Trading Metrics calculated at close of trading on 29-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2015 |
29-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,890 |
19,200 |
310 |
1.6% |
18,425 |
High |
19,250 |
19,215 |
-35 |
-0.2% |
19,255 |
Low |
18,880 |
18,875 |
-5 |
0.0% |
18,150 |
Close |
19,240 |
19,020 |
-220 |
-1.1% |
19,195 |
Range |
370 |
340 |
-30 |
-8.1% |
1,105 |
ATR |
396 |
394 |
-2 |
-0.6% |
0 |
Volume |
12,761 |
9,993 |
-2,768 |
-21.7% |
57,932 |
|
Daily Pivots for day following 29-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,057 |
19,878 |
19,207 |
|
R3 |
19,717 |
19,538 |
19,114 |
|
R2 |
19,377 |
19,377 |
19,082 |
|
R1 |
19,198 |
19,198 |
19,051 |
19,118 |
PP |
19,037 |
19,037 |
19,037 |
18,996 |
S1 |
18,858 |
18,858 |
18,989 |
18,778 |
S2 |
18,697 |
18,697 |
18,958 |
|
S3 |
18,357 |
18,518 |
18,927 |
|
S4 |
18,017 |
18,178 |
18,833 |
|
|
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 |
18,820 |
435 |
2.3% |
328 |
1.7% |
46% |
False |
False |
11,756 |
10 |
19,255 |
18,150 |
1,105 |
5.8% |
322 |
1.7% |
79% |
False |
False |
10,607 |
20 |
19,255 |
17,340 |
1,915 |
10.1% |
371 |
2.0% |
88% |
False |
False |
11,787 |
40 |
19,255 |
16,995 |
2,260 |
11.9% |
449 |
2.4% |
90% |
False |
False |
13,758 |
60 |
20,880 |
16,995 |
3,885 |
20.4% |
477 |
2.5% |
52% |
False |
False |
9,287 |
80 |
20,880 |
16,995 |
3,885 |
20.4% |
397 |
2.1% |
52% |
False |
False |
6,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,660 |
2.618 |
20,105 |
1.618 |
19,765 |
1.000 |
19,555 |
0.618 |
19,425 |
HIGH |
19,215 |
0.618 |
19,085 |
0.500 |
19,045 |
0.382 |
19,005 |
LOW |
18,875 |
0.618 |
18,665 |
1.000 |
18,535 |
1.618 |
18,325 |
2.618 |
17,985 |
4.250 |
17,430 |
|
|
Fisher Pivots for day following 29-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
19,045 |
19,040 |
PP |
19,037 |
19,033 |
S1 |
19,028 |
19,027 |
|