Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,649.0 |
3,605.0 |
-44.0 |
-1.2% |
3,681.0 |
High |
3,655.0 |
3,615.0 |
-40.0 |
-1.1% |
3,693.0 |
Low |
3,582.0 |
3,583.0 |
1.0 |
0.0% |
3,582.0 |
Close |
3,613.0 |
3,587.0 |
-26.0 |
-0.7% |
3,587.0 |
Range |
73.0 |
32.0 |
-41.0 |
-56.2% |
111.0 |
ATR |
32.3 |
32.3 |
0.0 |
-0.1% |
0.0 |
Volume |
1,619,361 |
1,069,250 |
-550,111 |
-34.0% |
5,324,920 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,691.0 |
3,671.0 |
3,604.6 |
|
R3 |
3,659.0 |
3,639.0 |
3,595.8 |
|
R2 |
3,627.0 |
3,627.0 |
3,592.9 |
|
R1 |
3,607.0 |
3,607.0 |
3,589.9 |
3,601.0 |
PP |
3,595.0 |
3,595.0 |
3,595.0 |
3,592.0 |
S1 |
3,575.0 |
3,575.0 |
3,584.1 |
3,569.0 |
S2 |
3,563.0 |
3,563.0 |
3,581.1 |
|
S3 |
3,531.0 |
3,543.0 |
3,578.2 |
|
S4 |
3,499.0 |
3,511.0 |
3,569.4 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,953.7 |
3,881.3 |
3,648.1 |
|
R3 |
3,842.7 |
3,770.3 |
3,617.5 |
|
R2 |
3,731.7 |
3,731.7 |
3,607.4 |
|
R1 |
3,659.3 |
3,659.3 |
3,597.2 |
3,640.0 |
PP |
3,620.7 |
3,620.7 |
3,620.7 |
3,611.0 |
S1 |
3,548.3 |
3,548.3 |
3,576.8 |
3,529.0 |
S2 |
3,509.7 |
3,509.7 |
3,566.7 |
|
S3 |
3,398.7 |
3,437.3 |
3,556.5 |
|
S4 |
3,287.7 |
3,326.3 |
3,526.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,693.0 |
3,582.0 |
111.0 |
3.1% |
40.2 |
1.1% |
5% |
False |
False |
1,064,984 |
10 |
3,703.0 |
3,582.0 |
121.0 |
3.4% |
31.8 |
0.9% |
4% |
False |
False |
901,456 |
20 |
3,703.0 |
3,568.0 |
135.0 |
3.8% |
31.5 |
0.9% |
14% |
False |
False |
869,675 |
40 |
3,703.0 |
3,506.0 |
197.0 |
5.5% |
26.4 |
0.7% |
41% |
False |
False |
738,940 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
27.5 |
0.8% |
67% |
False |
False |
617,469 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.4 |
0.8% |
67% |
False |
False |
463,746 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.5 |
0.9% |
67% |
False |
False |
371,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,751.0 |
2.618 |
3,698.8 |
1.618 |
3,666.8 |
1.000 |
3,647.0 |
0.618 |
3,634.8 |
HIGH |
3,615.0 |
0.618 |
3,602.8 |
0.500 |
3,599.0 |
0.382 |
3,595.2 |
LOW |
3,583.0 |
0.618 |
3,563.2 |
1.000 |
3,551.0 |
1.618 |
3,531.2 |
2.618 |
3,499.2 |
4.250 |
3,447.0 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,599.0 |
3,622.5 |
PP |
3,595.0 |
3,610.7 |
S1 |
3,591.0 |
3,598.8 |
|