Trading Metrics calculated at close of trading on 30-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2015 |
30-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
19,200 |
19,020 |
-180 |
-0.9% |
19,180 |
High |
19,215 |
19,275 |
60 |
0.3% |
19,275 |
Low |
18,875 |
18,765 |
-110 |
-0.6% |
18,765 |
Close |
19,020 |
18,915 |
-105 |
-0.6% |
18,915 |
Range |
340 |
510 |
170 |
50.0% |
510 |
ATR |
394 |
402 |
8 |
2.1% |
0 |
Volume |
9,993 |
17,600 |
7,607 |
76.1% |
59,903 |
|
Daily Pivots for day following 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,515 |
20,225 |
19,196 |
|
R3 |
20,005 |
19,715 |
19,055 |
|
R2 |
19,495 |
19,495 |
19,009 |
|
R1 |
19,205 |
19,205 |
18,962 |
19,095 |
PP |
18,985 |
18,985 |
18,985 |
18,930 |
S1 |
18,695 |
18,695 |
18,868 |
18,585 |
S2 |
18,475 |
18,475 |
18,822 |
|
S3 |
17,965 |
18,185 |
18,775 |
|
S4 |
17,455 |
17,675 |
18,635 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,515 |
20,225 |
19,196 |
|
R3 |
20,005 |
19,715 |
19,055 |
|
R2 |
19,495 |
19,495 |
19,009 |
|
R1 |
19,205 |
19,205 |
18,962 |
19,095 |
PP |
18,985 |
18,985 |
18,985 |
18,930 |
S1 |
18,695 |
18,695 |
18,868 |
18,585 |
S2 |
18,475 |
18,475 |
18,822 |
|
S3 |
17,965 |
18,185 |
18,775 |
|
S4 |
17,455 |
17,675 |
18,635 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,275 |
18,765 |
510 |
2.7% |
343 |
1.8% |
29% |
True |
True |
11,980 |
10 |
19,275 |
18,150 |
1,125 |
5.9% |
352 |
1.9% |
68% |
True |
False |
11,783 |
20 |
19,275 |
17,730 |
1,545 |
8.2% |
365 |
1.9% |
77% |
True |
False |
11,600 |
40 |
19,275 |
16,995 |
2,280 |
12.1% |
454 |
2.4% |
84% |
True |
False |
14,068 |
60 |
20,880 |
16,995 |
3,885 |
20.5% |
483 |
2.6% |
49% |
False |
False |
9,580 |
80 |
20,880 |
16,995 |
3,885 |
20.5% |
398 |
2.1% |
49% |
False |
False |
7,201 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
21,443 |
2.618 |
20,610 |
1.618 |
20,100 |
1.000 |
19,785 |
0.618 |
19,590 |
HIGH |
19,275 |
0.618 |
19,080 |
0.500 |
19,020 |
0.382 |
18,960 |
LOW |
18,765 |
0.618 |
18,450 |
1.000 |
18,255 |
1.618 |
17,940 |
2.618 |
17,430 |
4.250 |
16,598 |
|
|
Fisher Pivots for day following 30-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
19,020 |
19,020 |
PP |
18,985 |
18,985 |
S1 |
18,950 |
18,950 |
|