Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,334 |
23,359 |
25 |
0.1% |
23,272 |
High |
23,464 |
23,472 |
8 |
0.0% |
23,436 |
Low |
23,320 |
23,289 |
-31 |
-0.1% |
23,203 |
Close |
23,372 |
23,444 |
72 |
0.3% |
23,372 |
Range |
144 |
183 |
39 |
27.1% |
233 |
ATR |
123 |
127 |
4 |
3.5% |
0 |
Volume |
135,446 |
135,674 |
228 |
0.2% |
676,310 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,951 |
23,880 |
23,545 |
|
R3 |
23,768 |
23,697 |
23,494 |
|
R2 |
23,585 |
23,585 |
23,478 |
|
R1 |
23,514 |
23,514 |
23,461 |
23,550 |
PP |
23,402 |
23,402 |
23,402 |
23,419 |
S1 |
23,331 |
23,331 |
23,427 |
23,367 |
S2 |
23,219 |
23,219 |
23,411 |
|
S3 |
23,036 |
23,148 |
23,394 |
|
S4 |
22,853 |
22,965 |
23,343 |
|
|
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 |
23,472 |
23,269 |
203 |
0.9% |
127 |
0.5% |
86% |
True |
False |
119,963 |
10 |
23,472 |
23,106 |
366 |
1.6% |
146 |
0.6% |
92% |
True |
False |
127,154 |
20 |
23,472 |
22,676 |
796 |
3.4% |
120 |
0.5% |
96% |
True |
False |
104,381 |
40 |
23,472 |
21,679 |
1,793 |
7.6% |
114 |
0.5% |
98% |
True |
False |
104,225 |
60 |
23,472 |
21,540 |
1,932 |
8.2% |
124 |
0.5% |
99% |
True |
False |
70,417 |
80 |
23,472 |
21,377 |
2,095 |
8.9% |
118 |
0.5% |
99% |
True |
False |
52,835 |
100 |
23,472 |
21,101 |
2,371 |
10.1% |
120 |
0.5% |
99% |
True |
False |
42,278 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,250 |
2.618 |
23,951 |
1.618 |
23,768 |
1.000 |
23,655 |
0.618 |
23,585 |
HIGH |
23,472 |
0.618 |
23,402 |
0.500 |
23,381 |
0.382 |
23,359 |
LOW |
23,289 |
0.618 |
23,176 |
1.000 |
23,106 |
1.618 |
22,993 |
2.618 |
22,810 |
4.250 |
22,511 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,423 |
23,420 |
PP |
23,402 |
23,395 |
S1 |
23,381 |
23,371 |
|