Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,638.0 |
3,643.0 |
5.0 |
0.1% |
3,603.0 |
High |
3,665.0 |
3,663.0 |
-2.0 |
-0.1% |
3,665.0 |
Low |
3,638.0 |
3,643.0 |
5.0 |
0.1% |
3,568.0 |
Close |
3,648.0 |
3,653.0 |
5.0 |
0.1% |
3,648.0 |
Range |
27.0 |
20.0 |
-7.0 |
-25.9% |
97.0 |
ATR |
29.9 |
29.2 |
-0.7 |
-2.4% |
0.0 |
Volume |
1,274,948 |
620,921 |
-654,027 |
-51.3% |
4,920,257 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,713.0 |
3,703.0 |
3,664.0 |
|
R3 |
3,693.0 |
3,683.0 |
3,658.5 |
|
R2 |
3,673.0 |
3,673.0 |
3,656.7 |
|
R1 |
3,663.0 |
3,663.0 |
3,654.8 |
3,668.0 |
PP |
3,653.0 |
3,653.0 |
3,653.0 |
3,655.5 |
S1 |
3,643.0 |
3,643.0 |
3,651.2 |
3,648.0 |
S2 |
3,633.0 |
3,633.0 |
3,649.3 |
|
S3 |
3,613.0 |
3,623.0 |
3,647.5 |
|
S4 |
3,593.0 |
3,603.0 |
3,642.0 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,918.0 |
3,880.0 |
3,701.4 |
|
R3 |
3,821.0 |
3,783.0 |
3,674.7 |
|
R2 |
3,724.0 |
3,724.0 |
3,665.8 |
|
R1 |
3,686.0 |
3,686.0 |
3,656.9 |
3,705.0 |
PP |
3,627.0 |
3,627.0 |
3,627.0 |
3,636.5 |
S1 |
3,589.0 |
3,589.0 |
3,639.1 |
3,608.0 |
S2 |
3,530.0 |
3,530.0 |
3,630.2 |
|
S3 |
3,433.0 |
3,492.0 |
3,621.3 |
|
S4 |
3,336.0 |
3,395.0 |
3,594.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
38.0 |
1.0% |
88% |
False |
False |
977,015 |
10 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
31.7 |
0.9% |
88% |
False |
False |
854,131 |
20 |
3,665.0 |
3,568.0 |
97.0 |
2.7% |
26.7 |
0.7% |
88% |
False |
False |
704,227 |
40 |
3,665.0 |
3,380.0 |
285.0 |
7.8% |
26.3 |
0.7% |
96% |
False |
False |
712,009 |
60 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
27.6 |
0.8% |
96% |
False |
False |
477,766 |
80 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
29.2 |
0.8% |
96% |
False |
False |
358,944 |
100 |
3,665.0 |
3,348.0 |
317.0 |
8.7% |
30.7 |
0.8% |
96% |
False |
False |
287,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,748.0 |
2.618 |
3,715.4 |
1.618 |
3,695.4 |
1.000 |
3,683.0 |
0.618 |
3,675.4 |
HIGH |
3,663.0 |
0.618 |
3,655.4 |
0.500 |
3,653.0 |
0.382 |
3,650.6 |
LOW |
3,643.0 |
0.618 |
3,630.6 |
1.000 |
3,623.0 |
1.618 |
3,610.6 |
2.618 |
3,590.6 |
4.250 |
3,558.0 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,653.0 |
3,641.7 |
PP |
3,653.0 |
3,630.3 |
S1 |
3,653.0 |
3,619.0 |
|