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 |
17,929.58 |
17,871.25 |
-58.33 |
-0.3% |
17,649.57 |
High |
17,964.12 |
17,929.51 |
-34.61 |
-0.2% |
17,799.96 |
Low |
17,828.83 |
17,779.19 |
-49.64 |
-0.3% |
17,540.57 |
Close |
17,867.58 |
17,863.43 |
-4.15 |
0.0% |
17,663.54 |
Range |
135.29 |
150.32 |
15.03 |
11.1% |
259.39 |
ATR |
181.74 |
179.50 |
-2.24 |
-1.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,308.34 |
18,236.20 |
17,946.11 |
|
R3 |
18,158.02 |
18,085.88 |
17,904.77 |
|
R2 |
18,007.70 |
18,007.70 |
17,890.99 |
|
R1 |
17,935.56 |
17,935.56 |
17,877.21 |
17,896.47 |
PP |
17,857.38 |
17,857.38 |
17,857.38 |
17,837.83 |
S1 |
17,785.24 |
17,785.24 |
17,849.65 |
17,746.15 |
S2 |
17,707.06 |
17,707.06 |
17,835.87 |
|
S3 |
17,556.74 |
17,634.92 |
17,822.09 |
|
S4 |
17,406.42 |
17,484.60 |
17,780.75 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,446.19 |
18,314.26 |
17,806.20 |
|
R3 |
18,186.80 |
18,054.87 |
17,734.87 |
|
R2 |
17,927.41 |
17,927.41 |
17,711.09 |
|
R1 |
17,795.48 |
17,795.48 |
17,687.32 |
17,861.45 |
PP |
17,668.02 |
17,668.02 |
17,668.02 |
17,701.01 |
S1 |
17,536.09 |
17,536.09 |
17,639.76 |
17,602.06 |
S2 |
17,408.63 |
17,408.63 |
17,615.99 |
|
S3 |
17,149.24 |
17,276.70 |
17,592.21 |
|
S4 |
16,889.85 |
17,017.31 |
17,520.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,977.85 |
17,655.02 |
322.83 |
1.8% |
159.08 |
0.9% |
65% |
False |
False |
|
10 |
17,977.85 |
17,525.11 |
452.74 |
2.5% |
142.70 |
0.8% |
75% |
False |
False |
|
20 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
149.03 |
0.8% |
90% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
193.59 |
1.1% |
94% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
249.43 |
1.4% |
96% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.5% |
228.51 |
1.3% |
90% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.8% |
218.65 |
1.2% |
88% |
False |
False |
|
120 |
18,351.36 |
15,370.33 |
2,981.03 |
16.7% |
205.64 |
1.2% |
84% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,568.37 |
2.618 |
18,323.05 |
1.618 |
18,172.73 |
1.000 |
18,079.83 |
0.618 |
18,022.41 |
HIGH |
17,929.51 |
0.618 |
17,872.09 |
0.500 |
17,854.35 |
0.382 |
17,836.61 |
LOW |
17,779.19 |
0.618 |
17,686.29 |
1.000 |
17,628.87 |
1.618 |
17,535.97 |
2.618 |
17,385.65 |
4.250 |
17,140.33 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,860.40 |
17,878.52 |
PP |
17,857.38 |
17,873.49 |
S1 |
17,854.35 |
17,868.46 |
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