Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,277.6 |
1,271.8 |
-5.8 |
-0.5% |
1,281.5 |
High |
1,279.1 |
1,281.9 |
2.8 |
0.2% |
1,285.3 |
Low |
1,268.3 |
1,268.5 |
0.2 |
0.0% |
1,263.8 |
Close |
1,270.5 |
1,277.3 |
6.8 |
0.5% |
1,271.8 |
Range |
10.8 |
13.4 |
2.6 |
24.1% |
21.5 |
ATR |
13.2 |
13.2 |
0.0 |
0.1% |
0.0 |
Volume |
272,513 |
384,642 |
112,129 |
41.1% |
1,680,001 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.1 |
1,310.1 |
1,284.7 |
|
R3 |
1,302.7 |
1,296.7 |
1,281.0 |
|
R2 |
1,289.3 |
1,289.3 |
1,279.8 |
|
R1 |
1,283.3 |
1,283.3 |
1,278.5 |
1,286.3 |
PP |
1,275.9 |
1,275.9 |
1,275.9 |
1,277.4 |
S1 |
1,269.9 |
1,269.9 |
1,276.1 |
1,272.9 |
S2 |
1,262.5 |
1,262.5 |
1,274.8 |
|
S3 |
1,249.1 |
1,256.5 |
1,273.6 |
|
S4 |
1,235.7 |
1,243.1 |
1,269.9 |
|
|
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% |
12.6 |
1.0% |
68% |
False |
False |
332,890 |
10 |
1,292.9 |
1,263.8 |
29.1 |
2.3% |
12.3 |
1.0% |
46% |
False |
False |
326,775 |
20 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.4 |
1.0% |
32% |
False |
False |
302,892 |
40 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.3 |
1.0% |
15% |
False |
False |
309,490 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.9 |
1.1% |
15% |
False |
False |
311,849 |
80 |
1,362.4 |
1,219.8 |
142.6 |
11.2% |
13.3 |
1.0% |
40% |
False |
False |
263,272 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
44% |
False |
False |
213,196 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
44% |
False |
False |
178,391 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,338.9 |
2.618 |
1,317.0 |
1.618 |
1,303.6 |
1.000 |
1,295.3 |
0.618 |
1,290.2 |
HIGH |
1,281.9 |
0.618 |
1,276.8 |
0.500 |
1,275.2 |
0.382 |
1,273.6 |
LOW |
1,268.5 |
0.618 |
1,260.2 |
1.000 |
1,255.1 |
1.618 |
1,246.8 |
2.618 |
1,233.4 |
4.250 |
1,211.6 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,276.6 |
1,276.6 |
PP |
1,275.9 |
1,275.8 |
S1 |
1,275.2 |
1,275.1 |
|