Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,799 |
17,809 |
10 |
0.1% |
17,598 |
High |
17,866 |
17,855 |
-11 |
-0.1% |
17,906 |
Low |
17,710 |
17,704 |
-6 |
0.0% |
17,527 |
Close |
17,802 |
17,843 |
41 |
0.2% |
17,843 |
Range |
156 |
151 |
-5 |
-3.2% |
379 |
ATR |
209 |
205 |
-4 |
-2.0% |
0 |
Volume |
126,619 |
173,163 |
46,544 |
36.8% |
644,296 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,254 |
18,199 |
17,926 |
|
R3 |
18,103 |
18,048 |
17,885 |
|
R2 |
17,952 |
17,952 |
17,871 |
|
R1 |
17,897 |
17,897 |
17,857 |
17,925 |
PP |
17,801 |
17,801 |
17,801 |
17,814 |
S1 |
17,746 |
17,746 |
17,829 |
17,774 |
S2 |
17,650 |
17,650 |
17,815 |
|
S3 |
17,499 |
17,595 |
17,802 |
|
S4 |
17,348 |
17,444 |
17,760 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,896 |
18,748 |
18,052 |
|
R3 |
18,517 |
18,369 |
17,947 |
|
R2 |
18,138 |
18,138 |
17,913 |
|
R1 |
17,990 |
17,990 |
17,878 |
18,064 |
PP |
17,759 |
17,759 |
17,759 |
17,796 |
S1 |
17,611 |
17,611 |
17,808 |
17,685 |
S2 |
17,380 |
17,380 |
17,774 |
|
S3 |
17,001 |
17,232 |
17,739 |
|
S4 |
16,622 |
16,853 |
17,635 |
|
|
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% |
83% |
False |
False |
128,859 |
10 |
17,906 |
17,459 |
447 |
2.5% |
164 |
0.9% |
86% |
False |
False |
122,351 |
20 |
17,906 |
16,793 |
1,113 |
6.2% |
177 |
1.0% |
94% |
False |
False |
126,855 |
40 |
17,906 |
15,799 |
2,107 |
11.8% |
237 |
1.3% |
97% |
False |
False |
161,236 |
60 |
17,906 |
15,256 |
2,650 |
14.9% |
288 |
1.6% |
98% |
False |
False |
110,755 |
80 |
17,951 |
15,256 |
2,695 |
15.1% |
257 |
1.4% |
96% |
False |
False |
83,081 |
100 |
18,002 |
15,256 |
2,746 |
15.4% |
234 |
1.3% |
94% |
False |
False |
66,473 |
120 |
18,093 |
15,256 |
2,837 |
15.9% |
204 |
1.1% |
91% |
False |
False |
55,395 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,497 |
2.618 |
18,250 |
1.618 |
18,099 |
1.000 |
18,006 |
0.618 |
17,948 |
HIGH |
17,855 |
0.618 |
17,797 |
0.500 |
17,780 |
0.382 |
17,762 |
LOW |
17,704 |
0.618 |
17,611 |
1.000 |
17,553 |
1.618 |
17,460 |
2.618 |
17,309 |
4.250 |
17,062 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,822 |
17,830 |
PP |
17,801 |
17,818 |
S1 |
17,780 |
17,805 |
|