Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,222.0 |
13,325.0 |
103.0 |
0.8% |
12,991.0 |
High |
13,222.0 |
13,486.0 |
264.0 |
2.0% |
13,245.0 |
Low |
13,222.0 |
13,311.0 |
89.0 |
0.7% |
12,906.5 |
Close |
13,222.0 |
13,475.0 |
253.0 |
1.9% |
13,219.0 |
Range |
0.0 |
175.0 |
175.0 |
|
338.5 |
ATR |
90.9 |
103.2 |
12.4 |
13.6% |
0.0 |
Volume |
0 |
64,398 |
64,398 |
|
402,387 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,949.0 |
13,887.0 |
13,571.3 |
|
R3 |
13,774.0 |
13,712.0 |
13,523.1 |
|
R2 |
13,599.0 |
13,599.0 |
13,507.1 |
|
R1 |
13,537.0 |
13,537.0 |
13,491.0 |
13,568.0 |
PP |
13,424.0 |
13,424.0 |
13,424.0 |
13,439.5 |
S1 |
13,362.0 |
13,362.0 |
13,459.0 |
13,393.0 |
S2 |
13,249.0 |
13,249.0 |
13,442.9 |
|
S3 |
13,074.0 |
13,187.0 |
13,426.9 |
|
S4 |
12,899.0 |
13,012.0 |
13,378.8 |
|
|
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 |
13,486.0 |
12,933.5 |
552.5 |
4.1% |
106.9 |
0.8% |
98% |
True |
False |
57,915 |
10 |
13,486.0 |
12,903.0 |
583.0 |
4.3% |
109.9 |
0.8% |
98% |
True |
False |
69,889 |
20 |
13,486.0 |
12,899.0 |
587.0 |
4.4% |
87.0 |
0.6% |
98% |
True |
False |
65,770 |
40 |
13,486.0 |
12,235.0 |
1,251.0 |
9.3% |
83.3 |
0.6% |
99% |
True |
False |
59,503 |
60 |
13,486.0 |
11,865.0 |
1,621.0 |
12.0% |
96.1 |
0.7% |
99% |
True |
False |
39,918 |
80 |
13,486.0 |
11,865.0 |
1,621.0 |
12.0% |
101.8 |
0.8% |
99% |
True |
False |
30,016 |
100 |
13,486.0 |
11,865.0 |
1,621.0 |
12.0% |
105.7 |
0.8% |
99% |
True |
False |
24,051 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,229.8 |
2.618 |
13,944.2 |
1.618 |
13,769.2 |
1.000 |
13,661.0 |
0.618 |
13,594.2 |
HIGH |
13,486.0 |
0.618 |
13,419.2 |
0.500 |
13,398.5 |
0.382 |
13,377.9 |
LOW |
13,311.0 |
0.618 |
13,202.9 |
1.000 |
13,136.0 |
1.618 |
13,027.9 |
2.618 |
12,852.9 |
4.250 |
12,567.3 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,449.5 |
13,431.0 |
PP |
13,424.0 |
13,387.0 |
S1 |
13,398.5 |
13,343.0 |
|