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 |
19,155 |
19,175 |
20 |
0.1% |
19,150 |
High |
19,155 |
19,210 |
55 |
0.3% |
19,325 |
Low |
19,155 |
19,080 |
-75 |
-0.4% |
18,940 |
Close |
19,155 |
19,175 |
20 |
0.1% |
19,000 |
Range |
0 |
130 |
130 |
|
385 |
ATR |
276 |
266 |
-10 |
-3.8% |
0 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,545 |
19,490 |
19,247 |
|
R3 |
19,415 |
19,360 |
19,211 |
|
R2 |
19,285 |
19,285 |
19,199 |
|
R1 |
19,230 |
19,230 |
19,187 |
19,240 |
PP |
19,155 |
19,155 |
19,155 |
19,160 |
S1 |
19,100 |
19,100 |
19,163 |
19,110 |
S2 |
19,025 |
19,025 |
19,151 |
|
S3 |
18,895 |
18,970 |
19,139 |
|
S4 |
18,765 |
18,840 |
19,104 |
|
|
Weekly Pivots for week ending 30-Oct-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,243 |
20,007 |
19,212 |
|
R3 |
19,858 |
19,622 |
19,106 |
|
R2 |
19,473 |
19,473 |
19,071 |
|
R1 |
19,237 |
19,237 |
19,035 |
19,163 |
PP |
19,088 |
19,088 |
19,088 |
19,051 |
S1 |
18,852 |
18,852 |
18,965 |
18,778 |
S2 |
18,703 |
18,703 |
18,930 |
|
S3 |
18,318 |
18,467 |
18,894 |
|
S4 |
17,933 |
18,082 |
18,788 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,270 |
18,825 |
445 |
2.3% |
166 |
0.9% |
79% |
False |
False |
|
10 |
19,325 |
18,715 |
610 |
3.2% |
182 |
0.9% |
75% |
False |
False |
6 |
20 |
19,325 |
17,845 |
1,480 |
7.7% |
140 |
0.7% |
90% |
False |
False |
3 |
40 |
19,325 |
17,160 |
2,165 |
11.3% |
196 |
1.0% |
93% |
False |
False |
2 |
60 |
20,705 |
17,160 |
3,545 |
18.5% |
131 |
0.7% |
57% |
False |
False |
1 |
80 |
20,945 |
17,160 |
3,785 |
19.7% |
98 |
0.5% |
53% |
False |
False |
1 |
100 |
20,965 |
17,160 |
3,805 |
19.8% |
79 |
0.4% |
53% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,763 |
2.618 |
19,550 |
1.618 |
19,420 |
1.000 |
19,340 |
0.618 |
19,290 |
HIGH |
19,210 |
0.618 |
19,160 |
0.500 |
19,145 |
0.382 |
19,130 |
LOW |
19,080 |
0.618 |
19,000 |
1.000 |
18,950 |
1.618 |
18,870 |
2.618 |
18,740 |
4.250 |
18,528 |
|
|
Fisher Pivots for day following 04-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,165 |
19,123 |
PP |
19,155 |
19,070 |
S1 |
19,145 |
19,018 |
|