| Trading Metrics calculated at close of trading on 30-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
13,165.0 |
13,200.5 |
35.5 |
0.3% |
12,991.0 |
| High |
13,245.0 |
13,249.5 |
4.5 |
0.0% |
13,245.0 |
| Low |
13,165.0 |
13,200.0 |
35.0 |
0.3% |
12,906.5 |
| Close |
13,219.0 |
13,222.0 |
3.0 |
0.0% |
13,219.0 |
| Range |
80.0 |
49.5 |
-30.5 |
-38.1% |
338.5 |
| ATR |
101.6 |
97.9 |
-3.7 |
-3.7% |
0.0 |
| Volume |
49,242 |
93,304 |
44,062 |
89.5% |
402,387 |
|
| Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,372.3 |
13,346.7 |
13,249.2 |
|
| R3 |
13,322.8 |
13,297.2 |
13,235.6 |
|
| R2 |
13,273.3 |
13,273.3 |
13,231.1 |
|
| R1 |
13,247.7 |
13,247.7 |
13,226.5 |
13,260.5 |
| PP |
13,223.8 |
13,223.8 |
13,223.8 |
13,230.3 |
| S1 |
13,198.2 |
13,198.2 |
13,217.5 |
13,211.0 |
| S2 |
13,174.3 |
13,174.3 |
13,212.9 |
|
| S3 |
13,124.8 |
13,148.7 |
13,208.4 |
|
| S4 |
13,075.3 |
13,099.2 |
13,194.8 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,139.0 |
14,017.5 |
13,405.2 |
|
| R3 |
13,800.5 |
13,679.0 |
13,312.1 |
|
| R2 |
13,462.0 |
13,462.0 |
13,281.1 |
|
| R1 |
13,340.5 |
13,340.5 |
13,250.0 |
13,401.3 |
| PP |
13,123.5 |
13,123.5 |
13,123.5 |
13,153.9 |
| S1 |
13,002.0 |
13,002.0 |
13,188.0 |
13,062.8 |
| S2 |
12,785.0 |
12,785.0 |
13,156.9 |
|
| S3 |
12,446.5 |
12,663.5 |
13,125.9 |
|
| S4 |
12,108.0 |
12,325.0 |
13,032.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,249.5 |
12,906.5 |
343.0 |
2.6% |
114.3 |
0.9% |
92% |
True |
False |
85,693 |
| 10 |
13,249.5 |
12,903.0 |
346.5 |
2.6% |
108.6 |
0.8% |
92% |
True |
False |
80,969 |
| 20 |
13,249.5 |
12,883.5 |
366.0 |
2.8% |
82.8 |
0.6% |
92% |
True |
False |
65,188 |
| 40 |
13,249.5 |
12,030.5 |
1,219.0 |
9.2% |
89.0 |
0.7% |
98% |
True |
False |
58,059 |
| 60 |
13,249.5 |
11,865.0 |
1,384.5 |
10.5% |
97.1 |
0.7% |
98% |
True |
False |
38,855 |
| 80 |
13,249.5 |
11,865.0 |
1,384.5 |
10.5% |
102.0 |
0.8% |
98% |
True |
False |
29,216 |
| 100 |
13,249.5 |
11,865.0 |
1,384.5 |
10.5% |
105.1 |
0.8% |
98% |
True |
False |
23,409 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,459.9 |
|
2.618 |
13,379.1 |
|
1.618 |
13,329.6 |
|
1.000 |
13,299.0 |
|
0.618 |
13,280.1 |
|
HIGH |
13,249.5 |
|
0.618 |
13,230.6 |
|
0.500 |
13,224.8 |
|
0.382 |
13,218.9 |
|
LOW |
13,200.0 |
|
0.618 |
13,169.4 |
|
1.000 |
13,150.5 |
|
1.618 |
13,119.9 |
|
2.618 |
13,070.4 |
|
4.250 |
12,989.6 |
|
|
| Fisher Pivots for day following 30-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,224.8 |
13,178.5 |
| PP |
13,223.8 |
13,135.0 |
| S1 |
13,222.9 |
13,091.5 |
|