| 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 |
19,020 |
18,880 |
-140 |
-0.7% |
19,180 |
| High |
19,275 |
19,055 |
-220 |
-1.1% |
19,275 |
| Low |
18,765 |
18,675 |
-90 |
-0.5% |
18,765 |
| Close |
18,915 |
19,020 |
105 |
0.6% |
18,915 |
| Range |
510 |
380 |
-130 |
-25.5% |
510 |
| ATR |
402 |
401 |
-2 |
-0.4% |
0 |
| Volume |
17,600 |
11,599 |
-6,001 |
-34.1% |
59,903 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,057 |
19,918 |
19,229 |
|
| R3 |
19,677 |
19,538 |
19,125 |
|
| R2 |
19,297 |
19,297 |
19,090 |
|
| R1 |
19,158 |
19,158 |
19,055 |
19,228 |
| PP |
18,917 |
18,917 |
18,917 |
18,951 |
| S1 |
18,778 |
18,778 |
18,985 |
18,848 |
| S2 |
18,537 |
18,537 |
18,950 |
|
| S3 |
18,157 |
18,398 |
18,916 |
|
| S4 |
17,777 |
18,018 |
18,811 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,515 |
20,225 |
19,196 |
|
| R3 |
20,005 |
19,715 |
19,055 |
|
| R2 |
19,495 |
19,495 |
19,009 |
|
| R1 |
19,205 |
19,205 |
18,962 |
19,095 |
| PP |
18,985 |
18,985 |
18,985 |
18,930 |
| S1 |
18,695 |
18,695 |
18,868 |
18,585 |
| S2 |
18,475 |
18,475 |
18,822 |
|
| S3 |
17,965 |
18,185 |
18,775 |
|
| S4 |
17,455 |
17,675 |
18,635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,275 |
18,675 |
600 |
3.2% |
369 |
1.9% |
58% |
False |
True |
12,330 |
| 10 |
19,275 |
18,220 |
1,055 |
5.5% |
361 |
1.9% |
76% |
False |
False |
11,962 |
| 20 |
19,275 |
17,730 |
1,545 |
8.1% |
353 |
1.9% |
83% |
False |
False |
11,407 |
| 40 |
19,275 |
16,995 |
2,280 |
12.0% |
444 |
2.3% |
89% |
False |
False |
14,275 |
| 60 |
20,880 |
16,995 |
3,885 |
20.4% |
487 |
2.6% |
52% |
False |
False |
9,773 |
| 80 |
20,880 |
16,995 |
3,885 |
20.4% |
402 |
2.1% |
52% |
False |
False |
7,346 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,670 |
|
2.618 |
20,050 |
|
1.618 |
19,670 |
|
1.000 |
19,435 |
|
0.618 |
19,290 |
|
HIGH |
19,055 |
|
0.618 |
18,910 |
|
0.500 |
18,865 |
|
0.382 |
18,820 |
|
LOW |
18,675 |
|
0.618 |
18,440 |
|
1.000 |
18,295 |
|
1.618 |
18,060 |
|
2.618 |
17,680 |
|
4.250 |
17,060 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
18,968 |
19,005 |
| PP |
18,917 |
18,990 |
| S1 |
18,865 |
18,975 |
|