Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,681.0 |
3,688.0 |
7.0 |
0.2% |
3,643.0 |
High |
3,683.0 |
3,693.0 |
10.0 |
0.3% |
3,703.0 |
Low |
3,664.0 |
3,643.0 |
-21.0 |
-0.6% |
3,643.0 |
Close |
3,679.0 |
3,656.0 |
-23.0 |
-0.6% |
3,684.0 |
Range |
19.0 |
50.0 |
31.0 |
163.2% |
60.0 |
ATR |
27.8 |
29.4 |
1.6 |
5.7% |
0.0 |
Volume |
583,587 |
1,043,302 |
459,715 |
78.8% |
3,689,647 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,814.0 |
3,785.0 |
3,683.5 |
|
R3 |
3,764.0 |
3,735.0 |
3,669.8 |
|
R2 |
3,714.0 |
3,714.0 |
3,665.2 |
|
R1 |
3,685.0 |
3,685.0 |
3,660.6 |
3,674.5 |
PP |
3,664.0 |
3,664.0 |
3,664.0 |
3,658.8 |
S1 |
3,635.0 |
3,635.0 |
3,651.4 |
3,624.5 |
S2 |
3,614.0 |
3,614.0 |
3,646.8 |
|
S3 |
3,564.0 |
3,585.0 |
3,642.3 |
|
S4 |
3,514.0 |
3,535.0 |
3,628.5 |
|
|
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% |
27.4 |
0.7% |
22% |
False |
True |
827,173 |
10 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
33.2 |
0.9% |
65% |
False |
False |
894,229 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
28.0 |
0.8% |
65% |
False |
False |
771,306 |
40 |
3,703.0 |
3,489.0 |
214.0 |
5.9% |
24.9 |
0.7% |
78% |
False |
False |
735,360 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
26.8 |
0.7% |
87% |
False |
False |
555,934 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
29.2 |
0.8% |
87% |
False |
False |
417,535 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
30.4 |
0.8% |
87% |
False |
False |
334,384 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,905.5 |
2.618 |
3,823.9 |
1.618 |
3,773.9 |
1.000 |
3,743.0 |
0.618 |
3,723.9 |
HIGH |
3,693.0 |
0.618 |
3,673.9 |
0.500 |
3,668.0 |
0.382 |
3,662.1 |
LOW |
3,643.0 |
0.618 |
3,612.1 |
1.000 |
3,593.0 |
1.618 |
3,562.1 |
2.618 |
3,512.1 |
4.250 |
3,430.5 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,668.0 |
3,668.5 |
PP |
3,664.0 |
3,664.3 |
S1 |
3,660.0 |
3,660.2 |
|