Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,689.0 |
3,685.0 |
-4.0 |
-0.1% |
3,603.0 |
High |
3,703.0 |
3,694.0 |
-9.0 |
-0.2% |
3,665.0 |
Low |
3,685.0 |
3,667.0 |
-18.0 |
-0.5% |
3,568.0 |
Close |
3,695.0 |
3,685.0 |
-10.0 |
-0.3% |
3,648.0 |
Range |
18.0 |
27.0 |
9.0 |
50.0% |
97.0 |
ATR |
28.9 |
28.8 |
-0.1 |
-0.2% |
0.0 |
Volume |
1,011,147 |
845,324 |
-165,823 |
-16.4% |
4,920,257 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,763.0 |
3,751.0 |
3,699.9 |
|
R3 |
3,736.0 |
3,724.0 |
3,692.4 |
|
R2 |
3,709.0 |
3,709.0 |
3,690.0 |
|
R1 |
3,697.0 |
3,697.0 |
3,687.5 |
3,698.5 |
PP |
3,682.0 |
3,682.0 |
3,682.0 |
3,682.8 |
S1 |
3,670.0 |
3,670.0 |
3,682.5 |
3,671.5 |
S2 |
3,655.0 |
3,655.0 |
3,680.1 |
|
S3 |
3,628.0 |
3,643.0 |
3,677.6 |
|
S4 |
3,601.0 |
3,616.0 |
3,670.2 |
|
|
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 |
3,638.0 |
65.0 |
1.8% |
24.2 |
0.7% |
72% |
False |
False |
862,417 |
10 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
31.2 |
0.8% |
87% |
False |
False |
868,920 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
26.8 |
0.7% |
87% |
False |
False |
746,691 |
40 |
3,703.0 |
3,419.0 |
284.0 |
7.7% |
24.7 |
0.7% |
94% |
False |
False |
761,515 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
27.3 |
0.7% |
95% |
False |
False |
517,969 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
29.0 |
0.8% |
95% |
False |
False |
389,142 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
30.5 |
0.8% |
95% |
False |
False |
311,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,808.8 |
2.618 |
3,764.7 |
1.618 |
3,737.7 |
1.000 |
3,721.0 |
0.618 |
3,710.7 |
HIGH |
3,694.0 |
0.618 |
3,683.7 |
0.500 |
3,680.5 |
0.382 |
3,677.3 |
LOW |
3,667.0 |
0.618 |
3,650.3 |
1.000 |
3,640.0 |
1.618 |
3,623.3 |
2.618 |
3,596.3 |
4.250 |
3,552.3 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,683.5 |
3,682.7 |
PP |
3,682.0 |
3,680.3 |
S1 |
3,680.5 |
3,678.0 |
|