Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,546 |
17,541 |
-5 |
0.0% |
17,106 |
High |
17,579 |
17,555 |
-24 |
-0.1% |
17,597 |
Low |
17,485 |
17,459 |
-26 |
-0.1% |
17,032 |
Close |
17,531 |
17,513 |
-18 |
-0.1% |
17,546 |
Range |
94 |
96 |
2 |
2.1% |
565 |
ATR |
236 |
226 |
-10 |
-4.2% |
0 |
Volume |
95,416 |
101,071 |
5,655 |
5.9% |
694,303 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,797 |
17,751 |
17,566 |
|
R3 |
17,701 |
17,655 |
17,540 |
|
R2 |
17,605 |
17,605 |
17,531 |
|
R1 |
17,559 |
17,559 |
17,522 |
17,534 |
PP |
17,509 |
17,509 |
17,509 |
17,497 |
S1 |
17,463 |
17,463 |
17,504 |
17,438 |
S2 |
17,413 |
17,413 |
17,496 |
|
S3 |
17,317 |
17,367 |
17,487 |
|
S4 |
17,221 |
17,271 |
17,460 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,087 |
18,881 |
17,857 |
|
R3 |
18,522 |
18,316 |
17,702 |
|
R2 |
17,957 |
17,957 |
17,650 |
|
R1 |
17,751 |
17,751 |
17,598 |
17,854 |
PP |
17,392 |
17,392 |
17,392 |
17,443 |
S1 |
17,186 |
17,186 |
17,494 |
17,289 |
S2 |
16,827 |
16,827 |
17,443 |
|
S3 |
16,262 |
16,621 |
17,391 |
|
S4 |
15,697 |
16,056 |
17,235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,597 |
17,041 |
556 |
3.2% |
192 |
1.1% |
85% |
False |
False |
135,978 |
10 |
17,597 |
16,793 |
804 |
4.6% |
178 |
1.0% |
90% |
False |
False |
131,470 |
20 |
17,597 |
15,908 |
1,689 |
9.6% |
223 |
1.3% |
95% |
False |
False |
152,116 |
40 |
17,597 |
15,799 |
1,798 |
10.3% |
272 |
1.6% |
95% |
False |
False |
140,260 |
60 |
17,597 |
15,256 |
2,341 |
13.4% |
289 |
1.7% |
96% |
False |
False |
93,651 |
80 |
17,979 |
15,256 |
2,723 |
15.5% |
255 |
1.5% |
83% |
False |
False |
70,248 |
100 |
18,002 |
15,256 |
2,746 |
15.7% |
226 |
1.3% |
82% |
False |
False |
56,203 |
120 |
18,149 |
15,256 |
2,893 |
16.5% |
194 |
1.1% |
78% |
False |
False |
46,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,963 |
2.618 |
17,806 |
1.618 |
17,710 |
1.000 |
17,651 |
0.618 |
17,614 |
HIGH |
17,555 |
0.618 |
17,518 |
0.500 |
17,507 |
0.382 |
17,496 |
LOW |
17,459 |
0.618 |
17,400 |
1.000 |
17,363 |
1.618 |
17,304 |
2.618 |
17,208 |
4.250 |
17,051 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,511 |
17,509 |
PP |
17,509 |
17,504 |
S1 |
17,507 |
17,500 |
|