| 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 |
10,845.5 |
10,761.0 |
-84.5 |
-0.8% |
10,810.0 |
| High |
10,880.0 |
10,995.0 |
115.0 |
1.1% |
10,927.0 |
| Low |
10,746.5 |
10,727.5 |
-19.0 |
-0.2% |
10,685.5 |
| Close |
10,819.5 |
10,956.0 |
136.5 |
1.3% |
10,819.5 |
| Range |
133.5 |
267.5 |
134.0 |
100.4% |
241.5 |
| ATR |
210.4 |
214.5 |
4.1 |
1.9% |
0.0 |
| Volume |
82,194 |
77,912 |
-4,282 |
-5.2% |
444,962 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,695.3 |
11,593.2 |
11,103.1 |
|
| R3 |
11,427.8 |
11,325.7 |
11,029.6 |
|
| R2 |
11,160.3 |
11,160.3 |
11,005.0 |
|
| R1 |
11,058.2 |
11,058.2 |
10,980.5 |
11,109.3 |
| PP |
10,892.8 |
10,892.8 |
10,892.8 |
10,918.4 |
| S1 |
10,790.7 |
10,790.7 |
10,931.5 |
10,841.8 |
| S2 |
10,625.3 |
10,625.3 |
10,907.0 |
|
| S3 |
10,357.8 |
10,523.2 |
10,882.4 |
|
| S4 |
10,090.3 |
10,255.7 |
10,808.9 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,535.2 |
11,418.8 |
10,952.3 |
|
| R3 |
11,293.7 |
11,177.3 |
10,885.9 |
|
| R2 |
11,052.2 |
11,052.2 |
10,863.8 |
|
| R1 |
10,935.8 |
10,935.8 |
10,841.6 |
10,994.0 |
| PP |
10,810.7 |
10,810.7 |
10,810.7 |
10,839.8 |
| S1 |
10,694.3 |
10,694.3 |
10,797.4 |
10,752.5 |
| S2 |
10,569.2 |
10,569.2 |
10,775.2 |
|
| S3 |
10,327.7 |
10,452.8 |
10,753.1 |
|
| S4 |
10,086.2 |
10,211.3 |
10,686.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
10,995.0 |
10,685.5 |
309.5 |
2.8% |
182.7 |
1.7% |
87% |
True |
False |
87,187 |
| 10 |
10,995.0 |
10,076.0 |
919.0 |
8.4% |
199.0 |
1.8% |
96% |
True |
False |
96,747 |
| 20 |
10,995.0 |
9,728.0 |
1,267.0 |
11.6% |
182.0 |
1.7% |
97% |
True |
False |
97,880 |
| 40 |
10,995.0 |
9,301.0 |
1,694.0 |
15.5% |
215.9 |
2.0% |
98% |
True |
False |
98,276 |
| 60 |
11,615.0 |
9,301.0 |
2,314.0 |
21.1% |
231.8 |
2.1% |
72% |
False |
False |
65,986 |
| 80 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
212.7 |
1.9% |
66% |
False |
False |
49,572 |
| 100 |
11,811.0 |
9,301.0 |
2,510.0 |
22.9% |
216.5 |
2.0% |
66% |
False |
False |
39,742 |
| 120 |
11,900.5 |
9,301.0 |
2,599.5 |
23.7% |
209.4 |
1.9% |
64% |
False |
False |
33,132 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,131.9 |
|
2.618 |
11,695.3 |
|
1.618 |
11,427.8 |
|
1.000 |
11,262.5 |
|
0.618 |
11,160.3 |
|
HIGH |
10,995.0 |
|
0.618 |
10,892.8 |
|
0.500 |
10,861.3 |
|
0.382 |
10,829.7 |
|
LOW |
10,727.5 |
|
0.618 |
10,562.2 |
|
1.000 |
10,460.0 |
|
1.618 |
10,294.7 |
|
2.618 |
10,027.2 |
|
4.250 |
9,590.6 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
10,924.4 |
10,924.4 |
| PP |
10,892.8 |
10,892.8 |
| S1 |
10,861.3 |
10,861.3 |
|