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 |
17,871.25 |
17,855.22 |
-16.03 |
-0.1% |
17,672.62 |
High |
17,929.51 |
17,912.04 |
-17.47 |
-0.1% |
17,977.85 |
Low |
17,779.19 |
17,768.60 |
-10.59 |
-0.1% |
17,655.02 |
Close |
17,863.43 |
17,910.33 |
46.90 |
0.3% |
17,910.33 |
Range |
150.32 |
143.44 |
-6.88 |
-4.6% |
322.83 |
ATR |
179.50 |
176.92 |
-2.58 |
-1.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,293.98 |
18,245.59 |
17,989.22 |
|
R3 |
18,150.54 |
18,102.15 |
17,949.78 |
|
R2 |
18,007.10 |
18,007.10 |
17,936.63 |
|
R1 |
17,958.71 |
17,958.71 |
17,923.48 |
17,982.91 |
PP |
17,863.66 |
17,863.66 |
17,863.66 |
17,875.75 |
S1 |
17,815.27 |
17,815.27 |
17,897.18 |
17,839.47 |
S2 |
17,720.22 |
17,720.22 |
17,884.03 |
|
S3 |
17,576.78 |
17,671.83 |
17,870.88 |
|
S4 |
17,433.34 |
17,528.39 |
17,831.44 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,816.22 |
18,686.11 |
18,087.89 |
|
R3 |
18,493.39 |
18,363.28 |
17,999.11 |
|
R2 |
18,170.56 |
18,170.56 |
17,969.52 |
|
R1 |
18,040.45 |
18,040.45 |
17,939.92 |
18,105.51 |
PP |
17,847.73 |
17,847.73 |
17,847.73 |
17,880.26 |
S1 |
17,717.62 |
17,717.62 |
17,880.74 |
17,782.68 |
S2 |
17,524.90 |
17,524.90 |
17,851.14 |
|
S3 |
17,202.07 |
17,394.79 |
17,821.55 |
|
S4 |
16,879.24 |
17,071.96 |
17,732.77 |
|
|
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% |
160.35 |
0.9% |
79% |
False |
False |
|
10 |
17,977.85 |
17,540.57 |
437.28 |
2.4% |
141.62 |
0.8% |
85% |
False |
False |
|
20 |
17,977.85 |
16,887.67 |
1,090.18 |
6.1% |
152.02 |
0.8% |
94% |
False |
False |
|
40 |
17,977.85 |
15,942.37 |
2,035.48 |
11.4% |
192.43 |
1.1% |
97% |
False |
False |
|
60 |
17,977.85 |
15,370.33 |
2,607.52 |
14.6% |
249.48 |
1.4% |
97% |
False |
False |
|
80 |
18,137.12 |
15,370.33 |
2,766.79 |
15.4% |
229.47 |
1.3% |
92% |
False |
False |
|
100 |
18,188.81 |
15,370.33 |
2,818.48 |
15.7% |
218.51 |
1.2% |
90% |
False |
False |
|
120 |
18,350.13 |
15,370.33 |
2,979.80 |
16.6% |
206.08 |
1.2% |
85% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,521.66 |
2.618 |
18,287.57 |
1.618 |
18,144.13 |
1.000 |
18,055.48 |
0.618 |
18,000.69 |
HIGH |
17,912.04 |
0.618 |
17,857.25 |
0.500 |
17,840.32 |
0.382 |
17,823.39 |
LOW |
17,768.60 |
0.618 |
17,679.95 |
1.000 |
17,625.16 |
1.618 |
17,536.51 |
2.618 |
17,393.07 |
4.250 |
17,158.98 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,886.99 |
17,895.67 |
PP |
17,863.66 |
17,881.02 |
S1 |
17,840.32 |
17,866.36 |
|