| 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 |
19,105 |
19,105 |
0 |
0.0% |
19,150 |
| High |
19,270 |
19,105 |
-165 |
-0.9% |
19,325 |
| Low |
18,940 |
18,825 |
-115 |
-0.6% |
18,940 |
| Close |
19,000 |
19,105 |
105 |
0.6% |
19,000 |
| Range |
330 |
280 |
-50 |
-15.2% |
385 |
| ATR |
295 |
294 |
-1 |
-0.4% |
0 |
| Volume |
1 |
0 |
-1 |
-100.0% |
27 |
|
| Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,852 |
19,758 |
19,259 |
|
| R3 |
19,572 |
19,478 |
19,182 |
|
| R2 |
19,292 |
19,292 |
19,156 |
|
| R1 |
19,198 |
19,198 |
19,131 |
19,245 |
| PP |
19,012 |
19,012 |
19,012 |
19,035 |
| S1 |
18,918 |
18,918 |
19,079 |
18,965 |
| S2 |
18,732 |
18,732 |
19,054 |
|
| S3 |
18,452 |
18,638 |
19,028 |
|
| S4 |
18,172 |
18,358 |
18,951 |
|
|
| Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
20,243 |
20,007 |
19,212 |
|
| R3 |
19,858 |
19,622 |
19,106 |
|
| R2 |
19,473 |
19,473 |
19,071 |
|
| R1 |
19,237 |
19,237 |
19,035 |
19,163 |
| PP |
19,088 |
19,088 |
19,088 |
19,051 |
| S1 |
18,852 |
18,852 |
18,965 |
18,778 |
| S2 |
18,703 |
18,703 |
18,930 |
|
| S3 |
18,318 |
18,467 |
18,894 |
|
| S4 |
17,933 |
18,082 |
18,788 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
19,325 |
18,825 |
500 |
2.6% |
203 |
1.1% |
56% |
False |
True |
1 |
| 10 |
19,325 |
18,295 |
1,030 |
5.4% |
185 |
1.0% |
79% |
False |
False |
6 |
| 20 |
19,325 |
17,845 |
1,480 |
7.7% |
158 |
0.8% |
85% |
False |
False |
3 |
| 40 |
19,325 |
17,160 |
2,165 |
11.3% |
193 |
1.0% |
90% |
False |
False |
2 |
| 60 |
20,945 |
17,160 |
3,785 |
19.8% |
129 |
0.7% |
51% |
False |
False |
1 |
| 80 |
20,945 |
17,160 |
3,785 |
19.8% |
97 |
0.5% |
51% |
False |
False |
1 |
| 100 |
20,965 |
17,160 |
3,805 |
19.9% |
77 |
0.4% |
51% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,295 |
|
2.618 |
19,838 |
|
1.618 |
19,558 |
|
1.000 |
19,385 |
|
0.618 |
19,278 |
|
HIGH |
19,105 |
|
0.618 |
18,998 |
|
0.500 |
18,965 |
|
0.382 |
18,932 |
|
LOW |
18,825 |
|
0.618 |
18,652 |
|
1.000 |
18,545 |
|
1.618 |
18,372 |
|
2.618 |
18,092 |
|
4.250 |
17,635 |
|
|
| Fisher Pivots for day following 02-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,058 |
19,086 |
| PP |
19,012 |
19,067 |
| S1 |
18,965 |
19,048 |
|