| Trading Metrics calculated at close of trading on 03-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,230.00 |
6,252.50 |
22.50 |
0.4% |
6,209.50 |
| High |
6,263.00 |
6,296.75 |
33.75 |
0.5% |
6,296.75 |
| Low |
6,192.50 |
6,236.00 |
43.50 |
0.7% |
6,192.50 |
| Close |
6,235.75 |
6,290.50 |
54.75 |
0.9% |
6,290.50 |
| Range |
70.50 |
60.75 |
-9.75 |
-13.8% |
104.25 |
| ATR |
55.94 |
56.30 |
0.36 |
0.6% |
0.00 |
| Volume |
356,528 |
301,691 |
-54,837 |
-15.4% |
1,603,756 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.75 |
6,434.25 |
6,324.00 |
|
| R3 |
6,396.00 |
6,373.50 |
6,307.25 |
|
| R2 |
6,335.25 |
6,335.25 |
6,301.75 |
|
| R1 |
6,312.75 |
6,312.75 |
6,296.00 |
6,324.00 |
| PP |
6,274.50 |
6,274.50 |
6,274.50 |
6,280.00 |
| S1 |
6,252.00 |
6,252.00 |
6,285.00 |
6,263.25 |
| S2 |
6,213.75 |
6,213.75 |
6,279.25 |
|
| S3 |
6,153.00 |
6,191.25 |
6,273.75 |
|
| S4 |
6,092.25 |
6,130.50 |
6,257.00 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,572.75 |
6,535.75 |
6,347.75 |
|
| R3 |
6,468.50 |
6,431.50 |
6,319.25 |
|
| R2 |
6,364.25 |
6,364.25 |
6,309.50 |
|
| R1 |
6,327.25 |
6,327.25 |
6,300.00 |
6,345.75 |
| PP |
6,260.00 |
6,260.00 |
6,260.00 |
6,269.00 |
| S1 |
6,223.00 |
6,223.00 |
6,281.00 |
6,241.50 |
| S2 |
6,155.75 |
6,155.75 |
6,271.50 |
|
| S3 |
6,051.50 |
6,118.75 |
6,261.75 |
|
| S4 |
5,947.25 |
6,014.50 |
6,233.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,296.75 |
6,192.50 |
104.25 |
1.7% |
56.25 |
0.9% |
94% |
True |
False |
320,751 |
| 10 |
6,296.75 |
6,011.00 |
285.75 |
4.5% |
67.00 |
1.1% |
98% |
True |
False |
327,996 |
| 20 |
6,296.75 |
6,011.00 |
285.75 |
4.5% |
51.25 |
0.8% |
98% |
True |
False |
264,552 |
| 40 |
6,296.75 |
5,842.00 |
454.75 |
7.2% |
51.25 |
0.8% |
99% |
True |
False |
273,181 |
| 60 |
6,296.75 |
5,760.00 |
536.75 |
8.5% |
57.00 |
0.9% |
99% |
True |
False |
188,538 |
| 80 |
6,296.75 |
5,760.00 |
536.75 |
8.5% |
58.00 |
0.9% |
99% |
True |
False |
141,568 |
| 100 |
6,296.75 |
5,568.25 |
728.50 |
11.6% |
62.50 |
1.0% |
99% |
True |
False |
113,341 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,555.00 |
|
2.618 |
6,455.75 |
|
1.618 |
6,395.00 |
|
1.000 |
6,357.50 |
|
0.618 |
6,334.25 |
|
HIGH |
6,296.75 |
|
0.618 |
6,273.50 |
|
0.500 |
6,266.50 |
|
0.382 |
6,259.25 |
|
LOW |
6,236.00 |
|
0.618 |
6,198.50 |
|
1.000 |
6,175.25 |
|
1.618 |
6,137.75 |
|
2.618 |
6,077.00 |
|
4.250 |
5,977.75 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,282.50 |
6,275.25 |
| PP |
6,274.50 |
6,260.00 |
| S1 |
6,266.50 |
6,244.50 |
|