Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
17,678 |
17,690 |
12 |
0.1% |
17,546 |
High |
17,707 |
17,769 |
62 |
0.4% |
17,769 |
Low |
17,603 |
17,562 |
-41 |
-0.2% |
17,459 |
Close |
17,684 |
17,594 |
-90 |
-0.5% |
17,594 |
Range |
104 |
207 |
103 |
99.0% |
310 |
ATR |
218 |
217 |
-1 |
-0.4% |
0 |
Volume |
105,568 |
121,465 |
15,897 |
15.1% |
579,223 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,263 |
18,135 |
17,708 |
|
R3 |
18,056 |
17,928 |
17,651 |
|
R2 |
17,849 |
17,849 |
17,632 |
|
R1 |
17,721 |
17,721 |
17,613 |
17,682 |
PP |
17,642 |
17,642 |
17,642 |
17,622 |
S1 |
17,514 |
17,514 |
17,575 |
17,475 |
S2 |
17,435 |
17,435 |
17,556 |
|
S3 |
17,228 |
17,307 |
17,537 |
|
S4 |
17,021 |
17,100 |
17,480 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,537 |
18,376 |
17,765 |
|
R3 |
18,227 |
18,066 |
17,679 |
|
R2 |
17,917 |
17,917 |
17,651 |
|
R1 |
17,756 |
17,756 |
17,623 |
17,837 |
PP |
17,607 |
17,607 |
17,607 |
17,648 |
S1 |
17,446 |
17,446 |
17,566 |
17,527 |
S2 |
17,297 |
17,297 |
17,537 |
|
S3 |
16,987 |
17,136 |
17,509 |
|
S4 |
16,677 |
16,826 |
17,424 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,769 |
17,459 |
310 |
1.8% |
148 |
0.8% |
44% |
True |
False |
115,844 |
10 |
17,769 |
17,032 |
737 |
4.2% |
175 |
1.0% |
76% |
True |
False |
127,352 |
20 |
17,769 |
16,328 |
1,441 |
8.2% |
194 |
1.1% |
88% |
True |
False |
135,735 |
40 |
17,769 |
15,799 |
1,970 |
11.2% |
260 |
1.5% |
91% |
True |
False |
149,679 |
60 |
17,769 |
15,256 |
2,513 |
14.3% |
291 |
1.7% |
93% |
True |
False |
100,028 |
80 |
17,979 |
15,256 |
2,723 |
15.5% |
254 |
1.4% |
86% |
False |
False |
75,030 |
100 |
18,002 |
15,256 |
2,746 |
15.6% |
229 |
1.3% |
85% |
False |
False |
60,030 |
120 |
18,149 |
15,256 |
2,893 |
16.4% |
197 |
1.1% |
81% |
False |
False |
50,026 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,649 |
2.618 |
18,311 |
1.618 |
18,104 |
1.000 |
17,976 |
0.618 |
17,897 |
HIGH |
17,769 |
0.618 |
17,690 |
0.500 |
17,666 |
0.382 |
17,641 |
LOW |
17,562 |
0.618 |
17,434 |
1.000 |
17,355 |
1.618 |
17,227 |
2.618 |
17,020 |
4.250 |
16,682 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
17,666 |
17,620 |
PP |
17,642 |
17,611 |
S1 |
17,618 |
17,603 |
|