Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,653.0 |
3,649.0 |
-4.0 |
-0.1% |
3,643.0 |
High |
3,663.0 |
3,655.0 |
-8.0 |
-0.2% |
3,703.0 |
Low |
3,636.0 |
3,582.0 |
-54.0 |
-1.5% |
3,643.0 |
Close |
3,648.0 |
3,613.0 |
-35.0 |
-1.0% |
3,684.0 |
Range |
27.0 |
73.0 |
46.0 |
170.4% |
60.0 |
ATR |
29.2 |
32.3 |
3.1 |
10.7% |
0.0 |
Volume |
1,009,420 |
1,619,361 |
609,941 |
60.4% |
3,689,647 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,835.7 |
3,797.3 |
3,653.2 |
|
R3 |
3,762.7 |
3,724.3 |
3,633.1 |
|
R2 |
3,689.7 |
3,689.7 |
3,626.4 |
|
R1 |
3,651.3 |
3,651.3 |
3,619.7 |
3,634.0 |
PP |
3,616.7 |
3,616.7 |
3,616.7 |
3,608.0 |
S1 |
3,578.3 |
3,578.3 |
3,606.3 |
3,561.0 |
S2 |
3,543.7 |
3,543.7 |
3,599.6 |
|
S3 |
3,470.7 |
3,505.3 |
3,592.9 |
|
S4 |
3,397.7 |
3,432.3 |
3,572.9 |
|
|
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 |
3,582.0 |
112.0 |
3.1% |
38.4 |
1.1% |
28% |
False |
True |
981,635 |
10 |
3,703.0 |
3,582.0 |
121.0 |
3.3% |
31.3 |
0.9% |
26% |
False |
True |
922,026 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.7% |
30.9 |
0.9% |
33% |
False |
False |
848,136 |
40 |
3,703.0 |
3,493.0 |
210.0 |
5.8% |
26.2 |
0.7% |
57% |
False |
False |
736,696 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.8% |
27.8 |
0.8% |
75% |
False |
False |
599,738 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.8% |
29.5 |
0.8% |
75% |
False |
False |
450,392 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.8% |
30.5 |
0.8% |
75% |
False |
False |
360,651 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,965.3 |
2.618 |
3,846.1 |
1.618 |
3,773.1 |
1.000 |
3,728.0 |
0.618 |
3,700.1 |
HIGH |
3,655.0 |
0.618 |
3,627.1 |
0.500 |
3,618.5 |
0.382 |
3,609.9 |
LOW |
3,582.0 |
0.618 |
3,536.9 |
1.000 |
3,509.0 |
1.618 |
3,463.9 |
2.618 |
3,390.9 |
4.250 |
3,271.8 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,618.5 |
3,637.5 |
PP |
3,616.7 |
3,629.3 |
S1 |
3,614.8 |
3,621.2 |
|