| Trading Metrics calculated at close of trading on 06-Nov-2015 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
| Open |
1,110.3 |
1,105.6 |
-4.7 |
-0.4% |
1,139.8 |
| High |
1,112.0 |
1,110.0 |
-2.0 |
-0.2% |
1,142.3 |
| Low |
1,103.9 |
1,087.4 |
-16.5 |
-1.5% |
1,087.4 |
| Close |
1,105.9 |
1,089.5 |
-16.4 |
-1.5% |
1,089.5 |
| Range |
8.1 |
22.6 |
14.5 |
179.0% |
54.9 |
| ATR |
14.5 |
15.1 |
0.6 |
4.0% |
0.0 |
| Volume |
1,052 |
5,757 |
4,705 |
447.2% |
13,004 |
|
| Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,163.4 |
1,149.1 |
1,101.9 |
|
| R3 |
1,140.8 |
1,126.5 |
1,095.7 |
|
| R2 |
1,118.2 |
1,118.2 |
1,093.6 |
|
| R1 |
1,103.9 |
1,103.9 |
1,091.6 |
1,099.8 |
| PP |
1,095.6 |
1,095.6 |
1,095.6 |
1,093.6 |
| S1 |
1,081.3 |
1,081.3 |
1,087.4 |
1,077.2 |
| S2 |
1,073.0 |
1,073.0 |
1,085.4 |
|
| S3 |
1,050.4 |
1,058.7 |
1,083.3 |
|
| S4 |
1,027.8 |
1,036.1 |
1,077.1 |
|
|
| Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,271.1 |
1,235.2 |
1,119.7 |
|
| R3 |
1,216.2 |
1,180.3 |
1,104.6 |
|
| R2 |
1,161.3 |
1,161.3 |
1,099.6 |
|
| R1 |
1,125.4 |
1,125.4 |
1,094.5 |
1,115.9 |
| PP |
1,106.4 |
1,106.4 |
1,106.4 |
1,101.7 |
| S1 |
1,070.5 |
1,070.5 |
1,084.5 |
1,061.0 |
| S2 |
1,051.5 |
1,051.5 |
1,079.4 |
|
| S3 |
996.6 |
1,015.6 |
1,074.4 |
|
| S4 |
941.7 |
960.7 |
1,059.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,142.3 |
1,087.4 |
54.9 |
5.0% |
15.2 |
1.4% |
4% |
False |
True |
2,600 |
| 10 |
1,184.0 |
1,087.4 |
96.6 |
8.9% |
14.2 |
1.3% |
2% |
False |
True |
1,918 |
| 20 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
13.9 |
1.3% |
2% |
False |
True |
1,582 |
| 40 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
13.2 |
1.2% |
2% |
False |
True |
1,457 |
| 60 |
1,191.9 |
1,087.4 |
104.5 |
9.6% |
12.4 |
1.1% |
2% |
False |
True |
1,341 |
| 80 |
1,191.9 |
1,080.9 |
111.0 |
10.2% |
11.8 |
1.1% |
8% |
False |
False |
1,268 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,206.1 |
|
2.618 |
1,169.2 |
|
1.618 |
1,146.6 |
|
1.000 |
1,132.6 |
|
0.618 |
1,124.0 |
|
HIGH |
1,110.0 |
|
0.618 |
1,101.4 |
|
0.500 |
1,098.7 |
|
0.382 |
1,096.0 |
|
LOW |
1,087.4 |
|
0.618 |
1,073.4 |
|
1.000 |
1,064.8 |
|
1.618 |
1,050.8 |
|
2.618 |
1,028.2 |
|
4.250 |
991.4 |
|
|
| Fisher Pivots for day following 06-Nov-2015 |
| Pivot |
1 day |
3 day |
| R1 |
1,098.7 |
1,105.4 |
| PP |
1,095.6 |
1,100.1 |
| S1 |
1,092.6 |
1,094.8 |
|