Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,277.5 |
1,270.7 |
-6.8 |
-0.5% |
1,274.3 |
High |
1,281.2 |
1,283.9 |
2.7 |
0.2% |
1,285.1 |
Low |
1,265.9 |
1,266.4 |
0.5 |
0.0% |
1,265.9 |
Close |
1,269.2 |
1,281.6 |
12.4 |
1.0% |
1,269.2 |
Range |
15.3 |
17.5 |
2.2 |
14.4% |
19.2 |
ATR |
13.2 |
13.5 |
0.3 |
2.3% |
0.0 |
Volume |
373,412 |
354,770 |
-18,642 |
-5.0% |
1,670,786 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,329.8 |
1,323.2 |
1,291.2 |
|
R3 |
1,312.3 |
1,305.7 |
1,286.4 |
|
R2 |
1,294.8 |
1,294.8 |
1,284.8 |
|
R1 |
1,288.2 |
1,288.2 |
1,283.2 |
1,291.5 |
PP |
1,277.3 |
1,277.3 |
1,277.3 |
1,279.0 |
S1 |
1,270.7 |
1,270.7 |
1,280.0 |
1,274.0 |
S2 |
1,259.8 |
1,259.8 |
1,278.4 |
|
S3 |
1,242.3 |
1,253.2 |
1,276.8 |
|
S4 |
1,224.8 |
1,235.7 |
1,272.0 |
|
|
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% |
13.6 |
1.1% |
82% |
False |
False |
353,095 |
10 |
1,285.3 |
1,263.8 |
21.5 |
1.7% |
12.7 |
1.0% |
83% |
False |
False |
342,107 |
20 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.6 |
1.0% |
40% |
False |
False |
318,495 |
40 |
1,340.5 |
1,262.8 |
77.7 |
6.1% |
13.2 |
1.0% |
24% |
False |
False |
310,860 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.9 |
1.1% |
19% |
False |
False |
316,553 |
80 |
1,362.4 |
1,234.9 |
127.5 |
9.9% |
13.3 |
1.0% |
37% |
False |
False |
275,740 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
47% |
False |
False |
224,155 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
47% |
False |
False |
187,544 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,358.3 |
2.618 |
1,329.7 |
1.618 |
1,312.2 |
1.000 |
1,301.4 |
0.618 |
1,294.7 |
HIGH |
1,283.9 |
0.618 |
1,277.2 |
0.500 |
1,275.2 |
0.382 |
1,273.1 |
LOW |
1,266.4 |
0.618 |
1,255.6 |
1.000 |
1,248.9 |
1.618 |
1,238.1 |
2.618 |
1,220.6 |
4.250 |
1,192.0 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,279.5 |
1,279.6 |
PP |
1,277.3 |
1,277.5 |
S1 |
1,275.2 |
1,275.5 |
|