Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,499.2 |
1,507.5 |
8.3 |
0.6% |
1,509.1 |
High |
1,509.4 |
1,509.0 |
-0.4 |
0.0% |
1,513.1 |
Low |
1,492.4 |
1,483.4 |
-9.0 |
-0.6% |
1,481.9 |
Close |
1,508.5 |
1,492.9 |
-15.6 |
-1.0% |
1,508.5 |
Range |
17.0 |
25.6 |
8.6 |
50.6% |
31.2 |
ATR |
12.9 |
13.8 |
0.9 |
7.1% |
0.0 |
Volume |
39,756 |
39,974 |
218 |
0.5% |
177,709 |
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,572.0 |
1,558.0 |
1,507.0 |
|
R3 |
1,546.3 |
1,532.5 |
1,500.0 |
|
R2 |
1,520.8 |
1,520.8 |
1,497.5 |
|
R1 |
1,506.8 |
1,506.8 |
1,495.3 |
1,501.0 |
PP |
1,495.0 |
1,495.0 |
1,495.0 |
1,492.3 |
S1 |
1,481.3 |
1,481.3 |
1,490.5 |
1,475.3 |
S2 |
1,469.5 |
1,469.5 |
1,488.3 |
|
S3 |
1,444.0 |
1,455.5 |
1,485.8 |
|
S4 |
1,418.3 |
1,430.0 |
1,478.8 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,594.8 |
1,582.8 |
1,525.8 |
|
R3 |
1,563.5 |
1,551.8 |
1,517.0 |
|
R2 |
1,532.3 |
1,532.3 |
1,514.3 |
|
R1 |
1,520.5 |
1,520.5 |
1,511.3 |
1,510.8 |
PP |
1,501.3 |
1,501.3 |
1,501.3 |
1,496.3 |
S1 |
1,489.3 |
1,489.3 |
1,505.8 |
1,479.5 |
S2 |
1,470.0 |
1,470.0 |
1,502.8 |
|
S3 |
1,438.8 |
1,458.0 |
1,500.0 |
|
S4 |
1,407.5 |
1,426.8 |
1,491.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,509.4 |
1,481.9 |
27.5 |
1.8% |
16.3 |
1.1% |
40% |
False |
False |
37,939 |
10 |
1,514.2 |
1,481.9 |
32.3 |
2.2% |
14.8 |
1.0% |
34% |
False |
False |
35,725 |
20 |
1,518.0 |
1,481.9 |
36.1 |
2.4% |
12.5 |
0.8% |
30% |
False |
False |
32,606 |
40 |
1,518.0 |
1,392.3 |
125.7 |
8.4% |
12.8 |
0.9% |
80% |
False |
False |
40,743 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.5 |
0.8% |
85% |
False |
False |
27,208 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.3 |
0.8% |
85% |
False |
False |
20,416 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
10.3 |
0.7% |
85% |
False |
False |
16,335 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,617.8 |
2.618 |
1,576.0 |
1.618 |
1,550.5 |
1.000 |
1,534.5 |
0.618 |
1,524.8 |
HIGH |
1,509.0 |
0.618 |
1,499.3 |
0.500 |
1,496.3 |
0.382 |
1,493.3 |
LOW |
1,483.5 |
0.618 |
1,467.5 |
1.000 |
1,457.8 |
1.618 |
1,442.0 |
2.618 |
1,416.5 |
4.250 |
1,374.5 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,496.3 |
1,496.5 |
PP |
1,495.0 |
1,495.3 |
S1 |
1,494.0 |
1,494.0 |
|