| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,285.25 |
6,311.50 |
26.25 |
0.4% |
6,209.50 |
| High |
6,317.50 |
6,331.50 |
14.00 |
0.2% |
6,296.75 |
| Low |
6,268.00 |
6,296.25 |
28.25 |
0.5% |
6,192.50 |
| Close |
6,313.50 |
6,316.00 |
2.50 |
0.0% |
6,290.50 |
| Range |
49.50 |
35.25 |
-14.25 |
-28.8% |
104.25 |
| ATR |
55.82 |
54.35 |
-1.47 |
-2.6% |
0.00 |
| Volume |
218,392 |
284,157 |
65,765 |
30.1% |
1,603,756 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,420.25 |
6,403.50 |
6,335.50 |
|
| R3 |
6,385.00 |
6,368.25 |
6,325.75 |
|
| R2 |
6,349.75 |
6,349.75 |
6,322.50 |
|
| R1 |
6,333.00 |
6,333.00 |
6,319.25 |
6,341.50 |
| PP |
6,314.50 |
6,314.50 |
6,314.50 |
6,318.75 |
| S1 |
6,297.75 |
6,297.75 |
6,312.75 |
6,306.00 |
| S2 |
6,279.25 |
6,279.25 |
6,309.50 |
|
| S3 |
6,244.00 |
6,262.50 |
6,306.25 |
|
| S4 |
6,208.75 |
6,227.25 |
6,296.50 |
|
|
| 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 |
6,331.50 |
6,192.50 |
139.00 |
2.2% |
55.50 |
0.9% |
89% |
True |
False |
301,365 |
| 10 |
6,331.50 |
6,011.00 |
320.50 |
5.1% |
65.00 |
1.0% |
95% |
True |
False |
329,910 |
| 20 |
6,331.50 |
6,011.00 |
320.50 |
5.1% |
51.50 |
0.8% |
95% |
True |
False |
269,944 |
| 40 |
6,331.50 |
5,842.00 |
489.50 |
7.8% |
51.00 |
0.8% |
97% |
True |
False |
271,803 |
| 60 |
6,331.50 |
5,760.00 |
571.50 |
9.0% |
55.75 |
0.9% |
97% |
True |
False |
196,869 |
| 80 |
6,331.50 |
5,760.00 |
571.50 |
9.0% |
58.00 |
0.9% |
97% |
True |
False |
147,844 |
| 100 |
6,331.50 |
5,568.25 |
763.25 |
12.1% |
62.00 |
1.0% |
98% |
True |
False |
118,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,481.25 |
|
2.618 |
6,423.75 |
|
1.618 |
6,388.50 |
|
1.000 |
6,366.75 |
|
0.618 |
6,353.25 |
|
HIGH |
6,331.50 |
|
0.618 |
6,318.00 |
|
0.500 |
6,314.00 |
|
0.382 |
6,309.75 |
|
LOW |
6,296.25 |
|
0.618 |
6,274.50 |
|
1.000 |
6,261.00 |
|
1.618 |
6,239.25 |
|
2.618 |
6,204.00 |
|
4.250 |
6,146.50 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,315.25 |
6,305.25 |
| PP |
6,314.50 |
6,294.50 |
| S1 |
6,314.00 |
6,283.75 |
|