| 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 |
2,577.50 |
2,580.00 |
2.50 |
0.1% |
2,575.50 |
| High |
2,585.50 |
2,590.00 |
4.50 |
0.2% |
2,585.50 |
| Low |
2,573.50 |
2,575.50 |
2.00 |
0.1% |
2,562.25 |
| Close |
2,582.75 |
2,588.75 |
6.00 |
0.2% |
2,582.75 |
| Range |
12.00 |
14.50 |
2.50 |
20.8% |
23.25 |
| ATR |
13.00 |
13.11 |
0.11 |
0.8% |
0.00 |
| Volume |
992,681 |
848,119 |
-144,562 |
-14.6% |
5,869,002 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.25 |
2,623.00 |
2,596.75 |
|
| R3 |
2,613.75 |
2,608.50 |
2,592.75 |
|
| R2 |
2,599.25 |
2,599.25 |
2,591.50 |
|
| R1 |
2,594.00 |
2,594.00 |
2,590.00 |
2,596.50 |
| PP |
2,584.75 |
2,584.75 |
2,584.75 |
2,586.00 |
| S1 |
2,579.50 |
2,579.50 |
2,587.50 |
2,582.00 |
| S2 |
2,570.25 |
2,570.25 |
2,586.00 |
|
| S3 |
2,555.75 |
2,565.00 |
2,584.75 |
|
| S4 |
2,541.25 |
2,550.50 |
2,580.75 |
|
|
| 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 |
2,590.00 |
2,562.25 |
27.75 |
1.1% |
13.25 |
0.5% |
95% |
True |
False |
1,095,904 |
| 10 |
2,590.00 |
2,541.50 |
48.50 |
1.9% |
14.50 |
0.6% |
97% |
True |
False |
1,281,738 |
| 20 |
2,590.00 |
2,541.50 |
48.50 |
1.9% |
12.50 |
0.5% |
97% |
True |
False |
1,140,987 |
| 40 |
2,590.00 |
2,485.00 |
105.00 |
4.1% |
11.50 |
0.4% |
99% |
True |
False |
1,171,089 |
| 60 |
2,590.00 |
2,414.00 |
176.00 |
6.8% |
13.75 |
0.5% |
99% |
True |
False |
857,350 |
| 80 |
2,590.00 |
2,414.00 |
176.00 |
6.8% |
13.75 |
0.5% |
99% |
True |
False |
644,103 |
| 100 |
2,590.00 |
2,400.75 |
189.25 |
7.3% |
14.50 |
0.6% |
99% |
True |
False |
515,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,651.50 |
|
2.618 |
2,628.00 |
|
1.618 |
2,613.50 |
|
1.000 |
2,604.50 |
|
0.618 |
2,599.00 |
|
HIGH |
2,590.00 |
|
0.618 |
2,584.50 |
|
0.500 |
2,582.75 |
|
0.382 |
2,581.00 |
|
LOW |
2,575.50 |
|
0.618 |
2,566.50 |
|
1.000 |
2,561.00 |
|
1.618 |
2,552.00 |
|
2.618 |
2,537.50 |
|
4.250 |
2,514.00 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,586.75 |
2,584.50 |
| PP |
2,584.75 |
2,580.25 |
| S1 |
2,582.75 |
2,576.00 |
|