Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,270.7 |
1,282.6 |
11.9 |
0.9% |
1,274.3 |
High |
1,283.9 |
1,282.8 |
-1.1 |
-0.1% |
1,285.1 |
Low |
1,266.4 |
1,272.3 |
5.9 |
0.5% |
1,265.9 |
Close |
1,281.6 |
1,275.8 |
-5.8 |
-0.5% |
1,269.2 |
Range |
17.5 |
10.5 |
-7.0 |
-40.0% |
19.2 |
ATR |
13.5 |
13.3 |
-0.2 |
-1.6% |
0.0 |
Volume |
354,770 |
337,265 |
-17,505 |
-4.9% |
1,670,786 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,308.5 |
1,302.6 |
1,281.6 |
|
R3 |
1,298.0 |
1,292.1 |
1,278.7 |
|
R2 |
1,287.5 |
1,287.5 |
1,277.7 |
|
R1 |
1,281.6 |
1,281.6 |
1,276.8 |
1,279.3 |
PP |
1,277.0 |
1,277.0 |
1,277.0 |
1,275.8 |
S1 |
1,271.1 |
1,271.1 |
1,274.8 |
1,268.8 |
S2 |
1,266.5 |
1,266.5 |
1,273.9 |
|
S3 |
1,256.0 |
1,260.6 |
1,272.9 |
|
S4 |
1,245.5 |
1,250.1 |
1,270.0 |
|
|
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% |
52% |
False |
False |
366,046 |
10 |
1,285.1 |
1,263.8 |
21.3 |
1.7% |
12.7 |
1.0% |
56% |
False |
False |
348,943 |
20 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.6 |
1.0% |
27% |
False |
False |
319,529 |
40 |
1,340.5 |
1,262.8 |
77.7 |
6.1% |
13.3 |
1.0% |
17% |
False |
False |
312,097 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.9 |
1.1% |
13% |
False |
False |
318,206 |
80 |
1,362.4 |
1,239.1 |
123.3 |
9.7% |
13.4 |
1.0% |
30% |
False |
False |
279,781 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
43% |
False |
False |
227,497 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
43% |
False |
False |
190,314 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,327.4 |
2.618 |
1,310.3 |
1.618 |
1,299.8 |
1.000 |
1,293.3 |
0.618 |
1,289.3 |
HIGH |
1,282.8 |
0.618 |
1,278.8 |
0.500 |
1,277.6 |
0.382 |
1,276.3 |
LOW |
1,272.3 |
0.618 |
1,265.8 |
1.000 |
1,261.8 |
1.618 |
1,255.3 |
2.618 |
1,244.8 |
4.250 |
1,227.7 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.6 |
1,275.5 |
PP |
1,277.0 |
1,275.2 |
S1 |
1,276.4 |
1,274.9 |
|