| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,310.50 |
6,342.25 |
31.75 |
0.5% |
6,209.50 |
| High |
6,345.50 |
6,351.50 |
6.00 |
0.1% |
6,296.75 |
| Low |
6,301.50 |
6,244.75 |
-56.75 |
-0.9% |
6,192.50 |
| Close |
6,341.50 |
6,314.50 |
-27.00 |
-0.4% |
6,290.50 |
| Range |
44.00 |
106.75 |
62.75 |
142.6% |
104.25 |
| ATR |
53.61 |
57.41 |
3.80 |
7.1% |
0.00 |
| Volume |
218,248 |
550,267 |
332,019 |
152.1% |
1,603,756 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,623.75 |
6,576.00 |
6,373.25 |
|
| R3 |
6,517.00 |
6,469.25 |
6,343.75 |
|
| R2 |
6,410.25 |
6,410.25 |
6,334.00 |
|
| R1 |
6,362.50 |
6,362.50 |
6,324.25 |
6,333.00 |
| PP |
6,303.50 |
6,303.50 |
6,303.50 |
6,289.00 |
| S1 |
6,255.75 |
6,255.75 |
6,304.75 |
6,226.25 |
| S2 |
6,196.75 |
6,196.75 |
6,295.00 |
|
| S3 |
6,090.00 |
6,149.00 |
6,285.25 |
|
| S4 |
5,983.25 |
6,042.25 |
6,255.75 |
|
|
| 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 |
6,351.50 |
6,236.00 |
115.50 |
1.8% |
59.25 |
0.9% |
68% |
True |
False |
314,551 |
| 10 |
6,351.50 |
6,078.75 |
272.75 |
4.3% |
66.25 |
1.1% |
86% |
True |
False |
331,066 |
| 20 |
6,351.50 |
6,011.00 |
340.50 |
5.4% |
56.00 |
0.9% |
89% |
True |
False |
289,321 |
| 40 |
6,351.50 |
5,842.00 |
509.50 |
8.1% |
53.00 |
0.8% |
93% |
True |
False |
278,192 |
| 60 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
56.75 |
0.9% |
94% |
True |
False |
209,633 |
| 80 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
58.25 |
0.9% |
94% |
True |
False |
157,443 |
| 100 |
6,351.50 |
5,568.25 |
783.25 |
12.4% |
62.00 |
1.0% |
95% |
True |
False |
126,044 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,805.25 |
|
2.618 |
6,631.00 |
|
1.618 |
6,524.25 |
|
1.000 |
6,458.25 |
|
0.618 |
6,417.50 |
|
HIGH |
6,351.50 |
|
0.618 |
6,310.75 |
|
0.500 |
6,298.00 |
|
0.382 |
6,285.50 |
|
LOW |
6,244.75 |
|
0.618 |
6,178.75 |
|
1.000 |
6,138.00 |
|
1.618 |
6,072.00 |
|
2.618 |
5,965.25 |
|
4.250 |
5,791.00 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,309.00 |
6,309.00 |
| PP |
6,303.50 |
6,303.50 |
| S1 |
6,298.00 |
6,298.00 |
|