Trading Metrics calculated at close of trading on 05-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2015 |
05-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,060 |
19,120 |
60 |
0.3% |
19,180 |
High |
19,230 |
19,380 |
150 |
0.8% |
19,275 |
Low |
18,920 |
19,035 |
115 |
0.6% |
18,765 |
Close |
19,090 |
19,250 |
160 |
0.8% |
18,915 |
Range |
310 |
345 |
35 |
11.3% |
510 |
ATR |
381 |
378 |
-3 |
-0.7% |
0 |
Volume |
13,643 |
11,885 |
-1,758 |
-12.9% |
59,903 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,257 |
20,098 |
19,440 |
|
R3 |
19,912 |
19,753 |
19,345 |
|
R2 |
19,567 |
19,567 |
19,313 |
|
R1 |
19,408 |
19,408 |
19,282 |
19,488 |
PP |
19,222 |
19,222 |
19,222 |
19,261 |
S1 |
19,063 |
19,063 |
19,219 |
19,143 |
S2 |
18,877 |
18,877 |
19,187 |
|
S3 |
18,532 |
18,718 |
19,155 |
|
S4 |
18,187 |
18,373 |
19,060 |
|
|
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 |
19,380 |
18,675 |
705 |
3.7% |
349 |
1.8% |
82% |
True |
False |
12,201 |
10 |
19,380 |
18,675 |
705 |
3.7% |
339 |
1.8% |
82% |
True |
False |
11,978 |
20 |
19,380 |
17,730 |
1,650 |
8.6% |
338 |
1.8% |
92% |
True |
False |
10,948 |
40 |
19,380 |
16,995 |
2,385 |
12.4% |
412 |
2.1% |
95% |
True |
False |
12,803 |
60 |
20,640 |
16,995 |
3,645 |
18.9% |
484 |
2.5% |
62% |
False |
False |
10,302 |
80 |
20,880 |
16,995 |
3,885 |
20.2% |
406 |
2.1% |
58% |
False |
False |
7,743 |
100 |
20,900 |
16,995 |
3,905 |
20.3% |
361 |
1.9% |
58% |
False |
False |
6,196 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,846 |
2.618 |
20,283 |
1.618 |
19,938 |
1.000 |
19,725 |
0.618 |
19,593 |
HIGH |
19,380 |
0.618 |
19,248 |
0.500 |
19,208 |
0.382 |
19,167 |
LOW |
19,035 |
0.618 |
18,822 |
1.000 |
18,690 |
1.618 |
18,477 |
2.618 |
18,132 |
4.250 |
17,569 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,236 |
19,217 |
PP |
19,222 |
19,183 |
S1 |
19,208 |
19,150 |
|