Trading Metrics calculated at close of trading on 03-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2015 |
03-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
18,880 |
19,000 |
120 |
0.6% |
19,180 |
High |
19,055 |
19,160 |
105 |
0.6% |
19,275 |
Low |
18,675 |
18,960 |
285 |
1.5% |
18,765 |
Close |
19,020 |
19,070 |
50 |
0.3% |
18,915 |
Range |
380 |
200 |
-180 |
-47.4% |
510 |
ATR |
401 |
386 |
-14 |
-3.6% |
0 |
Volume |
11,599 |
6,279 |
-5,320 |
-45.9% |
59,903 |
|
Daily Pivots for day following 03-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,663 |
19,567 |
19,180 |
|
R3 |
19,463 |
19,367 |
19,125 |
|
R2 |
19,263 |
19,263 |
19,107 |
|
R1 |
19,167 |
19,167 |
19,088 |
19,215 |
PP |
19,063 |
19,063 |
19,063 |
19,088 |
S1 |
18,967 |
18,967 |
19,052 |
19,015 |
S2 |
18,863 |
18,863 |
19,033 |
|
S3 |
18,663 |
18,767 |
19,015 |
|
S4 |
18,463 |
18,567 |
18,960 |
|
|
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 |
18,675 |
600 |
3.1% |
360 |
1.9% |
66% |
False |
False |
11,646 |
10 |
19,275 |
18,225 |
1,050 |
5.5% |
369 |
1.9% |
80% |
False |
False |
11,843 |
20 |
19,275 |
17,730 |
1,545 |
8.1% |
348 |
1.8% |
87% |
False |
False |
11,164 |
40 |
19,275 |
16,995 |
2,280 |
12.0% |
426 |
2.2% |
91% |
False |
False |
13,707 |
60 |
20,705 |
16,995 |
3,710 |
19.5% |
486 |
2.5% |
56% |
False |
False |
9,878 |
80 |
20,880 |
16,995 |
3,885 |
20.4% |
400 |
2.1% |
53% |
False |
False |
7,424 |
100 |
20,900 |
16,995 |
3,905 |
20.5% |
356 |
1.9% |
53% |
False |
False |
5,941 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,010 |
2.618 |
19,684 |
1.618 |
19,484 |
1.000 |
19,360 |
0.618 |
19,284 |
HIGH |
19,160 |
0.618 |
19,084 |
0.500 |
19,060 |
0.382 |
19,037 |
LOW |
18,960 |
0.618 |
18,837 |
1.000 |
18,760 |
1.618 |
18,637 |
2.618 |
18,437 |
4.250 |
18,110 |
|
|
Fisher Pivots for day following 03-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,067 |
19,038 |
PP |
19,063 |
19,007 |
S1 |
19,060 |
18,975 |
|