Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,274.3 |
1,277.6 |
3.3 |
0.3% |
1,281.5 |
High |
1,279.9 |
1,279.1 |
-0.8 |
-0.1% |
1,285.3 |
Low |
1,269.8 |
1,268.3 |
-1.5 |
-0.1% |
1,263.8 |
Close |
1,277.7 |
1,270.5 |
-7.2 |
-0.6% |
1,271.8 |
Range |
10.1 |
10.8 |
0.7 |
6.9% |
21.5 |
ATR |
13.4 |
13.2 |
-0.2 |
-1.4% |
0.0 |
Volume |
260,077 |
272,513 |
12,436 |
4.8% |
1,680,001 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,305.0 |
1,298.6 |
1,276.4 |
|
R3 |
1,294.2 |
1,287.8 |
1,273.5 |
|
R2 |
1,283.4 |
1,283.4 |
1,272.5 |
|
R1 |
1,277.0 |
1,277.0 |
1,271.5 |
1,274.8 |
PP |
1,272.6 |
1,272.6 |
1,272.6 |
1,271.6 |
S1 |
1,266.2 |
1,266.2 |
1,269.5 |
1,264.0 |
S2 |
1,261.8 |
1,261.8 |
1,268.5 |
|
S3 |
1,251.0 |
1,255.4 |
1,267.5 |
|
S4 |
1,240.2 |
1,244.6 |
1,264.6 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,338.1 |
1,326.5 |
1,283.6 |
|
R3 |
1,316.6 |
1,305.0 |
1,277.7 |
|
R2 |
1,295.1 |
1,295.1 |
1,275.7 |
|
R1 |
1,283.5 |
1,283.5 |
1,273.8 |
1,278.6 |
PP |
1,273.6 |
1,273.6 |
1,273.6 |
1,271.2 |
S1 |
1,262.0 |
1,262.0 |
1,269.8 |
1,257.1 |
S2 |
1,252.1 |
1,252.1 |
1,267.9 |
|
S3 |
1,230.6 |
1,240.5 |
1,265.9 |
|
S4 |
1,209.1 |
1,219.0 |
1,260.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,283.8 |
1,263.8 |
20.0 |
1.6% |
11.8 |
0.9% |
34% |
False |
False |
331,840 |
10 |
1,292.9 |
1,263.8 |
29.1 |
2.3% |
12.2 |
1.0% |
23% |
False |
False |
314,165 |
20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.4 |
1.0% |
17% |
False |
False |
297,316 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.3 |
1.0% |
8% |
False |
False |
307,608 |
60 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
13.9 |
1.1% |
13% |
False |
False |
309,564 |
80 |
1,362.4 |
1,214.6 |
147.8 |
11.6% |
13.2 |
1.0% |
38% |
False |
False |
258,735 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
39% |
False |
False |
209,392 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
39% |
False |
False |
175,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,325.0 |
2.618 |
1,307.4 |
1.618 |
1,296.6 |
1.000 |
1,289.9 |
0.618 |
1,285.8 |
HIGH |
1,279.1 |
0.618 |
1,275.0 |
0.500 |
1,273.7 |
0.382 |
1,272.4 |
LOW |
1,268.3 |
0.618 |
1,261.6 |
1.000 |
1,257.5 |
1.618 |
1,250.8 |
2.618 |
1,240.0 |
4.250 |
1,222.4 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.7 |
1,271.9 |
PP |
1,272.6 |
1,271.4 |
S1 |
1,271.6 |
1,271.0 |
|