Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
21,930 |
22,230 |
300 |
1.4% |
21,640 |
High |
22,245 |
22,615 |
370 |
1.7% |
22,140 |
Low |
21,855 |
22,180 |
325 |
1.5% |
21,615 |
Close |
22,225 |
22,550 |
325 |
1.5% |
22,075 |
Range |
390 |
435 |
45 |
11.5% |
525 |
ATR |
230 |
244 |
15 |
6.4% |
0 |
Volume |
13,734 |
18,777 |
5,043 |
36.7% |
71,039 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,753 |
23,587 |
22,789 |
|
R3 |
23,318 |
23,152 |
22,670 |
|
R2 |
22,883 |
22,883 |
22,630 |
|
R1 |
22,717 |
22,717 |
22,590 |
22,800 |
PP |
22,448 |
22,448 |
22,448 |
22,490 |
S1 |
22,282 |
22,282 |
22,510 |
22,365 |
S2 |
22,013 |
22,013 |
22,470 |
|
S3 |
21,578 |
21,847 |
22,431 |
|
S4 |
21,143 |
21,412 |
22,311 |
|
|
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 |
22,615 |
21,720 |
895 |
4.0% |
311 |
1.4% |
93% |
True |
False |
13,415 |
10 |
22,615 |
21,240 |
1,375 |
6.1% |
299 |
1.3% |
95% |
True |
False |
14,434 |
20 |
22,615 |
20,605 |
2,010 |
8.9% |
233 |
1.0% |
97% |
True |
False |
11,864 |
40 |
22,615 |
19,140 |
3,475 |
15.4% |
205 |
0.9% |
98% |
True |
False |
10,479 |
60 |
22,615 |
18,980 |
3,635 |
16.1% |
206 |
0.9% |
98% |
True |
False |
7,806 |
80 |
22,615 |
18,980 |
3,635 |
16.1% |
172 |
0.8% |
98% |
True |
False |
5,854 |
100 |
22,615 |
18,980 |
3,635 |
16.1% |
156 |
0.7% |
98% |
True |
False |
4,684 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,464 |
2.618 |
23,754 |
1.618 |
23,319 |
1.000 |
23,050 |
0.618 |
22,884 |
HIGH |
22,615 |
0.618 |
22,449 |
0.500 |
22,398 |
0.382 |
22,346 |
LOW |
22,180 |
0.618 |
21,911 |
1.000 |
21,745 |
1.618 |
21,476 |
2.618 |
21,041 |
4.250 |
20,331 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,499 |
22,445 |
PP |
22,448 |
22,340 |
S1 |
22,398 |
22,235 |
|