Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,490.4 |
1,495.8 |
5.4 |
0.4% |
1,507.5 |
High |
1,501.7 |
1,499.0 |
-2.7 |
-0.2% |
1,516.5 |
Low |
1,482.5 |
1,489.6 |
7.1 |
0.5% |
1,482.5 |
Close |
1,496.2 |
1,495.0 |
-1.2 |
-0.1% |
1,495.0 |
Range |
19.2 |
9.4 |
-9.8 |
-51.0% |
34.0 |
ATR |
15.7 |
15.2 |
-0.4 |
-2.9% |
0.0 |
Volume |
41,604 |
29,118 |
-12,486 |
-30.0% |
192,819 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,522.8 |
1,518.3 |
1,500.3 |
|
R3 |
1,513.3 |
1,508.8 |
1,497.5 |
|
R2 |
1,504.0 |
1,504.0 |
1,496.8 |
|
R1 |
1,499.5 |
1,499.5 |
1,495.8 |
1,497.0 |
PP |
1,494.5 |
1,494.5 |
1,494.5 |
1,493.3 |
S1 |
1,490.0 |
1,490.0 |
1,494.3 |
1,487.5 |
S2 |
1,485.3 |
1,485.3 |
1,493.3 |
|
S3 |
1,475.8 |
1,480.8 |
1,492.5 |
|
S4 |
1,466.3 |
1,471.3 |
1,489.8 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,600.0 |
1,581.5 |
1,513.8 |
|
R3 |
1,566.0 |
1,547.5 |
1,504.3 |
|
R2 |
1,532.0 |
1,532.0 |
1,501.3 |
|
R1 |
1,513.5 |
1,513.5 |
1,498.0 |
1,505.8 |
PP |
1,498.0 |
1,498.0 |
1,498.0 |
1,494.0 |
S1 |
1,479.5 |
1,479.5 |
1,492.0 |
1,471.8 |
S2 |
1,464.0 |
1,464.0 |
1,488.8 |
|
S3 |
1,430.0 |
1,445.5 |
1,485.8 |
|
S4 |
1,396.0 |
1,411.5 |
1,476.3 |
|
|
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% |
21.0 |
1.4% |
37% |
False |
False |
38,563 |
10 |
1,516.5 |
1,481.9 |
34.6 |
2.3% |
17.8 |
1.2% |
38% |
False |
False |
37,052 |
20 |
1,518.0 |
1,481.9 |
36.1 |
2.4% |
14.5 |
1.0% |
36% |
False |
False |
34,627 |
40 |
1,518.0 |
1,405.0 |
113.0 |
7.6% |
13.3 |
0.9% |
80% |
False |
False |
42,514 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.8 |
0.9% |
86% |
False |
False |
29,754 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.0 |
0.8% |
86% |
False |
False |
22,326 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.0 |
0.7% |
86% |
False |
False |
17,863 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,539.0 |
2.618 |
1,523.5 |
1.618 |
1,514.3 |
1.000 |
1,508.5 |
0.618 |
1,504.8 |
HIGH |
1,499.0 |
0.618 |
1,495.5 |
0.500 |
1,494.3 |
0.382 |
1,493.3 |
LOW |
1,489.5 |
0.618 |
1,483.8 |
1.000 |
1,480.3 |
1.618 |
1,474.5 |
2.618 |
1,465.0 |
4.250 |
1,449.8 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,494.8 |
1,499.5 |
PP |
1,494.5 |
1,498.0 |
S1 |
1,494.3 |
1,496.5 |
|