Trading Metrics calculated at close of trading on 27-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2015 |
27-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
19,180 |
19,070 |
-110 |
-0.6% |
18,425 |
High |
19,200 |
19,075 |
-125 |
-0.7% |
19,255 |
Low |
18,950 |
18,830 |
-120 |
-0.6% |
18,150 |
Close |
19,035 |
18,910 |
-125 |
-0.7% |
19,195 |
Range |
250 |
245 |
-5 |
-2.0% |
1,105 |
ATR |
410 |
398 |
-12 |
-2.9% |
0 |
Volume |
9,852 |
9,697 |
-155 |
-1.6% |
57,932 |
|
Daily Pivots for day following 27-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,673 |
19,537 |
19,045 |
|
R3 |
19,428 |
19,292 |
18,978 |
|
R2 |
19,183 |
19,183 |
18,955 |
|
R1 |
19,047 |
19,047 |
18,933 |
18,993 |
PP |
18,938 |
18,938 |
18,938 |
18,911 |
S1 |
18,802 |
18,802 |
18,888 |
18,748 |
S2 |
18,693 |
18,693 |
18,865 |
|
S3 |
18,448 |
18,557 |
18,843 |
|
S4 |
18,203 |
18,312 |
18,775 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22,182 |
21,793 |
19,803 |
|
R3 |
21,077 |
20,688 |
19,499 |
|
R2 |
19,972 |
19,972 |
19,398 |
|
R1 |
19,583 |
19,583 |
19,296 |
19,778 |
PP |
18,867 |
18,867 |
18,867 |
18,964 |
S1 |
18,478 |
18,478 |
19,094 |
18,673 |
S2 |
17,762 |
17,762 |
18,993 |
|
S3 |
16,657 |
17,373 |
18,891 |
|
S4 |
15,552 |
16,268 |
18,587 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,255 |
18,225 |
1,030 |
5.4% |
377 |
2.0% |
67% |
False |
False |
12,040 |
10 |
19,255 |
17,730 |
1,525 |
8.1% |
354 |
1.9% |
77% |
False |
False |
10,875 |
20 |
19,255 |
17,265 |
1,990 |
10.5% |
377 |
2.0% |
83% |
False |
False |
12,001 |
40 |
19,255 |
16,995 |
2,260 |
12.0% |
475 |
2.5% |
85% |
False |
False |
13,253 |
60 |
20,880 |
16,995 |
3,885 |
20.5% |
472 |
2.5% |
49% |
False |
False |
8,913 |
80 |
20,880 |
16,995 |
3,885 |
20.5% |
402 |
2.1% |
49% |
False |
False |
6,697 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,116 |
2.618 |
19,717 |
1.618 |
19,472 |
1.000 |
19,320 |
0.618 |
19,227 |
HIGH |
19,075 |
0.618 |
18,982 |
0.500 |
18,953 |
0.382 |
18,924 |
LOW |
18,830 |
0.618 |
18,679 |
1.000 |
18,585 |
1.618 |
18,434 |
2.618 |
18,189 |
4.250 |
17,789 |
|
|
Fisher Pivots for day following 27-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
18,953 |
19,038 |
PP |
18,938 |
18,995 |
S1 |
18,924 |
18,953 |
|