Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,688.0 |
3,653.0 |
-35.0 |
-0.9% |
3,643.0 |
High |
3,693.0 |
3,663.0 |
-30.0 |
-0.8% |
3,703.0 |
Low |
3,643.0 |
3,636.0 |
-7.0 |
-0.2% |
3,643.0 |
Close |
3,656.0 |
3,648.0 |
-8.0 |
-0.2% |
3,684.0 |
Range |
50.0 |
27.0 |
-23.0 |
-46.0% |
60.0 |
ATR |
29.4 |
29.2 |
-0.2 |
-0.6% |
0.0 |
Volume |
1,043,302 |
1,009,420 |
-33,882 |
-3.2% |
3,689,647 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,730.0 |
3,716.0 |
3,662.9 |
|
R3 |
3,703.0 |
3,689.0 |
3,655.4 |
|
R2 |
3,676.0 |
3,676.0 |
3,653.0 |
|
R1 |
3,662.0 |
3,662.0 |
3,650.5 |
3,655.5 |
PP |
3,649.0 |
3,649.0 |
3,649.0 |
3,645.8 |
S1 |
3,635.0 |
3,635.0 |
3,645.5 |
3,628.5 |
S2 |
3,622.0 |
3,622.0 |
3,643.1 |
|
S3 |
3,595.0 |
3,608.0 |
3,640.6 |
|
S4 |
3,568.0 |
3,581.0 |
3,633.2 |
|
|
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 |
3,694.0 |
3,636.0 |
58.0 |
1.6% |
29.2 |
0.8% |
21% |
False |
True |
826,828 |
10 |
3,703.0 |
3,573.0 |
130.0 |
3.6% |
31.1 |
0.9% |
58% |
False |
False |
899,189 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
28.2 |
0.8% |
59% |
False |
False |
789,865 |
40 |
3,703.0 |
3,493.0 |
210.0 |
5.8% |
24.9 |
0.7% |
74% |
False |
False |
721,474 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
27.0 |
0.7% |
85% |
False |
False |
572,753 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
28.9 |
0.8% |
85% |
False |
False |
430,150 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.7% |
30.2 |
0.8% |
85% |
False |
False |
344,477 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,777.8 |
2.618 |
3,733.7 |
1.618 |
3,706.7 |
1.000 |
3,690.0 |
0.618 |
3,679.7 |
HIGH |
3,663.0 |
0.618 |
3,652.7 |
0.500 |
3,649.5 |
0.382 |
3,646.3 |
LOW |
3,636.0 |
0.618 |
3,619.3 |
1.000 |
3,609.0 |
1.618 |
3,592.3 |
2.618 |
3,565.3 |
4.250 |
3,521.3 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,649.5 |
3,664.5 |
PP |
3,649.0 |
3,659.0 |
S1 |
3,648.5 |
3,653.5 |
|