| Trading Metrics calculated at close of trading on 05-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
19,175 |
19,215 |
40 |
0.2% |
19,150 |
| High |
19,210 |
19,350 |
140 |
0.7% |
19,325 |
| Low |
19,080 |
19,140 |
60 |
0.3% |
18,940 |
| Close |
19,175 |
19,335 |
160 |
0.8% |
19,000 |
| Range |
130 |
210 |
80 |
61.5% |
385 |
| ATR |
266 |
262 |
-4 |
-1.5% |
0 |
| Volume |
0 |
26 |
26 |
|
27 |
|
| Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,905 |
19,830 |
19,451 |
|
| R3 |
19,695 |
19,620 |
19,393 |
|
| R2 |
19,485 |
19,485 |
19,374 |
|
| R1 |
19,410 |
19,410 |
19,354 |
19,448 |
| PP |
19,275 |
19,275 |
19,275 |
19,294 |
| S1 |
19,200 |
19,200 |
19,316 |
19,238 |
| S2 |
19,065 |
19,065 |
19,297 |
|
| S3 |
18,855 |
18,990 |
19,277 |
|
| S4 |
18,645 |
18,780 |
19,220 |
|
|
| 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 |
19,350 |
18,825 |
525 |
2.7% |
190 |
1.0% |
97% |
True |
False |
5 |
| 10 |
19,350 |
18,825 |
525 |
2.7% |
179 |
0.9% |
97% |
True |
False |
8 |
| 20 |
19,350 |
17,845 |
1,505 |
7.8% |
139 |
0.7% |
99% |
True |
False |
4 |
| 40 |
19,350 |
17,160 |
2,190 |
11.3% |
199 |
1.0% |
99% |
True |
False |
3 |
| 60 |
20,705 |
17,160 |
3,545 |
18.3% |
134 |
0.7% |
61% |
False |
False |
2 |
| 80 |
20,945 |
17,160 |
3,785 |
19.6% |
101 |
0.5% |
57% |
False |
False |
1 |
| 100 |
20,965 |
17,160 |
3,805 |
19.7% |
81 |
0.4% |
57% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
20,243 |
|
2.618 |
19,900 |
|
1.618 |
19,690 |
|
1.000 |
19,560 |
|
0.618 |
19,480 |
|
HIGH |
19,350 |
|
0.618 |
19,270 |
|
0.500 |
19,245 |
|
0.382 |
19,220 |
|
LOW |
19,140 |
|
0.618 |
19,010 |
|
1.000 |
18,930 |
|
1.618 |
18,800 |
|
2.618 |
18,590 |
|
4.250 |
18,248 |
|
|
| Fisher Pivots for day following 05-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
19,305 |
19,295 |
| PP |
19,275 |
19,255 |
| S1 |
19,245 |
19,215 |
|