Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,435.0 |
13,476.0 |
41.0 |
0.3% |
13,200.5 |
High |
13,467.5 |
13,503.0 |
35.5 |
0.3% |
13,503.0 |
Low |
13,400.0 |
13,424.5 |
24.5 |
0.2% |
13,200.0 |
Close |
13,439.5 |
13,481.0 |
41.5 |
0.3% |
13,481.0 |
Range |
67.5 |
78.5 |
11.0 |
16.3% |
303.0 |
ATR |
101.2 |
99.6 |
-1.6 |
-1.6% |
0.0 |
Volume |
63,702 |
51,965 |
-11,737 |
-18.4% |
273,369 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,705.0 |
13,671.5 |
13,524.2 |
|
R3 |
13,626.5 |
13,593.0 |
13,502.6 |
|
R2 |
13,548.0 |
13,548.0 |
13,495.4 |
|
R1 |
13,514.5 |
13,514.5 |
13,488.2 |
13,531.3 |
PP |
13,469.5 |
13,469.5 |
13,469.5 |
13,477.9 |
S1 |
13,436.0 |
13,436.0 |
13,473.8 |
13,452.8 |
S2 |
13,391.0 |
13,391.0 |
13,466.6 |
|
S3 |
13,312.5 |
13,357.5 |
13,459.4 |
|
S4 |
13,234.0 |
13,279.0 |
13,437.8 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,303.7 |
14,195.3 |
13,647.7 |
|
R3 |
14,000.7 |
13,892.3 |
13,564.3 |
|
R2 |
13,697.7 |
13,697.7 |
13,536.6 |
|
R1 |
13,589.3 |
13,589.3 |
13,508.8 |
13,643.5 |
PP |
13,394.7 |
13,394.7 |
13,394.7 |
13,421.8 |
S1 |
13,286.3 |
13,286.3 |
13,453.2 |
13,340.5 |
S2 |
13,091.7 |
13,091.7 |
13,425.5 |
|
S3 |
12,788.7 |
12,983.3 |
13,397.7 |
|
S4 |
12,485.7 |
12,680.3 |
13,314.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,503.0 |
13,200.0 |
303.0 |
2.2% |
74.1 |
0.5% |
93% |
True |
False |
54,673 |
10 |
13,503.0 |
12,906.5 |
596.5 |
4.4% |
99.4 |
0.7% |
96% |
True |
False |
67,575 |
20 |
13,503.0 |
12,899.0 |
604.0 |
4.5% |
88.8 |
0.7% |
96% |
True |
False |
66,362 |
40 |
13,503.0 |
12,355.5 |
1,147.5 |
8.5% |
82.5 |
0.6% |
98% |
True |
False |
61,346 |
60 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
93.2 |
0.7% |
99% |
True |
False |
41,836 |
80 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
100.8 |
0.7% |
99% |
True |
False |
31,458 |
100 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
103.9 |
0.8% |
99% |
True |
False |
25,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,836.6 |
2.618 |
13,708.5 |
1.618 |
13,630.0 |
1.000 |
13,581.5 |
0.618 |
13,551.5 |
HIGH |
13,503.0 |
0.618 |
13,473.0 |
0.500 |
13,463.8 |
0.382 |
13,454.5 |
LOW |
13,424.5 |
0.618 |
13,376.0 |
1.000 |
13,346.0 |
1.618 |
13,297.5 |
2.618 |
13,219.0 |
4.250 |
13,090.9 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,475.3 |
13,456.3 |
PP |
13,469.5 |
13,431.7 |
S1 |
13,463.8 |
13,407.0 |
|