Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,610 |
22,625 |
15 |
0.1% |
22,105 |
High |
22,660 |
22,675 |
15 |
0.1% |
22,670 |
Low |
22,520 |
22,450 |
-70 |
-0.3% |
21,855 |
Close |
22,625 |
22,595 |
-30 |
-0.1% |
22,625 |
Range |
140 |
225 |
85 |
60.7% |
815 |
ATR |
239 |
238 |
-1 |
-0.4% |
0 |
Volume |
5,956 |
12,995 |
7,039 |
118.2% |
62,139 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,248 |
23,147 |
22,719 |
|
R3 |
23,023 |
22,922 |
22,657 |
|
R2 |
22,798 |
22,798 |
22,636 |
|
R1 |
22,697 |
22,697 |
22,616 |
22,635 |
PP |
22,573 |
22,573 |
22,573 |
22,543 |
S1 |
22,472 |
22,472 |
22,575 |
22,410 |
S2 |
22,348 |
22,348 |
22,554 |
|
S3 |
22,123 |
22,247 |
22,533 |
|
S4 |
21,898 |
22,022 |
22,471 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,828 |
24,542 |
23,073 |
|
R3 |
24,013 |
23,727 |
22,849 |
|
R2 |
23,198 |
23,198 |
22,775 |
|
R1 |
22,912 |
22,912 |
22,700 |
23,055 |
PP |
22,383 |
22,383 |
22,383 |
22,455 |
S1 |
22,097 |
22,097 |
22,550 |
22,240 |
S2 |
21,568 |
21,568 |
22,476 |
|
S3 |
20,753 |
21,282 |
22,401 |
|
S4 |
19,938 |
20,467 |
22,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,675 |
21,855 |
820 |
3.6% |
294 |
1.3% |
90% |
True |
False |
13,101 |
10 |
22,675 |
21,615 |
1,060 |
4.7% |
284 |
1.3% |
92% |
True |
False |
13,146 |
20 |
22,675 |
20,695 |
1,980 |
8.8% |
245 |
1.1% |
96% |
True |
False |
12,610 |
40 |
22,675 |
19,565 |
3,110 |
13.8% |
204 |
0.9% |
97% |
True |
False |
10,568 |
60 |
22,675 |
18,980 |
3,695 |
16.4% |
204 |
0.9% |
98% |
True |
False |
8,355 |
80 |
22,675 |
18,980 |
3,695 |
16.4% |
178 |
0.8% |
98% |
True |
False |
6,267 |
100 |
22,675 |
18,980 |
3,695 |
16.4% |
158 |
0.7% |
98% |
True |
False |
5,013 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,631 |
2.618 |
23,264 |
1.618 |
23,039 |
1.000 |
22,900 |
0.618 |
22,814 |
HIGH |
22,675 |
0.618 |
22,589 |
0.500 |
22,563 |
0.382 |
22,536 |
LOW |
22,450 |
0.618 |
22,311 |
1.000 |
22,225 |
1.618 |
22,086 |
2.618 |
21,861 |
4.250 |
21,494 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,584 |
22,574 |
PP |
22,573 |
22,553 |
S1 |
22,563 |
22,533 |
|