| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
13,325.0 |
13,435.0 |
110.0 |
0.8% |
12,991.0 |
| High |
13,486.0 |
13,467.5 |
-18.5 |
-0.1% |
13,245.0 |
| Low |
13,311.0 |
13,400.0 |
89.0 |
0.7% |
12,906.5 |
| Close |
13,475.0 |
13,439.5 |
-35.5 |
-0.3% |
13,219.0 |
| Range |
175.0 |
67.5 |
-107.5 |
-61.4% |
338.5 |
| ATR |
103.2 |
101.2 |
-2.0 |
-2.0% |
0.0 |
| Volume |
64,398 |
63,702 |
-696 |
-1.1% |
402,387 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,638.2 |
13,606.3 |
13,476.6 |
|
| R3 |
13,570.7 |
13,538.8 |
13,458.1 |
|
| R2 |
13,503.2 |
13,503.2 |
13,451.9 |
|
| R1 |
13,471.3 |
13,471.3 |
13,445.7 |
13,487.3 |
| PP |
13,435.7 |
13,435.7 |
13,435.7 |
13,443.6 |
| S1 |
13,403.8 |
13,403.8 |
13,433.3 |
13,419.8 |
| S2 |
13,368.2 |
13,368.2 |
13,427.1 |
|
| S3 |
13,300.7 |
13,336.3 |
13,420.9 |
|
| S4 |
13,233.2 |
13,268.8 |
13,402.4 |
|
|
| 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 |
13,165.0 |
321.0 |
2.4% |
74.4 |
0.6% |
86% |
False |
False |
54,129 |
| 10 |
13,486.0 |
12,906.5 |
579.5 |
4.3% |
102.6 |
0.8% |
92% |
False |
False |
69,428 |
| 20 |
13,486.0 |
12,899.0 |
587.0 |
4.4% |
87.6 |
0.7% |
92% |
False |
False |
66,063 |
| 40 |
13,486.0 |
12,235.0 |
1,251.0 |
9.3% |
82.4 |
0.6% |
96% |
False |
False |
60,942 |
| 60 |
13,486.0 |
11,865.0 |
1,621.0 |
12.1% |
95.5 |
0.7% |
97% |
False |
False |
40,972 |
| 80 |
13,486.0 |
11,865.0 |
1,621.0 |
12.1% |
100.4 |
0.7% |
97% |
False |
False |
30,809 |
| 100 |
13,486.0 |
11,865.0 |
1,621.0 |
12.1% |
105.0 |
0.8% |
97% |
False |
False |
24,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,754.4 |
|
2.618 |
13,644.2 |
|
1.618 |
13,576.7 |
|
1.000 |
13,535.0 |
|
0.618 |
13,509.2 |
|
HIGH |
13,467.5 |
|
0.618 |
13,441.7 |
|
0.500 |
13,433.8 |
|
0.382 |
13,425.8 |
|
LOW |
13,400.0 |
|
0.618 |
13,358.3 |
|
1.000 |
13,332.5 |
|
1.618 |
13,290.8 |
|
2.618 |
13,223.3 |
|
4.250 |
13,113.1 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,437.6 |
13,411.0 |
| PP |
13,435.7 |
13,382.5 |
| S1 |
13,433.8 |
13,354.0 |
|