Trading Metrics calculated at close of trading on 28-Oct-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2015 |
28-Oct-2015 |
Change |
Change % |
Previous Week |
Open |
18,950 |
19,055 |
105 |
0.6% |
18,365 |
High |
18,995 |
19,325 |
330 |
1.7% |
19,240 |
Low |
18,950 |
19,055 |
105 |
0.6% |
18,295 |
Close |
18,995 |
19,325 |
330 |
1.7% |
19,220 |
Range |
45 |
270 |
225 |
500.0% |
945 |
ATR |
287 |
291 |
3 |
1.1% |
0 |
Volume |
1 |
2 |
1 |
100.0% |
38 |
|
Daily Pivots for day following 28-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,045 |
19,955 |
19,474 |
|
R3 |
19,775 |
19,685 |
19,399 |
|
R2 |
19,505 |
19,505 |
19,375 |
|
R1 |
19,415 |
19,415 |
19,350 |
19,460 |
PP |
19,235 |
19,235 |
19,235 |
19,258 |
S1 |
19,145 |
19,145 |
19,300 |
19,190 |
S2 |
18,965 |
18,965 |
19,276 |
|
S3 |
18,695 |
18,875 |
19,251 |
|
S4 |
18,425 |
18,605 |
19,177 |
|
|
Weekly Pivots for week ending 23-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,753 |
21,432 |
19,740 |
|
R3 |
20,808 |
20,487 |
19,480 |
|
R2 |
19,863 |
19,863 |
19,393 |
|
R1 |
19,542 |
19,542 |
19,307 |
19,703 |
PP |
18,918 |
18,918 |
18,918 |
18,999 |
S1 |
18,597 |
18,597 |
19,134 |
18,758 |
S2 |
17,973 |
17,973 |
19,047 |
|
S3 |
17,028 |
17,652 |
18,960 |
|
S4 |
16,083 |
16,707 |
18,700 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,325 |
18,715 |
610 |
3.2% |
197 |
1.0% |
100% |
True |
False |
11 |
10 |
19,325 |
18,295 |
1,030 |
5.3% |
126 |
0.6% |
100% |
True |
False |
6 |
20 |
19,325 |
17,475 |
1,850 |
9.6% |
184 |
1.0% |
100% |
True |
False |
3 |
40 |
19,325 |
17,160 |
2,165 |
11.2% |
176 |
0.9% |
100% |
True |
False |
2 |
60 |
20,945 |
17,160 |
3,785 |
19.6% |
117 |
0.6% |
57% |
False |
False |
1 |
80 |
20,945 |
17,160 |
3,785 |
19.6% |
88 |
0.5% |
57% |
False |
False |
1 |
100 |
20,965 |
17,160 |
3,805 |
19.7% |
70 |
0.4% |
57% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,473 |
2.618 |
20,032 |
1.618 |
19,762 |
1.000 |
19,595 |
0.618 |
19,492 |
HIGH |
19,325 |
0.618 |
19,222 |
0.500 |
19,190 |
0.382 |
19,158 |
LOW |
19,055 |
0.618 |
18,888 |
1.000 |
18,785 |
1.618 |
18,618 |
2.618 |
18,348 |
4.250 |
17,908 |
|
|
Fisher Pivots for day following 28-Oct-2015 |
Pivot |
1 day |
3 day |
R1 |
19,280 |
19,263 |
PP |
19,235 |
19,200 |
S1 |
19,190 |
19,138 |
|