| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,311.50 |
6,310.50 |
-1.00 |
0.0% |
6,209.50 |
| High |
6,331.50 |
6,345.50 |
14.00 |
0.2% |
6,296.75 |
| Low |
6,296.25 |
6,301.50 |
5.25 |
0.1% |
6,192.50 |
| Close |
6,316.00 |
6,341.50 |
25.50 |
0.4% |
6,290.50 |
| Range |
35.25 |
44.00 |
8.75 |
24.8% |
104.25 |
| ATR |
54.35 |
53.61 |
-0.74 |
-1.4% |
0.00 |
| Volume |
284,157 |
218,248 |
-65,909 |
-23.2% |
1,603,756 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,461.50 |
6,445.50 |
6,365.75 |
|
| R3 |
6,417.50 |
6,401.50 |
6,353.50 |
|
| R2 |
6,373.50 |
6,373.50 |
6,349.50 |
|
| R1 |
6,357.50 |
6,357.50 |
6,345.50 |
6,365.50 |
| PP |
6,329.50 |
6,329.50 |
6,329.50 |
6,333.50 |
| S1 |
6,313.50 |
6,313.50 |
6,337.50 |
6,321.50 |
| S2 |
6,285.50 |
6,285.50 |
6,333.50 |
|
| S3 |
6,241.50 |
6,269.50 |
6,329.50 |
|
| S4 |
6,197.50 |
6,225.50 |
6,317.25 |
|
|
| 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 |
6,345.50 |
6,192.50 |
153.00 |
2.4% |
52.00 |
0.8% |
97% |
True |
False |
275,803 |
| 10 |
6,345.50 |
6,035.00 |
310.50 |
4.9% |
61.75 |
1.0% |
99% |
True |
False |
308,068 |
| 20 |
6,345.50 |
6,011.00 |
334.50 |
5.3% |
52.00 |
0.8% |
99% |
True |
False |
271,811 |
| 40 |
6,345.50 |
5,842.00 |
503.50 |
7.9% |
51.25 |
0.8% |
99% |
True |
False |
271,533 |
| 60 |
6,345.50 |
5,760.00 |
585.50 |
9.2% |
55.75 |
0.9% |
99% |
True |
False |
200,485 |
| 80 |
6,345.50 |
5,760.00 |
585.50 |
9.2% |
57.50 |
0.9% |
99% |
True |
False |
150,569 |
| 100 |
6,345.50 |
5,568.25 |
777.25 |
12.3% |
61.50 |
1.0% |
99% |
True |
False |
120,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,532.50 |
|
2.618 |
6,460.75 |
|
1.618 |
6,416.75 |
|
1.000 |
6,389.50 |
|
0.618 |
6,372.75 |
|
HIGH |
6,345.50 |
|
0.618 |
6,328.75 |
|
0.500 |
6,323.50 |
|
0.382 |
6,318.25 |
|
LOW |
6,301.50 |
|
0.618 |
6,274.25 |
|
1.000 |
6,257.50 |
|
1.618 |
6,230.25 |
|
2.618 |
6,186.25 |
|
4.250 |
6,114.50 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,335.50 |
6,330.00 |
| PP |
6,329.50 |
6,318.25 |
| S1 |
6,323.50 |
6,306.75 |
|