| 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 |
6,252.50 |
6,285.25 |
32.75 |
0.5% |
6,209.50 |
| High |
6,296.75 |
6,317.50 |
20.75 |
0.3% |
6,296.75 |
| Low |
6,236.00 |
6,268.00 |
32.00 |
0.5% |
6,192.50 |
| Close |
6,290.50 |
6,313.50 |
23.00 |
0.4% |
6,290.50 |
| Range |
60.75 |
49.50 |
-11.25 |
-18.5% |
104.25 |
| ATR |
56.30 |
55.82 |
-0.49 |
-0.9% |
0.00 |
| Volume |
301,691 |
218,392 |
-83,299 |
-27.6% |
1,603,756 |
|
| Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,448.25 |
6,430.25 |
6,340.75 |
|
| R3 |
6,398.75 |
6,380.75 |
6,327.00 |
|
| R2 |
6,349.25 |
6,349.25 |
6,322.50 |
|
| R1 |
6,331.25 |
6,331.25 |
6,318.00 |
6,340.25 |
| PP |
6,299.75 |
6,299.75 |
6,299.75 |
6,304.00 |
| S1 |
6,281.75 |
6,281.75 |
6,309.00 |
6,290.75 |
| S2 |
6,250.25 |
6,250.25 |
6,304.50 |
|
| S3 |
6,200.75 |
6,232.25 |
6,300.00 |
|
| S4 |
6,151.25 |
6,182.75 |
6,286.25 |
|
|
| 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 |
6,317.50 |
6,192.50 |
125.00 |
2.0% |
56.25 |
0.9% |
97% |
True |
False |
292,360 |
| 10 |
6,317.50 |
6,011.00 |
306.50 |
4.9% |
65.00 |
1.0% |
99% |
True |
False |
325,047 |
| 20 |
6,317.50 |
6,011.00 |
306.50 |
4.9% |
52.25 |
0.8% |
99% |
True |
False |
267,684 |
| 40 |
6,317.50 |
5,842.00 |
475.50 |
7.5% |
51.00 |
0.8% |
99% |
True |
False |
272,112 |
| 60 |
6,317.50 |
5,760.00 |
557.50 |
8.8% |
56.50 |
0.9% |
99% |
True |
False |
192,157 |
| 80 |
6,317.50 |
5,760.00 |
557.50 |
8.8% |
57.75 |
0.9% |
99% |
True |
False |
144,295 |
| 100 |
6,317.50 |
5,568.25 |
749.25 |
11.9% |
62.25 |
1.0% |
99% |
True |
False |
115,524 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,528.00 |
|
2.618 |
6,447.00 |
|
1.618 |
6,397.50 |
|
1.000 |
6,367.00 |
|
0.618 |
6,348.00 |
|
HIGH |
6,317.50 |
|
0.618 |
6,298.50 |
|
0.500 |
6,292.75 |
|
0.382 |
6,287.00 |
|
LOW |
6,268.00 |
|
0.618 |
6,237.50 |
|
1.000 |
6,218.50 |
|
1.618 |
6,188.00 |
|
2.618 |
6,138.50 |
|
4.250 |
6,057.50 |
|
|
| Fisher Pivots for day following 06-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,306.50 |
6,294.00 |
| PP |
6,299.75 |
6,274.50 |
| S1 |
6,292.75 |
6,255.00 |
|