Trading Metrics calculated at close of trading on 07-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,493.3 |
1,497.5 |
4.2 |
0.3% |
1,507.5 |
High |
1,503.3 |
1,500.7 |
-2.6 |
-0.2% |
1,516.5 |
Low |
1,489.5 |
1,474.2 |
-15.3 |
-1.0% |
1,482.5 |
Close |
1,497.1 |
1,477.6 |
-19.5 |
-1.3% |
1,495.0 |
Range |
13.8 |
26.5 |
12.7 |
92.0% |
34.0 |
ATR |
15.1 |
15.9 |
0.8 |
5.4% |
0.0 |
Volume |
32,115 |
38,463 |
6,348 |
19.8% |
192,819 |
|
Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,563.8 |
1,547.3 |
1,492.3 |
|
R3 |
1,537.3 |
1,520.8 |
1,485.0 |
|
R2 |
1,510.8 |
1,510.8 |
1,482.5 |
|
R1 |
1,494.3 |
1,494.3 |
1,480.0 |
1,489.3 |
PP |
1,484.3 |
1,484.3 |
1,484.3 |
1,481.8 |
S1 |
1,467.8 |
1,467.8 |
1,475.3 |
1,462.8 |
S2 |
1,457.8 |
1,457.8 |
1,472.8 |
|
S3 |
1,431.3 |
1,441.3 |
1,470.3 |
|
S4 |
1,404.8 |
1,414.8 |
1,463.0 |
|
|
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 |
1,474.2 |
42.3 |
2.9% |
20.3 |
1.4% |
8% |
False |
True |
37,957 |
10 |
1,516.5 |
1,474.2 |
42.3 |
2.9% |
19.0 |
1.3% |
8% |
False |
True |
38,507 |
20 |
1,516.5 |
1,474.2 |
42.3 |
2.9% |
15.5 |
1.0% |
8% |
False |
True |
35,242 |
40 |
1,518.0 |
1,419.7 |
98.3 |
6.7% |
13.8 |
0.9% |
59% |
False |
False |
41,277 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
13.3 |
0.9% |
76% |
False |
False |
30,925 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
12.3 |
0.8% |
76% |
False |
False |
23,208 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
11.3 |
0.8% |
76% |
False |
False |
18,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,613.3 |
2.618 |
1,570.0 |
1.618 |
1,543.5 |
1.000 |
1,527.3 |
0.618 |
1,517.0 |
HIGH |
1,500.8 |
0.618 |
1,490.5 |
0.500 |
1,487.5 |
0.382 |
1,484.3 |
LOW |
1,474.3 |
0.618 |
1,457.8 |
1.000 |
1,447.8 |
1.618 |
1,431.3 |
2.618 |
1,404.8 |
4.250 |
1,361.5 |
|
|
Fisher Pivots for day following 07-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,487.5 |
1,488.8 |
PP |
1,484.3 |
1,485.0 |
S1 |
1,481.0 |
1,481.3 |
|