Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,598 |
17,723 |
125 |
0.7% |
17,546 |
High |
17,764 |
17,897 |
133 |
0.7% |
17,769 |
Low |
17,527 |
17,689 |
162 |
0.9% |
17,459 |
Close |
17,735 |
17,841 |
106 |
0.6% |
17,594 |
Range |
237 |
208 |
-29 |
-12.2% |
310 |
ATR |
219 |
218 |
-1 |
-0.3% |
0 |
Volume |
102,672 |
104,770 |
2,098 |
2.0% |
579,223 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,433 |
18,345 |
17,956 |
|
R3 |
18,225 |
18,137 |
17,898 |
|
R2 |
18,017 |
18,017 |
17,879 |
|
R1 |
17,929 |
17,929 |
17,860 |
17,973 |
PP |
17,809 |
17,809 |
17,809 |
17,831 |
S1 |
17,721 |
17,721 |
17,822 |
17,765 |
S2 |
17,601 |
17,601 |
17,803 |
|
S3 |
17,393 |
17,513 |
17,784 |
|
S4 |
17,185 |
17,305 |
17,727 |
|
|
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 |
17,897 |
17,471 |
426 |
2.4% |
199 |
1.1% |
87% |
True |
False |
118,035 |
10 |
17,897 |
17,041 |
856 |
4.8% |
195 |
1.1% |
93% |
True |
False |
127,007 |
20 |
17,897 |
16,601 |
1,296 |
7.3% |
189 |
1.1% |
96% |
True |
False |
130,444 |
40 |
17,897 |
15,799 |
2,098 |
11.8% |
251 |
1.4% |
97% |
True |
False |
154,644 |
60 |
17,897 |
15,256 |
2,641 |
14.8% |
291 |
1.6% |
98% |
True |
False |
103,483 |
80 |
17,979 |
15,256 |
2,723 |
15.3% |
253 |
1.4% |
95% |
False |
False |
77,622 |
100 |
18,002 |
15,256 |
2,746 |
15.4% |
232 |
1.3% |
94% |
False |
False |
62,105 |
120 |
18,149 |
15,256 |
2,893 |
16.2% |
201 |
1.1% |
89% |
False |
False |
51,754 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,781 |
2.618 |
18,442 |
1.618 |
18,234 |
1.000 |
18,105 |
0.618 |
18,026 |
HIGH |
17,897 |
0.618 |
17,818 |
0.500 |
17,793 |
0.382 |
17,769 |
LOW |
17,689 |
0.618 |
17,561 |
1.000 |
17,481 |
1.618 |
17,353 |
2.618 |
17,145 |
4.250 |
16,805 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,825 |
17,798 |
PP |
17,809 |
17,755 |
S1 |
17,793 |
17,712 |
|