Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,495.8 |
1,493.3 |
-2.5 |
-0.2% |
1,507.5 |
High |
1,499.0 |
1,503.3 |
4.3 |
0.3% |
1,516.5 |
Low |
1,489.6 |
1,489.5 |
-0.1 |
0.0% |
1,482.5 |
Close |
1,495.0 |
1,497.1 |
2.1 |
0.1% |
1,495.0 |
Range |
9.4 |
13.8 |
4.4 |
46.8% |
34.0 |
ATR |
15.2 |
15.1 |
-0.1 |
-0.7% |
0.0 |
Volume |
29,118 |
32,115 |
2,997 |
10.3% |
192,819 |
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,538.0 |
1,531.3 |
1,504.8 |
|
R3 |
1,524.3 |
1,517.5 |
1,501.0 |
|
R2 |
1,510.5 |
1,510.5 |
1,499.8 |
|
R1 |
1,503.8 |
1,503.8 |
1,498.3 |
1,507.0 |
PP |
1,496.8 |
1,496.8 |
1,496.8 |
1,498.3 |
S1 |
1,490.0 |
1,490.0 |
1,495.8 |
1,493.3 |
S2 |
1,482.8 |
1,482.8 |
1,494.5 |
|
S3 |
1,469.0 |
1,476.3 |
1,493.3 |
|
S4 |
1,455.3 |
1,462.3 |
1,489.5 |
|
|
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% |
18.5 |
1.2% |
43% |
False |
False |
36,992 |
10 |
1,516.5 |
1,481.9 |
34.6 |
2.3% |
17.3 |
1.2% |
44% |
False |
False |
37,465 |
20 |
1,516.5 |
1,481.9 |
34.6 |
2.3% |
14.5 |
1.0% |
44% |
False |
False |
34,942 |
40 |
1,518.0 |
1,415.1 |
102.9 |
6.9% |
13.5 |
0.9% |
80% |
False |
False |
41,864 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
13.0 |
0.9% |
88% |
False |
False |
30,284 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.3 |
0.8% |
88% |
False |
False |
22,727 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
11.0 |
0.7% |
88% |
False |
False |
18,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,562.0 |
2.618 |
1,539.5 |
1.618 |
1,525.8 |
1.000 |
1,517.0 |
0.618 |
1,511.8 |
HIGH |
1,503.3 |
0.618 |
1,498.0 |
0.500 |
1,496.5 |
0.382 |
1,494.8 |
LOW |
1,489.5 |
0.618 |
1,481.0 |
1.000 |
1,475.8 |
1.618 |
1,467.3 |
2.618 |
1,453.3 |
4.250 |
1,430.8 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,496.8 |
1,495.8 |
PP |
1,496.8 |
1,494.3 |
S1 |
1,496.5 |
1,493.0 |
|