Trading Metrics calculated at close of trading on 02-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2015 |
02-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,642 |
17,486 |
-156 |
-0.9% |
17,445 |
High |
17,679 |
17,676 |
-3 |
0.0% |
17,679 |
Low |
17,490 |
17,458 |
-32 |
-0.2% |
17,375 |
Close |
17,511 |
17,653 |
142 |
0.8% |
17,511 |
Range |
189 |
218 |
29 |
15.3% |
304 |
ATR |
195 |
197 |
2 |
0.8% |
0 |
Volume |
43 |
46 |
3 |
7.0% |
1,691 |
|
Daily Pivots for day following 02-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,250 |
18,169 |
17,773 |
|
R3 |
18,032 |
17,951 |
17,713 |
|
R2 |
17,814 |
17,814 |
17,693 |
|
R1 |
17,733 |
17,733 |
17,673 |
17,774 |
PP |
17,596 |
17,596 |
17,596 |
17,616 |
S1 |
17,515 |
17,515 |
17,633 |
17,556 |
S2 |
17,378 |
17,378 |
17,613 |
|
S3 |
17,160 |
17,297 |
17,593 |
|
S4 |
16,942 |
17,079 |
17,533 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,434 |
18,276 |
17,678 |
|
R3 |
18,130 |
17,972 |
17,595 |
|
R2 |
17,826 |
17,826 |
17,567 |
|
R1 |
17,668 |
17,668 |
17,539 |
17,747 |
PP |
17,522 |
17,522 |
17,522 |
17,561 |
S1 |
17,364 |
17,364 |
17,483 |
17,443 |
S2 |
17,218 |
17,218 |
17,455 |
|
S3 |
16,914 |
17,060 |
17,428 |
|
S4 |
16,610 |
16,756 |
17,344 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,679 |
17,375 |
304 |
1.7% |
164 |
0.9% |
91% |
False |
False |
343 |
10 |
17,679 |
16,960 |
719 |
4.1% |
171 |
1.0% |
96% |
False |
False |
227 |
20 |
17,679 |
16,500 |
1,179 |
6.7% |
167 |
0.9% |
98% |
False |
False |
155 |
40 |
17,679 |
15,745 |
1,934 |
11.0% |
217 |
1.2% |
99% |
False |
False |
93 |
60 |
17,679 |
15,495 |
2,184 |
12.4% |
210 |
1.2% |
99% |
False |
False |
63 |
80 |
17,886 |
15,495 |
2,391 |
13.5% |
183 |
1.0% |
90% |
False |
False |
47 |
100 |
17,905 |
15,495 |
2,410 |
13.7% |
152 |
0.9% |
90% |
False |
False |
37 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,603 |
2.618 |
18,247 |
1.618 |
18,029 |
1.000 |
17,894 |
0.618 |
17,811 |
HIGH |
17,676 |
0.618 |
17,593 |
0.500 |
17,567 |
0.382 |
17,541 |
LOW |
17,458 |
0.618 |
17,323 |
1.000 |
17,240 |
1.618 |
17,105 |
2.618 |
16,887 |
4.250 |
16,532 |
|
|
Fisher Pivots for day following 02-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,624 |
17,625 |
PP |
17,596 |
17,597 |
S1 |
17,567 |
17,569 |
|