Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,541 |
17,513 |
-28 |
-0.2% |
17,106 |
High |
17,555 |
17,708 |
153 |
0.9% |
17,597 |
Low |
17,459 |
17,471 |
12 |
0.1% |
17,032 |
Close |
17,513 |
17,702 |
189 |
1.1% |
17,546 |
Range |
96 |
237 |
141 |
146.9% |
565 |
ATR |
226 |
227 |
1 |
0.4% |
0 |
Volume |
101,071 |
155,703 |
54,632 |
54.1% |
694,303 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,338 |
18,257 |
17,832 |
|
R3 |
18,101 |
18,020 |
17,767 |
|
R2 |
17,864 |
17,864 |
17,746 |
|
R1 |
17,783 |
17,783 |
17,724 |
17,824 |
PP |
17,627 |
17,627 |
17,627 |
17,647 |
S1 |
17,546 |
17,546 |
17,680 |
17,587 |
S2 |
17,390 |
17,390 |
17,659 |
|
S3 |
17,153 |
17,309 |
17,637 |
|
S4 |
16,916 |
17,072 |
17,572 |
|
|
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 |
17,708 |
17,042 |
666 |
3.8% |
203 |
1.1% |
99% |
True |
False |
137,975 |
10 |
17,708 |
16,825 |
883 |
5.0% |
180 |
1.0% |
99% |
True |
False |
130,702 |
20 |
17,708 |
15,908 |
1,800 |
10.2% |
221 |
1.2% |
100% |
True |
False |
149,798 |
40 |
17,708 |
15,799 |
1,909 |
10.8% |
266 |
1.5% |
100% |
True |
False |
144,131 |
60 |
17,708 |
15,256 |
2,452 |
13.9% |
292 |
1.6% |
100% |
True |
False |
96,246 |
80 |
17,979 |
15,256 |
2,723 |
15.4% |
254 |
1.4% |
90% |
False |
False |
72,194 |
100 |
18,002 |
15,256 |
2,746 |
15.5% |
228 |
1.3% |
89% |
False |
False |
57,760 |
120 |
18,149 |
15,256 |
2,893 |
16.3% |
194 |
1.1% |
85% |
False |
False |
48,134 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,715 |
2.618 |
18,329 |
1.618 |
18,092 |
1.000 |
17,945 |
0.618 |
17,855 |
HIGH |
17,708 |
0.618 |
17,618 |
0.500 |
17,590 |
0.382 |
17,562 |
LOW |
17,471 |
0.618 |
17,325 |
1.000 |
17,234 |
1.618 |
17,088 |
2.618 |
16,851 |
4.250 |
16,464 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,665 |
17,663 |
PP |
17,627 |
17,623 |
S1 |
17,590 |
17,584 |
|