Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,362.5 |
13,388.5 |
26.0 |
0.2% |
13,200.5 |
High |
13,418.0 |
13,401.5 |
-16.5 |
-0.1% |
13,503.0 |
Low |
13,341.5 |
13,102.0 |
-239.5 |
-1.8% |
13,200.0 |
Close |
13,388.5 |
13,198.0 |
-190.5 |
-1.4% |
13,481.0 |
Range |
76.5 |
299.5 |
223.0 |
291.5% |
303.0 |
ATR |
101.0 |
115.2 |
14.2 |
14.0% |
0.0 |
Volume |
138,073 |
88,677 |
-49,396 |
-35.8% |
273,369 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,132.3 |
13,964.7 |
13,362.7 |
|
R3 |
13,832.8 |
13,665.2 |
13,280.4 |
|
R2 |
13,533.3 |
13,533.3 |
13,252.9 |
|
R1 |
13,365.7 |
13,365.7 |
13,225.5 |
13,299.8 |
PP |
13,233.8 |
13,233.8 |
13,233.8 |
13,200.9 |
S1 |
13,066.2 |
13,066.2 |
13,170.5 |
13,000.3 |
S2 |
12,934.3 |
12,934.3 |
13,143.1 |
|
S3 |
12,634.8 |
12,766.7 |
13,115.6 |
|
S4 |
12,335.3 |
12,467.2 |
13,033.3 |
|
|
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 |
13,102.0 |
431.0 |
3.3% |
139.1 |
1.1% |
22% |
False |
True |
89,310 |
10 |
13,533.0 |
13,102.0 |
431.0 |
3.3% |
106.8 |
0.8% |
22% |
False |
True |
71,719 |
20 |
13,533.0 |
12,903.0 |
630.0 |
4.8% |
106.6 |
0.8% |
47% |
False |
False |
74,275 |
40 |
13,533.0 |
12,494.5 |
1,038.5 |
7.9% |
88.9 |
0.7% |
68% |
False |
False |
65,140 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.6% |
97.0 |
0.7% |
80% |
False |
False |
48,400 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.6% |
103.6 |
0.8% |
80% |
False |
False |
36,383 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.6% |
105.9 |
0.8% |
80% |
False |
False |
29,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,674.4 |
2.618 |
14,185.6 |
1.618 |
13,886.1 |
1.000 |
13,701.0 |
0.618 |
13,586.6 |
HIGH |
13,401.5 |
0.618 |
13,287.1 |
0.500 |
13,251.8 |
0.382 |
13,216.4 |
LOW |
13,102.0 |
0.618 |
12,916.9 |
1.000 |
12,802.5 |
1.618 |
12,617.4 |
2.618 |
12,317.9 |
4.250 |
11,829.1 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,251.8 |
13,317.5 |
PP |
13,233.8 |
13,277.7 |
S1 |
13,215.9 |
13,237.8 |
|