| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
22,230 |
22,540 |
310 |
1.4% |
21,640 |
| High |
22,615 |
22,670 |
55 |
0.2% |
22,140 |
| Low |
22,180 |
22,390 |
210 |
0.9% |
21,615 |
| Close |
22,550 |
22,580 |
30 |
0.1% |
22,075 |
| Range |
435 |
280 |
-155 |
-35.6% |
525 |
| ATR |
244 |
247 |
3 |
1.0% |
0 |
| Volume |
18,777 |
14,046 |
-4,731 |
-25.2% |
71,039 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,387 |
23,263 |
22,734 |
|
| R3 |
23,107 |
22,983 |
22,657 |
|
| R2 |
22,827 |
22,827 |
22,631 |
|
| R1 |
22,703 |
22,703 |
22,606 |
22,765 |
| PP |
22,547 |
22,547 |
22,547 |
22,578 |
| S1 |
22,423 |
22,423 |
22,554 |
22,485 |
| S2 |
22,267 |
22,267 |
22,529 |
|
| S3 |
21,987 |
22,143 |
22,503 |
|
| S4 |
21,707 |
21,863 |
22,426 |
|
|
| 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 |
22,670 |
21,840 |
830 |
3.7% |
333 |
1.5% |
89% |
True |
False |
14,135 |
| 10 |
22,670 |
21,340 |
1,330 |
5.9% |
297 |
1.3% |
93% |
True |
False |
13,807 |
| 20 |
22,670 |
20,605 |
2,065 |
9.1% |
241 |
1.1% |
96% |
True |
False |
12,210 |
| 40 |
22,670 |
19,140 |
3,530 |
15.6% |
208 |
0.9% |
97% |
True |
False |
10,523 |
| 60 |
22,670 |
18,980 |
3,690 |
16.3% |
208 |
0.9% |
98% |
True |
False |
8,040 |
| 80 |
22,670 |
18,980 |
3,690 |
16.3% |
175 |
0.8% |
98% |
True |
False |
6,030 |
| 100 |
22,670 |
18,980 |
3,690 |
16.3% |
158 |
0.7% |
98% |
True |
False |
4,824 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,860 |
|
2.618 |
23,403 |
|
1.618 |
23,123 |
|
1.000 |
22,950 |
|
0.618 |
22,843 |
|
HIGH |
22,670 |
|
0.618 |
22,563 |
|
0.500 |
22,530 |
|
0.382 |
22,497 |
|
LOW |
22,390 |
|
0.618 |
22,217 |
|
1.000 |
22,110 |
|
1.618 |
21,937 |
|
2.618 |
21,657 |
|
4.250 |
21,200 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,563 |
22,474 |
| PP |
22,547 |
22,368 |
| S1 |
22,530 |
22,263 |
|