| Trading Metrics calculated at close of trading on 02-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,503.0 |
1,490.4 |
-12.6 |
-0.8% |
1,509.1 |
| High |
1,516.5 |
1,501.7 |
-14.8 |
-1.0% |
1,513.1 |
| Low |
1,483.6 |
1,482.5 |
-1.1 |
-0.1% |
1,481.9 |
| Close |
1,491.9 |
1,496.2 |
4.3 |
0.3% |
1,508.5 |
| Range |
32.9 |
19.2 |
-13.7 |
-41.6% |
31.2 |
| ATR |
15.4 |
15.7 |
0.3 |
1.8% |
0.0 |
| Volume |
48,488 |
41,604 |
-6,884 |
-14.2% |
177,709 |
|
| Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,551.0 |
1,542.8 |
1,506.8 |
|
| R3 |
1,531.8 |
1,523.8 |
1,501.5 |
|
| R2 |
1,512.8 |
1,512.8 |
1,499.8 |
|
| R1 |
1,504.5 |
1,504.5 |
1,498.0 |
1,508.5 |
| PP |
1,493.5 |
1,493.5 |
1,493.5 |
1,495.5 |
| S1 |
1,485.3 |
1,485.3 |
1,494.5 |
1,489.3 |
| S2 |
1,474.3 |
1,474.3 |
1,492.8 |
|
| S3 |
1,455.0 |
1,466.0 |
1,491.0 |
|
| S4 |
1,435.8 |
1,446.8 |
1,485.8 |
|
|
| 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 |
1,516.5 |
1,482.5 |
34.0 |
2.3% |
22.5 |
1.5% |
40% |
False |
True |
40,691 |
| 10 |
1,516.5 |
1,481.9 |
34.6 |
2.3% |
17.8 |
1.2% |
41% |
False |
False |
37,627 |
| 20 |
1,518.0 |
1,481.9 |
36.1 |
2.4% |
14.5 |
1.0% |
40% |
False |
False |
34,880 |
| 40 |
1,518.0 |
1,392.3 |
125.7 |
8.4% |
13.5 |
0.9% |
83% |
False |
False |
43,190 |
| 60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
13.3 |
0.9% |
87% |
False |
False |
29,269 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.0 |
0.8% |
87% |
False |
False |
21,962 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.0 |
0.7% |
87% |
False |
False |
17,572 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,583.3 |
|
2.618 |
1,552.0 |
|
1.618 |
1,532.8 |
|
1.000 |
1,521.0 |
|
0.618 |
1,513.5 |
|
HIGH |
1,501.8 |
|
0.618 |
1,494.3 |
|
0.500 |
1,492.0 |
|
0.382 |
1,489.8 |
|
LOW |
1,482.5 |
|
0.618 |
1,470.8 |
|
1.000 |
1,463.3 |
|
1.618 |
1,451.5 |
|
2.618 |
1,432.3 |
|
4.250 |
1,401.0 |
|
|
| Fisher Pivots for day following 02-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,494.8 |
1,499.5 |
| PP |
1,493.5 |
1,498.5 |
| S1 |
1,492.0 |
1,497.3 |
|