Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,685.0 |
3,692.0 |
7.0 |
0.2% |
3,643.0 |
High |
3,694.0 |
3,694.0 |
0.0 |
0.0% |
3,703.0 |
Low |
3,667.0 |
3,671.0 |
4.0 |
0.1% |
3,643.0 |
Close |
3,685.0 |
3,684.0 |
-1.0 |
0.0% |
3,684.0 |
Range |
27.0 |
23.0 |
-4.0 |
-14.8% |
60.0 |
ATR |
28.8 |
28.4 |
-0.4 |
-1.4% |
0.0 |
Volume |
845,324 |
652,507 |
-192,817 |
-22.8% |
3,689,647 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,752.0 |
3,741.0 |
3,696.7 |
|
R3 |
3,729.0 |
3,718.0 |
3,690.3 |
|
R2 |
3,706.0 |
3,706.0 |
3,688.2 |
|
R1 |
3,695.0 |
3,695.0 |
3,686.1 |
3,689.0 |
PP |
3,683.0 |
3,683.0 |
3,683.0 |
3,680.0 |
S1 |
3,672.0 |
3,672.0 |
3,681.9 |
3,666.0 |
S2 |
3,660.0 |
3,660.0 |
3,679.8 |
|
S3 |
3,637.0 |
3,649.0 |
3,677.7 |
|
S4 |
3,614.0 |
3,626.0 |
3,671.4 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,856.7 |
3,830.3 |
3,717.0 |
|
R3 |
3,796.7 |
3,770.3 |
3,700.5 |
|
R2 |
3,736.7 |
3,736.7 |
3,695.0 |
|
R1 |
3,710.3 |
3,710.3 |
3,689.5 |
3,723.5 |
PP |
3,676.7 |
3,676.7 |
3,676.7 |
3,683.3 |
S1 |
3,650.3 |
3,650.3 |
3,678.5 |
3,663.5 |
S2 |
3,616.7 |
3,616.7 |
3,673.0 |
|
S3 |
3,556.7 |
3,590.3 |
3,667.5 |
|
S4 |
3,496.7 |
3,530.3 |
3,651.0 |
|
|
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 |
3,643.0 |
60.0 |
1.6% |
23.4 |
0.6% |
68% |
False |
False |
737,929 |
10 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
31.7 |
0.9% |
86% |
False |
False |
860,990 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
26.9 |
0.7% |
86% |
False |
False |
749,777 |
40 |
3,703.0 |
3,449.0 |
254.0 |
6.9% |
24.8 |
0.7% |
93% |
False |
False |
764,844 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
26.8 |
0.7% |
95% |
False |
False |
528,839 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
28.9 |
0.8% |
95% |
False |
False |
397,297 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
30.3 |
0.8% |
95% |
False |
False |
318,310 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,791.8 |
2.618 |
3,754.2 |
1.618 |
3,731.2 |
1.000 |
3,717.0 |
0.618 |
3,708.2 |
HIGH |
3,694.0 |
0.618 |
3,685.2 |
0.500 |
3,682.5 |
0.382 |
3,679.8 |
LOW |
3,671.0 |
0.618 |
3,656.8 |
1.000 |
3,648.0 |
1.618 |
3,633.8 |
2.618 |
3,610.8 |
4.250 |
3,573.3 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,683.5 |
3,685.0 |
PP |
3,683.0 |
3,684.7 |
S1 |
3,682.5 |
3,684.3 |
|