| Trading Metrics calculated at close of trading on 03-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,105 |
19,155 |
50 |
0.3% |
19,150 |
| High |
19,105 |
19,155 |
50 |
0.3% |
19,325 |
| Low |
18,825 |
19,155 |
330 |
1.8% |
18,940 |
| Close |
19,105 |
19,155 |
50 |
0.3% |
19,000 |
| Range |
280 |
0 |
-280 |
-100.0% |
385 |
| ATR |
294 |
276 |
-17 |
-5.9% |
0 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,155 |
19,155 |
19,155 |
|
| R3 |
19,155 |
19,155 |
19,155 |
|
| R2 |
19,155 |
19,155 |
19,155 |
|
| R1 |
19,155 |
19,155 |
19,155 |
19,155 |
| PP |
19,155 |
19,155 |
19,155 |
19,155 |
| S1 |
19,155 |
19,155 |
19,155 |
19,155 |
| S2 |
19,155 |
19,155 |
19,155 |
|
| S3 |
19,155 |
19,155 |
19,155 |
|
| S4 |
19,155 |
19,155 |
19,155 |
|
|
| 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% |
194 |
1.0% |
66% |
False |
False |
|
| 10 |
19,325 |
18,520 |
805 |
4.2% |
185 |
1.0% |
79% |
False |
False |
6 |
| 20 |
19,325 |
17,845 |
1,480 |
7.7% |
150 |
0.8% |
89% |
False |
False |
3 |
| 40 |
19,325 |
17,160 |
2,165 |
11.3% |
193 |
1.0% |
92% |
False |
False |
2 |
| 60 |
20,705 |
17,160 |
3,545 |
18.5% |
129 |
0.7% |
56% |
False |
False |
1 |
| 80 |
20,945 |
17,160 |
3,785 |
19.8% |
97 |
0.5% |
53% |
False |
False |
1 |
| 100 |
20,965 |
17,160 |
3,805 |
19.9% |
77 |
0.4% |
52% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,155 |
|
2.618 |
19,155 |
|
1.618 |
19,155 |
|
1.000 |
19,155 |
|
0.618 |
19,155 |
|
HIGH |
19,155 |
|
0.618 |
19,155 |
|
0.500 |
19,155 |
|
0.382 |
19,155 |
|
LOW |
19,155 |
|
0.618 |
19,155 |
|
1.000 |
19,155 |
|
1.618 |
19,155 |
|
2.618 |
19,155 |
|
4.250 |
19,155 |
|
|
| Fisher Pivots for day following 03-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,155 |
19,119 |
| PP |
19,155 |
19,083 |
| S1 |
19,155 |
19,048 |
|