| 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 |
6,221.75 |
6,249.75 |
28.00 |
0.5% |
6,109.50 |
| High |
6,258.75 |
6,284.50 |
25.75 |
0.4% |
6,225.75 |
| Low |
6,219.25 |
6,223.50 |
4.25 |
0.1% |
6,011.00 |
| Close |
6,249.75 |
6,240.75 |
-9.00 |
-0.1% |
6,215.25 |
| Range |
39.50 |
61.00 |
21.50 |
54.4% |
214.75 |
| ATR |
54.35 |
54.82 |
0.48 |
0.9% |
0.00 |
| Volume |
239,132 |
346,061 |
106,929 |
44.7% |
1,676,206 |
|
| Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,432.50 |
6,397.75 |
6,274.25 |
|
| R3 |
6,371.50 |
6,336.75 |
6,257.50 |
|
| R2 |
6,310.50 |
6,310.50 |
6,252.00 |
|
| R1 |
6,275.75 |
6,275.75 |
6,246.25 |
6,262.50 |
| PP |
6,249.50 |
6,249.50 |
6,249.50 |
6,243.00 |
| S1 |
6,214.75 |
6,214.75 |
6,235.25 |
6,201.50 |
| S2 |
6,188.50 |
6,188.50 |
6,229.50 |
|
| S3 |
6,127.50 |
6,153.75 |
6,224.00 |
|
| S4 |
6,066.50 |
6,092.75 |
6,207.25 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,795.00 |
6,719.75 |
6,333.25 |
|
| R3 |
6,580.25 |
6,505.00 |
6,274.25 |
|
| R2 |
6,365.50 |
6,365.50 |
6,254.50 |
|
| R1 |
6,290.25 |
6,290.25 |
6,235.00 |
6,328.00 |
| PP |
6,150.75 |
6,150.75 |
6,150.75 |
6,169.50 |
| S1 |
6,075.50 |
6,075.50 |
6,195.50 |
6,113.00 |
| S2 |
5,936.00 |
5,936.00 |
6,176.00 |
|
| S3 |
5,721.25 |
5,860.75 |
6,156.25 |
|
| S4 |
5,506.50 |
5,646.00 |
6,097.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,284.50 |
6,035.00 |
249.50 |
4.0% |
71.50 |
1.1% |
82% |
True |
False |
340,332 |
| 10 |
6,284.50 |
6,011.00 |
273.50 |
4.4% |
64.75 |
1.0% |
84% |
True |
False |
317,617 |
| 20 |
6,284.50 |
6,001.00 |
283.50 |
4.5% |
49.75 |
0.8% |
85% |
True |
False |
256,008 |
| 40 |
6,284.50 |
5,842.00 |
442.50 |
7.1% |
50.75 |
0.8% |
90% |
True |
False |
264,745 |
| 60 |
6,284.50 |
5,760.00 |
524.50 |
8.4% |
58.50 |
0.9% |
92% |
True |
False |
177,616 |
| 80 |
6,284.50 |
5,720.00 |
564.50 |
9.0% |
57.75 |
0.9% |
92% |
True |
False |
133,351 |
| 100 |
6,284.50 |
5,568.25 |
716.25 |
11.5% |
62.50 |
1.0% |
94% |
True |
False |
106,760 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,543.75 |
|
2.618 |
6,444.25 |
|
1.618 |
6,383.25 |
|
1.000 |
6,345.50 |
|
0.618 |
6,322.25 |
|
HIGH |
6,284.50 |
|
0.618 |
6,261.25 |
|
0.500 |
6,254.00 |
|
0.382 |
6,246.75 |
|
LOW |
6,223.50 |
|
0.618 |
6,185.75 |
|
1.000 |
6,162.50 |
|
1.618 |
6,124.75 |
|
2.618 |
6,063.75 |
|
4.250 |
5,964.25 |
|
|
| Fisher Pivots for day following 01-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,254.00 |
6,243.50 |
| PP |
6,249.50 |
6,242.50 |
| S1 |
6,245.25 |
6,241.50 |
|