Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
19,070 |
18,890 |
-180 |
-0.9% |
18,425 |
High |
19,075 |
19,250 |
175 |
0.9% |
19,255 |
Low |
18,830 |
18,880 |
50 |
0.3% |
18,150 |
Close |
18,910 |
19,240 |
330 |
1.7% |
19,195 |
Range |
245 |
370 |
125 |
51.0% |
1,105 |
ATR |
398 |
396 |
-2 |
-0.5% |
0 |
Volume |
9,697 |
12,761 |
3,064 |
31.6% |
57,932 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,233 |
20,107 |
19,444 |
|
R3 |
19,863 |
19,737 |
19,342 |
|
R2 |
19,493 |
19,493 |
19,308 |
|
R1 |
19,367 |
19,367 |
19,274 |
19,430 |
PP |
19,123 |
19,123 |
19,123 |
19,155 |
S1 |
18,997 |
18,997 |
19,206 |
19,060 |
S2 |
18,753 |
18,753 |
19,172 |
|
S3 |
18,383 |
18,627 |
19,138 |
|
S4 |
18,013 |
18,257 |
19,037 |
|
|
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 |
18,435 |
820 |
4.3% |
362 |
1.9% |
98% |
False |
False |
12,257 |
10 |
19,255 |
17,760 |
1,495 |
7.8% |
344 |
1.8% |
99% |
False |
False |
10,744 |
20 |
19,255 |
17,340 |
1,915 |
10.0% |
377 |
2.0% |
99% |
False |
False |
11,952 |
40 |
19,255 |
16,995 |
2,260 |
11.7% |
458 |
2.4% |
99% |
False |
False |
13,527 |
60 |
20,880 |
16,995 |
3,885 |
20.2% |
477 |
2.5% |
58% |
False |
False |
9,121 |
80 |
20,880 |
16,995 |
3,885 |
20.2% |
403 |
2.1% |
58% |
False |
False |
6,856 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,823 |
2.618 |
20,219 |
1.618 |
19,849 |
1.000 |
19,620 |
0.618 |
19,479 |
HIGH |
19,250 |
0.618 |
19,109 |
0.500 |
19,065 |
0.382 |
19,021 |
LOW |
18,880 |
0.618 |
18,651 |
1.000 |
18,510 |
1.618 |
18,281 |
2.618 |
17,911 |
4.250 |
17,308 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
19,182 |
19,173 |
PP |
19,123 |
19,107 |
S1 |
19,065 |
19,040 |
|