Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,275.2 |
1,277.5 |
2.3 |
0.2% |
1,274.3 |
High |
1,285.1 |
1,281.2 |
-3.9 |
-0.3% |
1,285.1 |
Low |
1,274.0 |
1,265.9 |
-8.1 |
-0.6% |
1,265.9 |
Close |
1,278.1 |
1,269.2 |
-8.9 |
-0.7% |
1,269.2 |
Range |
11.1 |
15.3 |
4.2 |
37.8% |
19.2 |
ATR |
13.0 |
13.2 |
0.2 |
1.2% |
0.0 |
Volume |
380,142 |
373,412 |
-6,730 |
-1.8% |
1,670,786 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.0 |
1,308.9 |
1,277.6 |
|
R3 |
1,302.7 |
1,293.6 |
1,273.4 |
|
R2 |
1,287.4 |
1,287.4 |
1,272.0 |
|
R1 |
1,278.3 |
1,278.3 |
1,270.6 |
1,275.2 |
PP |
1,272.1 |
1,272.1 |
1,272.1 |
1,270.6 |
S1 |
1,263.0 |
1,263.0 |
1,267.8 |
1,259.9 |
S2 |
1,256.8 |
1,256.8 |
1,266.4 |
|
S3 |
1,241.5 |
1,247.7 |
1,265.0 |
|
S4 |
1,226.2 |
1,232.4 |
1,260.8 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.0 |
1,319.3 |
1,279.8 |
|
R3 |
1,311.8 |
1,300.1 |
1,274.5 |
|
R2 |
1,292.6 |
1,292.6 |
1,272.7 |
|
R1 |
1,280.9 |
1,280.9 |
1,271.0 |
1,277.2 |
PP |
1,273.4 |
1,273.4 |
1,273.4 |
1,271.5 |
S1 |
1,261.7 |
1,261.7 |
1,267.4 |
1,258.0 |
S2 |
1,254.2 |
1,254.2 |
1,265.7 |
|
S3 |
1,235.0 |
1,242.5 |
1,263.9 |
|
S4 |
1,215.8 |
1,223.3 |
1,258.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,285.1 |
1,265.9 |
19.2 |
1.5% |
12.1 |
1.0% |
17% |
False |
True |
334,157 |
10 |
1,285.3 |
1,263.8 |
21.5 |
1.7% |
12.0 |
0.9% |
25% |
False |
False |
335,078 |
20 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.3 |
1.0% |
12% |
False |
False |
310,806 |
40 |
1,344.6 |
1,262.8 |
81.8 |
6.4% |
13.2 |
1.0% |
8% |
False |
False |
309,568 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.8 |
1.1% |
6% |
False |
False |
315,062 |
80 |
1,362.4 |
1,221.0 |
141.4 |
11.1% |
13.4 |
1.1% |
34% |
False |
False |
271,741 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
38% |
False |
False |
220,660 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
38% |
False |
False |
184,630 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,346.2 |
2.618 |
1,321.3 |
1.618 |
1,306.0 |
1.000 |
1,296.5 |
0.618 |
1,290.7 |
HIGH |
1,281.2 |
0.618 |
1,275.4 |
0.500 |
1,273.6 |
0.382 |
1,271.7 |
LOW |
1,265.9 |
0.618 |
1,256.4 |
1.000 |
1,250.6 |
1.618 |
1,241.1 |
2.618 |
1,225.8 |
4.250 |
1,200.9 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,273.6 |
1,275.5 |
PP |
1,272.1 |
1,273.4 |
S1 |
1,270.7 |
1,271.3 |
|