Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,692.0 |
3,681.0 |
-11.0 |
-0.3% |
3,643.0 |
High |
3,694.0 |
3,683.0 |
-11.0 |
-0.3% |
3,703.0 |
Low |
3,671.0 |
3,664.0 |
-7.0 |
-0.2% |
3,643.0 |
Close |
3,684.0 |
3,679.0 |
-5.0 |
-0.1% |
3,684.0 |
Range |
23.0 |
19.0 |
-4.0 |
-17.4% |
60.0 |
ATR |
28.4 |
27.8 |
-0.6 |
-2.1% |
0.0 |
Volume |
652,507 |
583,587 |
-68,920 |
-10.6% |
3,689,647 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,732.3 |
3,724.7 |
3,689.5 |
|
R3 |
3,713.3 |
3,705.7 |
3,684.2 |
|
R2 |
3,694.3 |
3,694.3 |
3,682.5 |
|
R1 |
3,686.7 |
3,686.7 |
3,680.7 |
3,681.0 |
PP |
3,675.3 |
3,675.3 |
3,675.3 |
3,672.5 |
S1 |
3,667.7 |
3,667.7 |
3,677.3 |
3,662.0 |
S2 |
3,656.3 |
3,656.3 |
3,675.5 |
|
S3 |
3,637.3 |
3,648.7 |
3,673.8 |
|
S4 |
3,618.3 |
3,629.7 |
3,668.6 |
|
|
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 |
3,653.0 |
50.0 |
1.4% |
23.2 |
0.6% |
52% |
False |
False |
730,462 |
10 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
30.6 |
0.8% |
82% |
False |
False |
853,739 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
26.8 |
0.7% |
82% |
False |
False |
756,938 |
40 |
3,703.0 |
3,487.0 |
216.0 |
5.9% |
24.2 |
0.7% |
89% |
False |
False |
752,335 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
26.7 |
0.7% |
93% |
False |
False |
538,554 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
28.9 |
0.8% |
93% |
False |
False |
404,526 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.6% |
30.3 |
0.8% |
93% |
False |
False |
324,076 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,763.8 |
2.618 |
3,732.7 |
1.618 |
3,713.7 |
1.000 |
3,702.0 |
0.618 |
3,694.7 |
HIGH |
3,683.0 |
0.618 |
3,675.7 |
0.500 |
3,673.5 |
0.382 |
3,671.3 |
LOW |
3,664.0 |
0.618 |
3,652.3 |
1.000 |
3,645.0 |
1.618 |
3,633.3 |
2.618 |
3,614.3 |
4.250 |
3,583.3 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,677.2 |
3,679.0 |
PP |
3,675.3 |
3,679.0 |
S1 |
3,673.5 |
3,679.0 |
|