| 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 |
2,571.50 |
2,577.50 |
6.00 |
0.2% |
2,575.50 |
| High |
2,578.50 |
2,585.50 |
7.00 |
0.3% |
2,585.50 |
| Low |
2,562.25 |
2,573.50 |
11.25 |
0.4% |
2,562.25 |
| Close |
2,576.75 |
2,582.75 |
6.00 |
0.2% |
2,582.75 |
| Range |
16.25 |
12.00 |
-4.25 |
-26.2% |
23.25 |
| ATR |
13.08 |
13.00 |
-0.08 |
-0.6% |
0.00 |
| Volume |
1,297,222 |
992,681 |
-304,541 |
-23.5% |
5,869,002 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,616.50 |
2,611.75 |
2,589.25 |
|
| R3 |
2,604.50 |
2,599.75 |
2,586.00 |
|
| R2 |
2,592.50 |
2,592.50 |
2,585.00 |
|
| R1 |
2,587.75 |
2,587.75 |
2,583.75 |
2,590.00 |
| PP |
2,580.50 |
2,580.50 |
2,580.50 |
2,581.75 |
| S1 |
2,575.75 |
2,575.75 |
2,581.75 |
2,578.00 |
| S2 |
2,568.50 |
2,568.50 |
2,580.50 |
|
| S3 |
2,556.50 |
2,563.75 |
2,579.50 |
|
| S4 |
2,544.50 |
2,551.75 |
2,576.25 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.50 |
2,638.00 |
2,595.50 |
|
| R3 |
2,623.25 |
2,614.75 |
2,589.25 |
|
| R2 |
2,600.00 |
2,600.00 |
2,587.00 |
|
| R1 |
2,591.50 |
2,591.50 |
2,585.00 |
2,595.75 |
| PP |
2,576.75 |
2,576.75 |
2,576.75 |
2,579.00 |
| S1 |
2,568.25 |
2,568.25 |
2,580.50 |
2,572.50 |
| S2 |
2,553.50 |
2,553.50 |
2,578.50 |
|
| S3 |
2,530.25 |
2,545.00 |
2,576.25 |
|
| S4 |
2,507.00 |
2,521.75 |
2,570.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,585.50 |
2,562.25 |
23.25 |
0.9% |
12.75 |
0.5% |
88% |
True |
False |
1,173,800 |
| 10 |
2,585.50 |
2,541.50 |
44.00 |
1.7% |
14.50 |
0.6% |
94% |
True |
False |
1,324,222 |
| 20 |
2,585.50 |
2,539.25 |
46.25 |
1.8% |
12.25 |
0.5% |
94% |
True |
False |
1,135,355 |
| 40 |
2,585.50 |
2,466.75 |
118.75 |
4.6% |
11.75 |
0.5% |
98% |
True |
False |
1,197,215 |
| 60 |
2,585.50 |
2,414.00 |
171.50 |
6.6% |
13.75 |
0.5% |
98% |
True |
False |
843,364 |
| 80 |
2,585.50 |
2,414.00 |
171.50 |
6.6% |
13.75 |
0.5% |
98% |
True |
False |
633,527 |
| 100 |
2,585.50 |
2,400.75 |
184.75 |
7.2% |
14.50 |
0.6% |
99% |
True |
False |
507,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,636.50 |
|
2.618 |
2,617.00 |
|
1.618 |
2,605.00 |
|
1.000 |
2,597.50 |
|
0.618 |
2,593.00 |
|
HIGH |
2,585.50 |
|
0.618 |
2,581.00 |
|
0.500 |
2,579.50 |
|
0.382 |
2,578.00 |
|
LOW |
2,573.50 |
|
0.618 |
2,566.00 |
|
1.000 |
2,561.50 |
|
1.618 |
2,554.00 |
|
2.618 |
2,542.00 |
|
4.250 |
2,522.50 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,581.75 |
2,579.75 |
| PP |
2,580.50 |
2,576.75 |
| S1 |
2,579.50 |
2,574.00 |
|