Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
22,105 |
21,930 |
-175 |
-0.8% |
21,640 |
High |
22,125 |
22,245 |
120 |
0.5% |
22,140 |
Low |
21,865 |
21,855 |
-10 |
0.0% |
21,615 |
Close |
21,910 |
22,225 |
315 |
1.4% |
22,075 |
Range |
260 |
390 |
130 |
50.0% |
525 |
ATR |
217 |
230 |
12 |
5.7% |
0 |
Volume |
9,626 |
13,734 |
4,108 |
42.7% |
71,039 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,278 |
23,142 |
22,440 |
|
R3 |
22,888 |
22,752 |
22,332 |
|
R2 |
22,498 |
22,498 |
22,297 |
|
R1 |
22,362 |
22,362 |
22,261 |
22,430 |
PP |
22,108 |
22,108 |
22,108 |
22,143 |
S1 |
21,972 |
21,972 |
22,189 |
22,040 |
S2 |
21,718 |
21,718 |
22,154 |
|
S3 |
21,328 |
21,582 |
22,118 |
|
S4 |
20,938 |
21,192 |
22,011 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,518 |
23,322 |
22,364 |
|
R3 |
22,993 |
22,797 |
22,220 |
|
R2 |
22,468 |
22,468 |
22,171 |
|
R1 |
22,272 |
22,272 |
22,123 |
22,370 |
PP |
21,943 |
21,943 |
21,943 |
21,993 |
S1 |
21,747 |
21,747 |
22,027 |
21,845 |
S2 |
21,418 |
21,418 |
21,979 |
|
S3 |
20,893 |
21,222 |
21,931 |
|
S4 |
20,368 |
20,697 |
21,786 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,245 |
21,615 |
630 |
2.8% |
292 |
1.3% |
97% |
True |
False |
13,352 |
10 |
22,245 |
21,240 |
1,005 |
4.5% |
268 |
1.2% |
98% |
True |
False |
13,606 |
20 |
22,245 |
20,605 |
1,640 |
7.4% |
216 |
1.0% |
99% |
True |
False |
11,305 |
40 |
22,245 |
19,140 |
3,105 |
14.0% |
200 |
0.9% |
99% |
True |
False |
10,355 |
60 |
22,245 |
18,980 |
3,265 |
14.7% |
202 |
0.9% |
99% |
True |
False |
7,493 |
80 |
22,245 |
18,980 |
3,265 |
14.7% |
167 |
0.8% |
99% |
True |
False |
5,620 |
100 |
22,245 |
18,980 |
3,265 |
14.7% |
151 |
0.7% |
99% |
True |
False |
4,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,903 |
2.618 |
23,266 |
1.618 |
22,876 |
1.000 |
22,635 |
0.618 |
22,486 |
HIGH |
22,245 |
0.618 |
22,096 |
0.500 |
22,050 |
0.382 |
22,004 |
LOW |
21,855 |
0.618 |
21,614 |
1.000 |
21,465 |
1.618 |
21,224 |
2.618 |
20,834 |
4.250 |
20,198 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
22,167 |
22,164 |
PP |
22,108 |
22,103 |
S1 |
22,050 |
22,043 |
|