Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,475.0 |
13,507.0 |
32.0 |
0.2% |
13,200.5 |
High |
13,480.5 |
13,533.0 |
52.5 |
0.4% |
13,503.0 |
Low |
13,437.5 |
13,335.0 |
-102.5 |
-0.8% |
13,200.0 |
Close |
13,465.5 |
13,388.5 |
-77.0 |
-0.6% |
13,481.0 |
Range |
43.0 |
198.0 |
155.0 |
360.5% |
303.0 |
ATR |
95.6 |
102.9 |
7.3 |
7.7% |
0.0 |
Volume |
91,951 |
75,885 |
-16,066 |
-17.5% |
273,369 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,012.8 |
13,898.7 |
13,497.4 |
|
R3 |
13,814.8 |
13,700.7 |
13,443.0 |
|
R2 |
13,616.8 |
13,616.8 |
13,424.8 |
|
R1 |
13,502.7 |
13,502.7 |
13,406.7 |
13,460.8 |
PP |
13,418.8 |
13,418.8 |
13,418.8 |
13,397.9 |
S1 |
13,304.7 |
13,304.7 |
13,370.4 |
13,262.8 |
S2 |
13,220.8 |
13,220.8 |
13,352.2 |
|
S3 |
13,022.8 |
13,106.7 |
13,334.1 |
|
S4 |
12,824.8 |
12,908.7 |
13,279.6 |
|
|
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 |
13,533.0 |
13,311.0 |
222.0 |
1.7% |
112.4 |
0.8% |
35% |
True |
False |
69,580 |
10 |
13,533.0 |
12,906.5 |
626.5 |
4.7% |
105.7 |
0.8% |
77% |
True |
False |
68,150 |
20 |
13,533.0 |
12,903.0 |
630.0 |
4.7% |
94.0 |
0.7% |
77% |
True |
False |
68,842 |
40 |
13,533.0 |
12,463.5 |
1,069.5 |
8.0% |
83.2 |
0.6% |
86% |
True |
False |
62,376 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
93.4 |
0.7% |
91% |
True |
False |
44,626 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
101.5 |
0.8% |
91% |
True |
False |
33,550 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
104.6 |
0.8% |
91% |
True |
False |
26,881 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,374.5 |
2.618 |
14,051.4 |
1.618 |
13,853.4 |
1.000 |
13,731.0 |
0.618 |
13,655.4 |
HIGH |
13,533.0 |
0.618 |
13,457.4 |
0.500 |
13,434.0 |
0.382 |
13,410.6 |
LOW |
13,335.0 |
0.618 |
13,212.6 |
1.000 |
13,137.0 |
1.618 |
13,014.6 |
2.618 |
12,816.6 |
4.250 |
12,493.5 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,434.0 |
13,434.0 |
PP |
13,418.8 |
13,418.8 |
S1 |
13,403.7 |
13,403.7 |
|