Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,476.0 |
13,475.0 |
-1.0 |
0.0% |
13,200.5 |
High |
13,503.0 |
13,480.5 |
-22.5 |
-0.2% |
13,503.0 |
Low |
13,424.5 |
13,437.5 |
13.0 |
0.1% |
13,200.0 |
Close |
13,481.0 |
13,465.5 |
-15.5 |
-0.1% |
13,481.0 |
Range |
78.5 |
43.0 |
-35.5 |
-45.2% |
303.0 |
ATR |
99.6 |
95.6 |
-4.0 |
-4.0% |
0.0 |
Volume |
51,965 |
91,951 |
39,986 |
76.9% |
273,369 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,590.2 |
13,570.8 |
13,489.2 |
|
R3 |
13,547.2 |
13,527.8 |
13,477.3 |
|
R2 |
13,504.2 |
13,504.2 |
13,473.4 |
|
R1 |
13,484.8 |
13,484.8 |
13,469.4 |
13,473.0 |
PP |
13,461.2 |
13,461.2 |
13,461.2 |
13,455.3 |
S1 |
13,441.8 |
13,441.8 |
13,461.6 |
13,430.0 |
S2 |
13,418.2 |
13,418.2 |
13,457.6 |
|
S3 |
13,375.2 |
13,398.8 |
13,453.7 |
|
S4 |
13,332.2 |
13,355.8 |
13,441.9 |
|
|
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 |
13,222.0 |
281.0 |
2.1% |
72.8 |
0.5% |
87% |
False |
False |
54,403 |
10 |
13,503.0 |
12,906.5 |
596.5 |
4.4% |
93.6 |
0.7% |
94% |
False |
False |
70,048 |
20 |
13,503.0 |
12,899.0 |
604.0 |
4.5% |
87.9 |
0.7% |
94% |
False |
False |
67,577 |
40 |
13,503.0 |
12,463.5 |
1,039.5 |
7.7% |
80.1 |
0.6% |
96% |
False |
False |
62,233 |
60 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
92.5 |
0.7% |
98% |
False |
False |
43,363 |
80 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
100.4 |
0.7% |
98% |
False |
False |
32,605 |
100 |
13,503.0 |
11,865.0 |
1,638.0 |
12.2% |
103.9 |
0.8% |
98% |
False |
False |
26,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,663.3 |
2.618 |
13,593.1 |
1.618 |
13,550.1 |
1.000 |
13,523.5 |
0.618 |
13,507.1 |
HIGH |
13,480.5 |
0.618 |
13,464.1 |
0.500 |
13,459.0 |
0.382 |
13,453.9 |
LOW |
13,437.5 |
0.618 |
13,410.9 |
1.000 |
13,394.5 |
1.618 |
13,367.9 |
2.618 |
13,324.9 |
4.250 |
13,254.8 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,463.3 |
13,460.8 |
PP |
13,461.2 |
13,456.2 |
S1 |
13,459.0 |
13,451.5 |
|