Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.1 |
1,286.0 |
3.9 |
0.3% |
1,270.7 |
High |
1,289.5 |
1,287.7 |
-1.8 |
-0.1% |
1,289.5 |
Low |
1,280.5 |
1,273.6 |
-6.9 |
-0.5% |
1,266.4 |
Close |
1,287.5 |
1,274.2 |
-13.3 |
-1.0% |
1,274.2 |
Range |
9.0 |
14.1 |
5.1 |
56.7% |
23.1 |
ATR |
12.9 |
13.0 |
0.1 |
0.7% |
0.0 |
Volume |
394,181 |
354,580 |
-39,601 |
-10.0% |
1,798,928 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.8 |
1,311.6 |
1,282.0 |
|
R3 |
1,306.7 |
1,297.5 |
1,278.1 |
|
R2 |
1,292.6 |
1,292.6 |
1,276.8 |
|
R1 |
1,283.4 |
1,283.4 |
1,275.5 |
1,281.0 |
PP |
1,278.5 |
1,278.5 |
1,278.5 |
1,277.3 |
S1 |
1,269.3 |
1,269.3 |
1,272.9 |
1,266.9 |
S2 |
1,264.4 |
1,264.4 |
1,271.6 |
|
S3 |
1,250.3 |
1,255.2 |
1,270.3 |
|
S4 |
1,236.2 |
1,241.1 |
1,266.4 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.0 |
1,333.2 |
1,286.9 |
|
R3 |
1,322.9 |
1,310.1 |
1,280.6 |
|
R2 |
1,299.8 |
1,299.8 |
1,278.4 |
|
R1 |
1,287.0 |
1,287.0 |
1,276.3 |
1,293.4 |
PP |
1,276.7 |
1,276.7 |
1,276.7 |
1,279.9 |
S1 |
1,263.9 |
1,263.9 |
1,272.1 |
1,270.3 |
S2 |
1,253.6 |
1,253.6 |
1,270.0 |
|
S3 |
1,230.5 |
1,240.8 |
1,267.8 |
|
S4 |
1,207.4 |
1,217.7 |
1,261.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.5 |
1,266.4 |
23.1 |
1.8% |
12.6 |
1.0% |
34% |
False |
False |
359,785 |
10 |
1,289.5 |
1,265.9 |
23.6 |
1.9% |
12.4 |
1.0% |
35% |
False |
False |
346,971 |
20 |
1,308.4 |
1,263.8 |
44.6 |
3.5% |
12.8 |
1.0% |
23% |
False |
False |
334,623 |
40 |
1,324.0 |
1,262.8 |
61.2 |
4.8% |
13.0 |
1.0% |
19% |
False |
False |
315,683 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.8 |
1.1% |
11% |
False |
False |
321,811 |
80 |
1,362.4 |
1,249.4 |
113.0 |
8.9% |
13.4 |
1.1% |
22% |
False |
False |
292,343 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.2 |
1.0% |
42% |
False |
False |
238,397 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
42% |
False |
False |
199,434 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.6 |
2.618 |
1,324.6 |
1.618 |
1,310.5 |
1.000 |
1,301.8 |
0.618 |
1,296.4 |
HIGH |
1,287.7 |
0.618 |
1,282.3 |
0.500 |
1,280.7 |
0.382 |
1,279.0 |
LOW |
1,273.6 |
0.618 |
1,264.9 |
1.000 |
1,259.5 |
1.618 |
1,250.8 |
2.618 |
1,236.7 |
4.250 |
1,213.7 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,280.7 |
1,281.6 |
PP |
1,278.5 |
1,279.1 |
S1 |
1,276.4 |
1,276.7 |
|