Trading Metrics calculated at close of trading on 04-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2015 |
04-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
17,651 |
17,779 |
128 |
0.7% |
17,445 |
High |
17,814 |
17,828 |
14 |
0.1% |
17,679 |
Low |
17,618 |
17,687 |
69 |
0.4% |
17,375 |
Close |
17,761 |
17,708 |
-53 |
-0.3% |
17,511 |
Range |
196 |
141 |
-55 |
-28.1% |
304 |
ATR |
197 |
193 |
-4 |
-2.0% |
0 |
Volume |
121 |
114 |
-7 |
-5.8% |
1,691 |
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,164 |
18,077 |
17,786 |
|
R3 |
18,023 |
17,936 |
17,747 |
|
R2 |
17,882 |
17,882 |
17,734 |
|
R1 |
17,795 |
17,795 |
17,721 |
17,768 |
PP |
17,741 |
17,741 |
17,741 |
17,728 |
S1 |
17,654 |
17,654 |
17,695 |
17,627 |
S2 |
17,600 |
17,600 |
17,682 |
|
S3 |
17,459 |
17,513 |
17,669 |
|
S4 |
17,318 |
17,372 |
17,631 |
|
|
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 |
17,828 |
17,458 |
370 |
2.1% |
169 |
1.0% |
68% |
True |
False |
154 |
10 |
17,828 |
16,960 |
868 |
4.9% |
177 |
1.0% |
86% |
True |
False |
234 |
20 |
17,828 |
16,610 |
1,218 |
6.9% |
164 |
0.9% |
90% |
True |
False |
148 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
215 |
1.2% |
94% |
True |
False |
98 |
60 |
17,828 |
15,495 |
2,333 |
13.2% |
216 |
1.2% |
95% |
True |
False |
67 |
80 |
17,886 |
15,495 |
2,391 |
13.5% |
182 |
1.0% |
93% |
False |
False |
50 |
100 |
17,905 |
15,495 |
2,410 |
13.6% |
155 |
0.9% |
92% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,427 |
2.618 |
18,197 |
1.618 |
18,056 |
1.000 |
17,969 |
0.618 |
17,915 |
HIGH |
17,828 |
0.618 |
17,774 |
0.500 |
17,758 |
0.382 |
17,741 |
LOW |
17,687 |
0.618 |
17,600 |
1.000 |
17,546 |
1.618 |
17,459 |
2.618 |
17,318 |
4.250 |
17,088 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,758 |
17,686 |
PP |
17,741 |
17,665 |
S1 |
17,725 |
17,643 |
|