50 |
4,724.75 |
|
R3 |
4,806.25 |
4,777.75 |
4,710.00 |
|
R2 |
4,752.50 |
4,752.50 |
4,705.00 |
|
R1 |
4,724.00 |
4,724.00 |
4,700.25 |
4,711.50 |
PP |
4,698.75 |
4,698.75 |
4,698.75 |
4,692.50 |
S1 |
4,670.25 |
4,670.25 |
4,690.25 |
4,657.50 |
S2 |
4,645.00 |
4,645.00 |
4,685.50 |
|
S3 |
4,591.25 |
4,616.50 |
4,680.50 |
|
S4 |
4,537.50 |
4,562.75 |
4,665.75 |
|
|
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% |
54.25 |
1.2% |
67% |
False |
False |
207,565 |
10 |
4,729.75 |
4,562.00 |
167.75 |
3.6% |
54.00 |
1.2% |
79% |
False |
False |
229,288 |
20 |
4,729.75 |
4,317.50 |
412.25 |
8.8% |
57.75 |
1.2% |
92% |
False |
False |
233,801 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.7% |
75.00 |
1.6% |
95% |
False |
False |
269,338 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.7% |
89.00 |
1.9% |
96% |
False |
False |
182,587 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.7% |
81.75 |
1.7% |
96% |
False |
False |
136,984 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.7% |
75.50 |
1.6% |
96% |
False |
False |
109,599 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.7% |
65.75 |
1.4% |
96% |
False |
False |
91,333 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,956.00 |
2.618 |
4,868.25 |
1.618 |
4,814.50 |
1.000 |
4,781.25 |
0.618 |
4,760.75 |
HIGH |
4,727.50 |
0.618 |
4,707.00 |
0.500 |
4,700.50 |
0.382 |
4,694.25 |
LOW |
4,673.75 |
0.618 |
4,640.50 |
1.000 |
4,620.00 |
1.618 |
4,586.75 |
2.618 |
4,533.00 |
4.250 |
4,445.25 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,700.50 |
4,701.75 |
PP |
4,698.75 |
4,699.50 |
S1 |
4,697.00 |
4,697.50 |
|