Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.6 |
1,276.4 |
-6.2 |
-0.5% |
1,274.3 |
High |
1,282.8 |
1,288.1 |
5.3 |
0.4% |
1,285.1 |
Low |
1,272.3 |
1,276.1 |
3.8 |
0.3% |
1,265.9 |
Close |
1,275.8 |
1,283.7 |
7.9 |
0.6% |
1,269.2 |
Range |
10.5 |
12.0 |
1.5 |
14.3% |
19.2 |
ATR |
13.3 |
13.2 |
-0.1 |
-0.5% |
0.0 |
Volume |
337,265 |
358,132 |
20,867 |
6.2% |
1,670,786 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,318.6 |
1,313.2 |
1,290.3 |
|
R3 |
1,306.6 |
1,301.2 |
1,287.0 |
|
R2 |
1,294.6 |
1,294.6 |
1,285.9 |
|
R1 |
1,289.2 |
1,289.2 |
1,284.8 |
1,291.9 |
PP |
1,282.6 |
1,282.6 |
1,282.6 |
1,284.0 |
S1 |
1,277.2 |
1,277.2 |
1,282.6 |
1,279.9 |
S2 |
1,270.6 |
1,270.6 |
1,281.5 |
|
S3 |
1,258.6 |
1,265.2 |
1,280.4 |
|
S4 |
1,246.6 |
1,253.2 |
1,277.1 |
|
|
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 |
1,288.1 |
1,265.9 |
22.2 |
1.7% |
13.3 |
1.0% |
80% |
True |
False |
360,744 |
10 |
1,288.1 |
1,263.8 |
24.3 |
1.9% |
13.0 |
1.0% |
82% |
True |
False |
346,817 |
20 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.7 |
1.0% |
45% |
False |
False |
324,368 |
40 |
1,338.2 |
1,262.8 |
75.4 |
5.9% |
13.2 |
1.0% |
28% |
False |
False |
313,391 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.8 |
1.1% |
21% |
False |
False |
319,382 |
80 |
1,362.4 |
1,241.5 |
120.9 |
9.4% |
13.4 |
1.0% |
35% |
False |
False |
283,880 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
48% |
False |
False |
231,011 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
48% |
False |
False |
193,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,339.1 |
2.618 |
1,319.5 |
1.618 |
1,307.5 |
1.000 |
1,300.1 |
0.618 |
1,295.5 |
HIGH |
1,288.1 |
0.618 |
1,283.5 |
0.500 |
1,282.1 |
0.382 |
1,280.7 |
LOW |
1,276.1 |
0.618 |
1,268.7 |
1.000 |
1,264.1 |
1.618 |
1,256.7 |
2.618 |
1,244.7 |
4.250 |
1,225.1 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,283.2 |
1,281.6 |
PP |
1,282.6 |
1,279.4 |
S1 |
1,282.1 |
1,277.3 |
|