Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
3,643.0 |
3,653.0 |
10.0 |
0.3% |
3,603.0 |
High |
3,663.0 |
3,682.0 |
19.0 |
0.5% |
3,665.0 |
Low |
3,643.0 |
3,653.0 |
10.0 |
0.3% |
3,568.0 |
Close |
3,653.0 |
3,678.0 |
25.0 |
0.7% |
3,648.0 |
Range |
20.0 |
29.0 |
9.0 |
45.0% |
97.0 |
ATR |
29.2 |
29.2 |
0.0 |
0.0% |
0.0 |
Volume |
620,921 |
559,748 |
-61,173 |
-9.9% |
4,920,257 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,758.0 |
3,747.0 |
3,694.0 |
|
R3 |
3,729.0 |
3,718.0 |
3,686.0 |
|
R2 |
3,700.0 |
3,700.0 |
3,683.3 |
|
R1 |
3,689.0 |
3,689.0 |
3,680.7 |
3,694.5 |
PP |
3,671.0 |
3,671.0 |
3,671.0 |
3,673.8 |
S1 |
3,660.0 |
3,660.0 |
3,675.3 |
3,665.5 |
S2 |
3,642.0 |
3,642.0 |
3,672.7 |
|
S3 |
3,613.0 |
3,631.0 |
3,670.0 |
|
S4 |
3,584.0 |
3,602.0 |
3,662.1 |
|
|
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 |
3,682.0 |
3,568.0 |
114.0 |
3.1% |
39.0 |
1.1% |
96% |
True |
False |
961,284 |
10 |
3,682.0 |
3,568.0 |
114.0 |
3.1% |
32.3 |
0.9% |
96% |
True |
False |
848,202 |
20 |
3,682.0 |
3,568.0 |
114.0 |
3.1% |
27.4 |
0.7% |
96% |
True |
False |
716,564 |
40 |
3,682.0 |
3,383.0 |
299.0 |
8.1% |
25.7 |
0.7% |
99% |
True |
False |
725,079 |
60 |
3,682.0 |
3,348.0 |
334.0 |
9.1% |
27.7 |
0.8% |
99% |
True |
False |
487,092 |
80 |
3,682.0 |
3,348.0 |
334.0 |
9.1% |
29.4 |
0.8% |
99% |
True |
False |
365,938 |
100 |
3,682.0 |
3,348.0 |
334.0 |
9.1% |
30.7 |
0.8% |
99% |
True |
False |
293,233 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,805.3 |
2.618 |
3,757.9 |
1.618 |
3,728.9 |
1.000 |
3,711.0 |
0.618 |
3,699.9 |
HIGH |
3,682.0 |
0.618 |
3,670.9 |
0.500 |
3,667.5 |
0.382 |
3,664.1 |
LOW |
3,653.0 |
0.618 |
3,635.1 |
1.000 |
3,624.0 |
1.618 |
3,606.1 |
2.618 |
3,577.1 |
4.250 |
3,529.8 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
3,674.5 |
3,672.0 |
PP |
3,671.0 |
3,666.0 |
S1 |
3,667.5 |
3,660.0 |
|