Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,723 |
17,836 |
113 |
0.6% |
17,546 |
High |
17,897 |
17,906 |
9 |
0.1% |
17,769 |
Low |
17,689 |
17,756 |
67 |
0.4% |
17,459 |
Close |
17,841 |
17,787 |
-54 |
-0.3% |
17,594 |
Range |
208 |
150 |
-58 |
-27.9% |
310 |
ATR |
218 |
213 |
-5 |
-2.2% |
0 |
Volume |
104,770 |
137,072 |
32,302 |
30.8% |
579,223 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,266 |
18,177 |
17,870 |
|
R3 |
18,116 |
18,027 |
17,828 |
|
R2 |
17,966 |
17,966 |
17,815 |
|
R1 |
17,877 |
17,877 |
17,801 |
17,847 |
PP |
17,816 |
17,816 |
17,816 |
17,801 |
S1 |
17,727 |
17,727 |
17,773 |
17,697 |
S2 |
17,666 |
17,666 |
17,760 |
|
S3 |
17,516 |
17,577 |
17,746 |
|
S4 |
17,366 |
17,427 |
17,705 |
|
|
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 |
17,906 |
17,527 |
379 |
2.1% |
181 |
1.0% |
69% |
True |
False |
114,309 |
10 |
17,906 |
17,042 |
864 |
4.9% |
192 |
1.1% |
86% |
True |
False |
126,142 |
20 |
17,906 |
16,680 |
1,226 |
6.9% |
183 |
1.0% |
90% |
True |
False |
127,230 |
40 |
17,906 |
15,799 |
2,107 |
11.8% |
242 |
1.4% |
94% |
True |
False |
157,767 |
60 |
17,906 |
15,256 |
2,650 |
14.9% |
290 |
1.6% |
96% |
True |
False |
105,764 |
80 |
17,979 |
15,256 |
2,723 |
15.3% |
254 |
1.4% |
93% |
False |
False |
79,335 |
100 |
18,002 |
15,256 |
2,746 |
15.4% |
232 |
1.3% |
92% |
False |
False |
63,475 |
120 |
18,149 |
15,256 |
2,893 |
16.3% |
202 |
1.1% |
87% |
False |
False |
52,897 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,544 |
2.618 |
18,299 |
1.618 |
18,149 |
1.000 |
18,056 |
0.618 |
17,999 |
HIGH |
17,906 |
0.618 |
17,849 |
0.500 |
17,831 |
0.382 |
17,813 |
LOW |
17,756 |
0.618 |
17,663 |
1.000 |
17,606 |
1.618 |
17,513 |
2.618 |
17,363 |
4.250 |
17,119 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,831 |
17,764 |
PP |
17,816 |
17,740 |
S1 |
17,802 |
17,717 |
|