| 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 |
19,000 |
19,060 |
60 |
0.3% |
19,180 |
| High |
19,160 |
19,230 |
70 |
0.4% |
19,275 |
| Low |
18,960 |
18,920 |
-40 |
-0.2% |
18,765 |
| Close |
19,070 |
19,090 |
20 |
0.1% |
18,915 |
| Range |
200 |
310 |
110 |
55.0% |
510 |
| ATR |
386 |
381 |
-5 |
-1.4% |
0 |
| Volume |
6,279 |
13,643 |
7,364 |
117.3% |
59,903 |
|
| Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,010 |
19,860 |
19,261 |
|
| R3 |
19,700 |
19,550 |
19,175 |
|
| R2 |
19,390 |
19,390 |
19,147 |
|
| R1 |
19,240 |
19,240 |
19,119 |
19,315 |
| PP |
19,080 |
19,080 |
19,080 |
19,118 |
| S1 |
18,930 |
18,930 |
19,062 |
19,005 |
| S2 |
18,770 |
18,770 |
19,033 |
|
| S3 |
18,460 |
18,620 |
19,005 |
|
| S4 |
18,150 |
18,310 |
18,920 |
|
|
| 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 |
3.1% |
348 |
1.8% |
69% |
False |
False |
11,822 |
| 10 |
19,275 |
18,435 |
840 |
4.4% |
355 |
1.9% |
78% |
False |
False |
12,040 |
| 20 |
19,275 |
17,730 |
1,545 |
8.1% |
340 |
1.8% |
88% |
False |
False |
11,036 |
| 40 |
19,275 |
16,995 |
2,280 |
11.9% |
415 |
2.2% |
92% |
False |
False |
13,222 |
| 60 |
20,640 |
16,995 |
3,645 |
19.1% |
488 |
2.6% |
57% |
False |
False |
10,104 |
| 80 |
20,880 |
16,995 |
3,885 |
20.4% |
402 |
2.1% |
54% |
False |
False |
7,594 |
| 100 |
20,900 |
16,995 |
3,905 |
20.5% |
359 |
1.9% |
54% |
False |
False |
6,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,548 |
|
2.618 |
20,042 |
|
1.618 |
19,732 |
|
1.000 |
19,540 |
|
0.618 |
19,422 |
|
HIGH |
19,230 |
|
0.618 |
19,112 |
|
0.500 |
19,075 |
|
0.382 |
19,039 |
|
LOW |
18,920 |
|
0.618 |
18,729 |
|
1.000 |
18,610 |
|
1.618 |
18,419 |
|
2.618 |
18,109 |
|
4.250 |
17,603 |
|
|
| Fisher Pivots for day following 04-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,085 |
19,044 |
| PP |
19,080 |
18,998 |
| S1 |
19,075 |
18,953 |
|