Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,513 |
17,678 |
165 |
0.9% |
17,106 |
High |
17,708 |
17,707 |
-1 |
0.0% |
17,597 |
Low |
17,471 |
17,603 |
132 |
0.8% |
17,032 |
Close |
17,702 |
17,684 |
-18 |
-0.1% |
17,546 |
Range |
237 |
104 |
-133 |
-56.1% |
565 |
ATR |
227 |
218 |
-9 |
-3.9% |
0 |
Volume |
155,703 |
105,568 |
-50,135 |
-32.2% |
694,303 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,977 |
17,934 |
17,741 |
|
R3 |
17,873 |
17,830 |
17,713 |
|
R2 |
17,769 |
17,769 |
17,703 |
|
R1 |
17,726 |
17,726 |
17,694 |
17,748 |
PP |
17,665 |
17,665 |
17,665 |
17,675 |
S1 |
17,622 |
17,622 |
17,675 |
17,644 |
S2 |
17,561 |
17,561 |
17,665 |
|
S3 |
17,457 |
17,518 |
17,656 |
|
S4 |
17,353 |
17,414 |
17,627 |
|
|
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 |
17,402 |
306 |
1.7% |
145 |
0.8% |
92% |
False |
False |
123,595 |
10 |
17,708 |
17,012 |
696 |
3.9% |
165 |
0.9% |
97% |
False |
False |
126,015 |
20 |
17,708 |
15,908 |
1,800 |
10.2% |
208 |
1.2% |
99% |
False |
False |
144,032 |
40 |
17,708 |
15,799 |
1,909 |
10.8% |
260 |
1.5% |
99% |
False |
False |
146,723 |
60 |
17,708 |
15,256 |
2,452 |
13.9% |
291 |
1.6% |
99% |
False |
False |
98,004 |
80 |
17,979 |
15,256 |
2,723 |
15.4% |
253 |
1.4% |
89% |
False |
False |
73,513 |
100 |
18,002 |
15,256 |
2,746 |
15.5% |
229 |
1.3% |
88% |
False |
False |
58,816 |
120 |
18,149 |
15,256 |
2,893 |
16.4% |
195 |
1.1% |
84% |
False |
False |
49,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,149 |
2.618 |
17,979 |
1.618 |
17,875 |
1.000 |
17,811 |
0.618 |
17,771 |
HIGH |
17,707 |
0.618 |
17,667 |
0.500 |
17,655 |
0.382 |
17,643 |
LOW |
17,603 |
0.618 |
17,539 |
1.000 |
17,499 |
1.618 |
17,435 |
2.618 |
17,331 |
4.250 |
17,161 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,674 |
17,651 |
PP |
17,665 |
17,617 |
S1 |
17,655 |
17,584 |
|