Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,690 |
17,598 |
-92 |
-0.5% |
17,546 |
High |
17,769 |
17,764 |
-5 |
0.0% |
17,769 |
Low |
17,562 |
17,527 |
-35 |
-0.2% |
17,459 |
Close |
17,594 |
17,735 |
141 |
0.8% |
17,594 |
Range |
207 |
237 |
30 |
14.5% |
310 |
ATR |
217 |
219 |
1 |
0.7% |
0 |
Volume |
121,465 |
102,672 |
-18,793 |
-15.5% |
579,223 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,386 |
18,298 |
17,865 |
|
R3 |
18,149 |
18,061 |
17,800 |
|
R2 |
17,912 |
17,912 |
17,779 |
|
R1 |
17,824 |
17,824 |
17,757 |
17,868 |
PP |
17,675 |
17,675 |
17,675 |
17,698 |
S1 |
17,587 |
17,587 |
17,713 |
17,631 |
S2 |
17,438 |
17,438 |
17,692 |
|
S3 |
17,201 |
17,350 |
17,670 |
|
S4 |
16,964 |
17,113 |
17,605 |
|
|
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 |
1.7% |
176 |
1.0% |
89% |
False |
False |
117,295 |
10 |
17,769 |
17,041 |
728 |
4.1% |
187 |
1.1% |
95% |
False |
False |
126,677 |
20 |
17,769 |
16,576 |
1,193 |
6.7% |
188 |
1.1% |
97% |
False |
False |
133,251 |
40 |
17,769 |
15,799 |
1,970 |
11.1% |
257 |
1.4% |
98% |
False |
False |
152,194 |
60 |
17,769 |
15,256 |
2,513 |
14.2% |
292 |
1.6% |
99% |
False |
False |
101,738 |
80 |
17,979 |
15,256 |
2,723 |
15.4% |
255 |
1.4% |
91% |
False |
False |
76,313 |
100 |
18,002 |
15,256 |
2,746 |
15.5% |
231 |
1.3% |
90% |
False |
False |
61,057 |
120 |
18,149 |
15,256 |
2,893 |
16.3% |
199 |
1.1% |
86% |
False |
False |
50,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,771 |
2.618 |
18,385 |
1.618 |
18,148 |
1.000 |
18,001 |
0.618 |
17,911 |
HIGH |
17,764 |
0.618 |
17,674 |
0.500 |
17,646 |
0.382 |
17,618 |
LOW |
17,527 |
0.618 |
17,381 |
1.000 |
17,290 |
1.618 |
17,144 |
2.618 |
16,907 |
4.250 |
16,520 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,705 |
17,706 |
PP |
17,675 |
17,677 |
S1 |
17,646 |
17,648 |
|