| 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 |
6,249.75 |
6,230.00 |
-19.75 |
-0.3% |
6,109.50 |
| High |
6,284.50 |
6,263.00 |
-21.50 |
-0.3% |
6,225.75 |
| Low |
6,223.50 |
6,192.50 |
-31.00 |
-0.5% |
6,011.00 |
| Close |
6,240.75 |
6,235.75 |
-5.00 |
-0.1% |
6,215.25 |
| Range |
61.00 |
70.50 |
9.50 |
15.6% |
214.75 |
| ATR |
54.82 |
55.94 |
1.12 |
2.0% |
0.00 |
| Volume |
346,061 |
356,528 |
10,467 |
3.0% |
1,676,206 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,442.00 |
6,409.25 |
6,274.50 |
|
| R3 |
6,371.50 |
6,338.75 |
6,255.25 |
|
| R2 |
6,301.00 |
6,301.00 |
6,248.75 |
|
| R1 |
6,268.25 |
6,268.25 |
6,242.25 |
6,284.50 |
| PP |
6,230.50 |
6,230.50 |
6,230.50 |
6,238.50 |
| S1 |
6,197.75 |
6,197.75 |
6,229.25 |
6,214.00 |
| S2 |
6,160.00 |
6,160.00 |
6,222.75 |
|
| S3 |
6,089.50 |
6,127.25 |
6,216.25 |
|
| S4 |
6,019.00 |
6,056.75 |
6,197.00 |
|
|
| 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 |
6,078.75 |
205.75 |
3.3% |
73.50 |
1.2% |
76% |
False |
False |
347,581 |
| 10 |
6,284.50 |
6,011.00 |
273.50 |
4.4% |
64.75 |
1.0% |
82% |
False |
False |
320,048 |
| 20 |
6,284.50 |
6,011.00 |
273.50 |
4.4% |
50.00 |
0.8% |
82% |
False |
False |
261,098 |
| 40 |
6,284.50 |
5,842.00 |
442.50 |
7.1% |
51.25 |
0.8% |
89% |
False |
False |
271,731 |
| 60 |
6,284.50 |
5,760.00 |
524.50 |
8.4% |
58.50 |
0.9% |
91% |
False |
False |
183,536 |
| 80 |
6,284.50 |
5,760.00 |
524.50 |
8.4% |
57.50 |
0.9% |
91% |
False |
False |
137,803 |
| 100 |
6,284.50 |
5,568.25 |
716.25 |
11.5% |
62.75 |
1.0% |
93% |
False |
False |
110,325 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,562.50 |
|
2.618 |
6,447.50 |
|
1.618 |
6,377.00 |
|
1.000 |
6,333.50 |
|
0.618 |
6,306.50 |
|
HIGH |
6,263.00 |
|
0.618 |
6,236.00 |
|
0.500 |
6,227.75 |
|
0.382 |
6,219.50 |
|
LOW |
6,192.50 |
|
0.618 |
6,149.00 |
|
1.000 |
6,122.00 |
|
1.618 |
6,078.50 |
|
2.618 |
6,008.00 |
|
4.250 |
5,893.00 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,233.00 |
6,238.50 |
| PP |
6,230.50 |
6,237.50 |
| S1 |
6,227.75 |
6,236.75 |
|