Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,836 |
17,799 |
-37 |
-0.2% |
17,546 |
High |
17,906 |
17,866 |
-40 |
-0.2% |
17,769 |
Low |
17,756 |
17,710 |
-46 |
-0.3% |
17,459 |
Close |
17,787 |
17,802 |
15 |
0.1% |
17,594 |
Range |
150 |
156 |
6 |
4.0% |
310 |
ATR |
213 |
209 |
-4 |
-1.9% |
0 |
Volume |
137,072 |
126,619 |
-10,453 |
-7.6% |
579,223 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,261 |
18,187 |
17,888 |
|
R3 |
18,105 |
18,031 |
17,845 |
|
R2 |
17,949 |
17,949 |
17,831 |
|
R1 |
17,875 |
17,875 |
17,816 |
17,912 |
PP |
17,793 |
17,793 |
17,793 |
17,811 |
S1 |
17,719 |
17,719 |
17,788 |
17,756 |
S2 |
17,637 |
17,637 |
17,774 |
|
S3 |
17,481 |
17,563 |
17,759 |
|
S4 |
17,325 |
17,407 |
17,716 |
|
|
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% |
192 |
1.1% |
73% |
False |
False |
118,519 |
10 |
17,906 |
17,402 |
504 |
2.8% |
169 |
0.9% |
79% |
False |
False |
121,057 |
20 |
17,906 |
16,793 |
1,113 |
6.3% |
176 |
1.0% |
91% |
False |
False |
124,149 |
40 |
17,906 |
15,799 |
2,107 |
11.8% |
239 |
1.3% |
95% |
False |
False |
159,753 |
60 |
17,906 |
15,256 |
2,650 |
14.9% |
288 |
1.6% |
96% |
False |
False |
107,873 |
80 |
17,979 |
15,256 |
2,723 |
15.3% |
256 |
1.4% |
93% |
False |
False |
80,917 |
100 |
18,002 |
15,256 |
2,746 |
15.4% |
234 |
1.3% |
93% |
False |
False |
64,741 |
120 |
18,149 |
15,256 |
2,893 |
16.3% |
203 |
1.1% |
88% |
False |
False |
53,952 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,529 |
2.618 |
18,275 |
1.618 |
18,119 |
1.000 |
18,022 |
0.618 |
17,963 |
HIGH |
17,866 |
0.618 |
17,807 |
0.500 |
17,788 |
0.382 |
17,770 |
LOW |
17,710 |
0.618 |
17,614 |
1.000 |
17,554 |
1.618 |
17,458 |
2.618 |
17,302 |
4.250 |
17,047 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,797 |
17,801 |
PP |
17,793 |
17,799 |
S1 |
17,788 |
17,798 |
|