Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,497.5 |
1,474.9 |
-22.6 |
-1.5% |
1,507.5 |
High |
1,500.7 |
1,483.1 |
-17.6 |
-1.2% |
1,516.5 |
Low |
1,474.2 |
1,466.9 |
-7.3 |
-0.5% |
1,482.5 |
Close |
1,477.6 |
1,482.4 |
4.8 |
0.3% |
1,495.0 |
Range |
26.5 |
16.2 |
-10.3 |
-38.9% |
34.0 |
ATR |
15.9 |
15.9 |
0.0 |
0.1% |
0.0 |
Volume |
38,463 |
48,607 |
10,144 |
26.4% |
192,819 |
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,526.0 |
1,520.5 |
1,491.3 |
|
R3 |
1,509.8 |
1,504.3 |
1,486.8 |
|
R2 |
1,493.8 |
1,493.8 |
1,485.3 |
|
R1 |
1,488.0 |
1,488.0 |
1,484.0 |
1,490.8 |
PP |
1,477.5 |
1,477.5 |
1,477.5 |
1,479.0 |
S1 |
1,471.8 |
1,471.8 |
1,481.0 |
1,474.8 |
S2 |
1,461.3 |
1,461.3 |
1,479.5 |
|
S3 |
1,445.0 |
1,455.8 |
1,478.0 |
|
S4 |
1,428.8 |
1,439.5 |
1,473.5 |
|
|
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 |
1,503.3 |
1,466.9 |
36.4 |
2.5% |
17.0 |
1.1% |
43% |
False |
True |
37,981 |
10 |
1,516.5 |
1,466.9 |
49.6 |
3.3% |
18.8 |
1.3% |
31% |
False |
True |
39,006 |
20 |
1,516.5 |
1,466.9 |
49.6 |
3.3% |
15.8 |
1.1% |
31% |
False |
True |
36,447 |
40 |
1,518.0 |
1,421.0 |
97.0 |
6.5% |
14.0 |
0.9% |
63% |
False |
False |
40,981 |
60 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
13.3 |
0.9% |
79% |
False |
False |
31,735 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
12.5 |
0.8% |
79% |
False |
False |
23,815 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.4% |
11.3 |
0.8% |
79% |
False |
False |
19,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,552.0 |
2.618 |
1,525.5 |
1.618 |
1,509.3 |
1.000 |
1,499.3 |
0.618 |
1,493.0 |
HIGH |
1,483.0 |
0.618 |
1,477.0 |
0.500 |
1,475.0 |
0.382 |
1,473.0 |
LOW |
1,467.0 |
0.618 |
1,457.0 |
1.000 |
1,450.8 |
1.618 |
1,440.8 |
2.618 |
1,424.5 |
4.250 |
1,398.0 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,480.0 |
1,485.0 |
PP |
1,477.5 |
1,484.3 |
S1 |
1,475.0 |
1,483.3 |
|