Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,290 |
23,334 |
44 |
0.2% |
23,272 |
High |
23,352 |
23,464 |
112 |
0.5% |
23,436 |
Low |
23,269 |
23,320 |
51 |
0.2% |
23,203 |
Close |
23,325 |
23,372 |
47 |
0.2% |
23,372 |
Range |
83 |
144 |
61 |
73.5% |
233 |
ATR |
121 |
123 |
2 |
1.4% |
0 |
Volume |
85,154 |
135,446 |
50,292 |
59.1% |
676,310 |
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,817 |
23,739 |
23,451 |
|
R3 |
23,673 |
23,595 |
23,412 |
|
R2 |
23,529 |
23,529 |
23,399 |
|
R1 |
23,451 |
23,451 |
23,385 |
23,490 |
PP |
23,385 |
23,385 |
23,385 |
23,405 |
S1 |
23,307 |
23,307 |
23,359 |
23,346 |
S2 |
23,241 |
23,241 |
23,346 |
|
S3 |
23,097 |
23,163 |
23,333 |
|
S4 |
22,953 |
23,019 |
23,293 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,036 |
23,937 |
23,500 |
|
R3 |
23,803 |
23,704 |
23,436 |
|
R2 |
23,570 |
23,570 |
23,415 |
|
R1 |
23,471 |
23,471 |
23,393 |
23,521 |
PP |
23,337 |
23,337 |
23,337 |
23,362 |
S1 |
23,238 |
23,238 |
23,351 |
23,288 |
S2 |
23,104 |
23,104 |
23,329 |
|
S3 |
22,871 |
23,005 |
23,308 |
|
S4 |
22,638 |
22,772 |
23,244 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,464 |
23,269 |
195 |
0.8% |
113 |
0.5% |
53% |
True |
False |
117,927 |
10 |
23,464 |
22,951 |
513 |
2.2% |
145 |
0.6% |
82% |
True |
False |
127,473 |
20 |
23,464 |
22,596 |
868 |
3.7% |
118 |
0.5% |
89% |
True |
False |
101,153 |
40 |
23,464 |
21,679 |
1,785 |
7.6% |
112 |
0.5% |
95% |
True |
False |
101,810 |
60 |
23,464 |
21,540 |
1,924 |
8.2% |
122 |
0.5% |
95% |
True |
False |
68,158 |
80 |
23,464 |
21,318 |
2,146 |
9.2% |
118 |
0.5% |
96% |
True |
False |
51,140 |
100 |
23,464 |
21,101 |
2,363 |
10.1% |
119 |
0.5% |
96% |
True |
False |
40,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,076 |
2.618 |
23,841 |
1.618 |
23,697 |
1.000 |
23,608 |
0.618 |
23,553 |
HIGH |
23,464 |
0.618 |
23,409 |
0.500 |
23,392 |
0.382 |
23,375 |
LOW |
23,320 |
0.618 |
23,231 |
1.000 |
23,176 |
1.618 |
23,087 |
2.618 |
22,943 |
4.250 |
22,708 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,392 |
23,370 |
PP |
23,385 |
23,368 |
S1 |
23,379 |
23,367 |
|