Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
4,708.25 |
4,700.75 |
-7.50 |
-0.2% |
4,644.50 |
High |
4,727.50 |
4,708.75 |
-18.75 |
-0.4% |
4,729.75 |
Low |
4,673.75 |
4,658.75 |
-15.00 |
-0.3% |
4,625.00 |
Close |
4,695.25 |
4,703.00 |
7.75 |
0.2% |
4,703.00 |
Range |
53.75 |
50.00 |
-3.75 |
-7.0% |
104.75 |
ATR |
67.16 |
65.93 |
-1.23 |
-1.8% |
0.00 |
Volume |
246,167 |
276,682 |
30,515 |
12.4% |
1,103,266 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,840.25 |
4,821.50 |
4,730.50 |
|
R3 |
4,790.25 |
4,771.50 |
4,716.75 |
|
R2 |
4,740.25 |
4,740.25 |
4,712.25 |
|
R1 |
4,721.50 |
4,721.50 |
4,707.50 |
4,731.00 |
PP |
4,690.25 |
4,690.25 |
4,690.25 |
4,694.75 |
S1 |
4,671.50 |
4,671.50 |
4,698.50 |
4,681.00 |
S2 |
4,640.25 |
4,640.25 |
4,693.75 |
|
S3 |
4,590.25 |
4,621.50 |
4,689.25 |
|
S4 |
4,540.25 |
4,571.50 |
4,675.50 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,000.25 |
4,956.25 |
4,760.50 |
|
R3 |
4,895.50 |
4,851.50 |
4,731.75 |
|
R2 |
4,790.75 |
4,790.75 |
4,722.25 |
|
R1 |
4,746.75 |
4,746.75 |
4,712.50 |
4,768.75 |
PP |
4,686.00 |
4,686.00 |
4,686.00 |
4,697.00 |
S1 |
4,642.00 |
4,642.00 |
4,693.50 |
4,664.00 |
S2 |
4,581.25 |
4,581.25 |
4,683.75 |
|
S3 |
4,476.50 |
4,537.25 |
4,674.25 |
|
S4 |
4,371.75 |
4,432.50 |
4,645.50 |
|
|
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% |
53.50 |
1.1% |
74% |
False |
False |
220,653 |
10 |
4,729.75 |
4,592.75 |
137.00 |
2.9% |
51.50 |
1.1% |
80% |
False |
False |
220,797 |
20 |
4,729.75 |
4,317.50 |
412.25 |
8.8% |
58.00 |
1.2% |
94% |
False |
False |
237,194 |
40 |
4,729.75 |
4,040.75 |
689.00 |
14.7% |
74.50 |
1.6% |
96% |
False |
False |
271,311 |
60 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
89.25 |
1.9% |
97% |
False |
False |
187,189 |
80 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
81.50 |
1.7% |
97% |
False |
False |
140,443 |
100 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
75.75 |
1.6% |
97% |
False |
False |
112,366 |
120 |
4,729.75 |
3,901.00 |
828.75 |
17.6% |
66.00 |
1.4% |
97% |
False |
False |
93,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,921.25 |
2.618 |
4,839.75 |
1.618 |
4,789.75 |
1.000 |
4,758.75 |
0.618 |
4,739.75 |
HIGH |
4,708.75 |
0.618 |
4,689.75 |
0.500 |
4,683.75 |
0.382 |
4,677.75 |
LOW |
4,658.75 |
0.618 |
4,627.75 |
1.000 |
4,608.75 |
1.618 |
4,577.75 |
2.618 |
4,527.75 |
4.250 |
4,446.25 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
4,696.50 |
4,700.00 |
PP |
4,690.25 |
4,697.25 |
S1 |
4,683.75 |
4,694.25 |
|