Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,653.0 |
3,689.0 |
36.0 |
1.0% |
3,603.0 |
High |
3,682.0 |
3,703.0 |
21.0 |
0.6% |
3,665.0 |
Low |
3,653.0 |
3,685.0 |
32.0 |
0.9% |
3,568.0 |
Close |
3,678.0 |
3,695.0 |
17.0 |
0.5% |
3,648.0 |
Range |
29.0 |
18.0 |
-11.0 |
-37.9% |
97.0 |
ATR |
29.2 |
28.9 |
-0.3 |
-1.0% |
0.0 |
Volume |
559,748 |
1,011,147 |
451,399 |
80.6% |
4,920,257 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,748.3 |
3,739.7 |
3,704.9 |
|
R3 |
3,730.3 |
3,721.7 |
3,700.0 |
|
R2 |
3,712.3 |
3,712.3 |
3,698.3 |
|
R1 |
3,703.7 |
3,703.7 |
3,696.7 |
3,708.0 |
PP |
3,694.3 |
3,694.3 |
3,694.3 |
3,696.5 |
S1 |
3,685.7 |
3,685.7 |
3,693.4 |
3,690.0 |
S2 |
3,676.3 |
3,676.3 |
3,691.7 |
|
S3 |
3,658.3 |
3,667.7 |
3,690.1 |
|
S4 |
3,640.3 |
3,649.7 |
3,685.1 |
|
|
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 |
3,703.0 |
3,573.0 |
130.0 |
3.5% |
33.0 |
0.9% |
94% |
True |
False |
971,551 |
10 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
32.1 |
0.9% |
94% |
True |
False |
888,871 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
26.9 |
0.7% |
94% |
True |
False |
733,683 |
40 |
3,703.0 |
3,419.0 |
284.0 |
7.7% |
24.8 |
0.7% |
97% |
True |
False |
748,059 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
27.5 |
0.7% |
98% |
True |
False |
503,894 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
29.2 |
0.8% |
98% |
True |
False |
378,577 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
30.7 |
0.8% |
98% |
True |
False |
303,341 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,779.5 |
2.618 |
3,750.1 |
1.618 |
3,732.1 |
1.000 |
3,721.0 |
0.618 |
3,714.1 |
HIGH |
3,703.0 |
0.618 |
3,696.1 |
0.500 |
3,694.0 |
0.382 |
3,691.9 |
LOW |
3,685.0 |
0.618 |
3,673.9 |
1.000 |
3,667.0 |
1.618 |
3,655.9 |
2.618 |
3,637.9 |
4.250 |
3,608.5 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,694.7 |
3,687.7 |
PP |
3,694.3 |
3,680.3 |
S1 |
3,694.0 |
3,673.0 |
|