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 |
17,779 |
17,702 |
-77 |
-0.4% |
17,445 |
High |
17,828 |
17,788 |
-40 |
-0.2% |
17,679 |
Low |
17,687 |
17,643 |
-44 |
-0.2% |
17,375 |
Close |
17,708 |
17,727 |
19 |
0.1% |
17,511 |
Range |
141 |
145 |
4 |
2.8% |
304 |
ATR |
193 |
189 |
-3 |
-1.8% |
0 |
Volume |
114 |
68 |
-46 |
-40.4% |
1,691 |
|
Daily Pivots for day following 05-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,154 |
18,086 |
17,807 |
|
R3 |
18,009 |
17,941 |
17,767 |
|
R2 |
17,864 |
17,864 |
17,754 |
|
R1 |
17,796 |
17,796 |
17,740 |
17,830 |
PP |
17,719 |
17,719 |
17,719 |
17,737 |
S1 |
17,651 |
17,651 |
17,714 |
17,685 |
S2 |
17,574 |
17,574 |
17,701 |
|
S3 |
17,429 |
17,506 |
17,687 |
|
S4 |
17,284 |
17,361 |
17,647 |
|
|
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% |
178 |
1.0% |
73% |
False |
False |
78 |
10 |
17,828 |
17,347 |
481 |
2.7% |
154 |
0.9% |
79% |
False |
False |
233 |
20 |
17,828 |
16,715 |
1,113 |
6.3% |
158 |
0.9% |
91% |
False |
False |
149 |
40 |
17,828 |
15,745 |
2,083 |
11.8% |
213 |
1.2% |
95% |
False |
False |
100 |
60 |
17,828 |
15,495 |
2,333 |
13.2% |
214 |
1.2% |
96% |
False |
False |
68 |
80 |
17,886 |
15,495 |
2,391 |
13.5% |
184 |
1.0% |
93% |
False |
False |
51 |
100 |
17,905 |
15,495 |
2,410 |
13.6% |
156 |
0.9% |
93% |
False |
False |
40 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,404 |
2.618 |
18,168 |
1.618 |
18,023 |
1.000 |
17,933 |
0.618 |
17,878 |
HIGH |
17,788 |
0.618 |
17,733 |
0.500 |
17,716 |
0.382 |
17,699 |
LOW |
17,643 |
0.618 |
17,554 |
1.000 |
17,498 |
1.618 |
17,409 |
2.618 |
17,264 |
4.250 |
17,027 |
|
|
Fisher Pivots for day following 05-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
17,723 |
17,726 |
PP |
17,719 |
17,724 |
S1 |
17,716 |
17,723 |
|