Trading Metrics calculated at close of trading on 06-Nov-2015 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2015 |
06-Nov-2015 |
Change |
Change % |
Previous Week |
Open |
19,215 |
19,460 |
245 |
1.3% |
19,105 |
High |
19,350 |
19,545 |
195 |
1.0% |
19,545 |
Low |
19,140 |
19,310 |
170 |
0.9% |
18,825 |
Close |
19,335 |
19,545 |
210 |
1.1% |
19,545 |
Range |
210 |
235 |
25 |
11.9% |
720 |
ATR |
262 |
260 |
-2 |
-0.7% |
0 |
Volume |
26 |
25 |
-1 |
-3.8% |
51 |
|
Daily Pivots for day following 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20,172 |
20,093 |
19,674 |
|
R3 |
19,937 |
19,858 |
19,610 |
|
R2 |
19,702 |
19,702 |
19,588 |
|
R1 |
19,623 |
19,623 |
19,567 |
19,663 |
PP |
19,467 |
19,467 |
19,467 |
19,486 |
S1 |
19,388 |
19,388 |
19,524 |
19,428 |
S2 |
19,232 |
19,232 |
19,502 |
|
S3 |
18,997 |
19,153 |
19,481 |
|
S4 |
18,762 |
18,918 |
19,416 |
|
|
Weekly Pivots for week ending 06-Nov-2015 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
21,465 |
21,225 |
19,941 |
|
R3 |
20,745 |
20,505 |
19,743 |
|
R2 |
20,025 |
20,025 |
19,677 |
|
R1 |
19,785 |
19,785 |
19,611 |
19,905 |
PP |
19,305 |
19,305 |
19,305 |
19,365 |
S1 |
19,065 |
19,065 |
19,479 |
19,185 |
S2 |
18,585 |
18,585 |
19,413 |
|
S3 |
17,865 |
18,345 |
19,347 |
|
S4 |
17,145 |
17,625 |
19,149 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
19,545 |
18,825 |
720 |
3.7% |
171 |
0.9% |
100% |
True |
False |
10 |
10 |
19,545 |
18,825 |
720 |
3.7% |
170 |
0.9% |
100% |
True |
False |
7 |
20 |
19,545 |
17,845 |
1,700 |
8.7% |
142 |
0.7% |
100% |
True |
False |
6 |
40 |
19,545 |
17,160 |
2,385 |
12.2% |
203 |
1.0% |
100% |
True |
False |
3 |
60 |
20,705 |
17,160 |
3,545 |
18.1% |
138 |
0.7% |
67% |
False |
False |
2 |
80 |
20,945 |
17,160 |
3,785 |
19.4% |
104 |
0.5% |
63% |
False |
False |
1 |
100 |
20,965 |
17,160 |
3,805 |
19.5% |
83 |
0.4% |
63% |
False |
False |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
20,544 |
2.618 |
20,160 |
1.618 |
19,925 |
1.000 |
19,780 |
0.618 |
19,690 |
HIGH |
19,545 |
0.618 |
19,455 |
0.500 |
19,428 |
0.382 |
19,400 |
LOW |
19,310 |
0.618 |
19,165 |
1.000 |
19,075 |
1.618 |
18,930 |
2.618 |
18,695 |
4.250 |
18,311 |
|
|
Fisher Pivots for day following 06-Nov-2015 |
Pivot |
1 day |
3 day |
R1 |
19,506 |
19,468 |
PP |
19,467 |
19,390 |
S1 |
19,428 |
19,313 |
|