Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,359 |
23,455 |
96 |
0.4% |
23,361 |
High |
23,472 |
23,494 |
22 |
0.1% |
23,494 |
Low |
23,289 |
23,416 |
127 |
0.5% |
23,269 |
Close |
23,444 |
23,449 |
5 |
0.0% |
23,449 |
Range |
183 |
78 |
-105 |
-57.4% |
225 |
ATR |
127 |
123 |
-3 |
-2.8% |
0 |
Volume |
135,674 |
97,920 |
-37,754 |
-27.8% |
571,565 |
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,687 |
23,646 |
23,492 |
|
R3 |
23,609 |
23,568 |
23,471 |
|
R2 |
23,531 |
23,531 |
23,463 |
|
R1 |
23,490 |
23,490 |
23,456 |
23,472 |
PP |
23,453 |
23,453 |
23,453 |
23,444 |
S1 |
23,412 |
23,412 |
23,442 |
23,394 |
S2 |
23,375 |
23,375 |
23,435 |
|
S3 |
23,297 |
23,334 |
23,428 |
|
S4 |
23,219 |
23,256 |
23,406 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,079 |
23,989 |
23,573 |
|
R3 |
23,854 |
23,764 |
23,511 |
|
R2 |
23,629 |
23,629 |
23,490 |
|
R1 |
23,539 |
23,539 |
23,470 |
23,584 |
PP |
23,404 |
23,404 |
23,404 |
23,427 |
S1 |
23,314 |
23,314 |
23,429 |
23,359 |
S2 |
23,179 |
23,179 |
23,408 |
|
S3 |
22,954 |
23,089 |
23,387 |
|
S4 |
22,729 |
22,864 |
23,325 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,494 |
23,269 |
225 |
1.0% |
120 |
0.5% |
80% |
True |
False |
114,313 |
10 |
23,494 |
23,203 |
291 |
1.2% |
136 |
0.6% |
85% |
True |
False |
124,787 |
20 |
23,494 |
22,676 |
818 |
3.5% |
121 |
0.5% |
94% |
True |
False |
105,387 |
40 |
23,494 |
21,817 |
1,677 |
7.2% |
112 |
0.5% |
97% |
True |
False |
103,343 |
60 |
23,494 |
21,540 |
1,954 |
8.3% |
122 |
0.5% |
98% |
True |
False |
72,045 |
80 |
23,494 |
21,377 |
2,117 |
9.0% |
119 |
0.5% |
98% |
True |
False |
54,059 |
100 |
23,494 |
21,101 |
2,393 |
10.2% |
120 |
0.5% |
98% |
True |
False |
43,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,826 |
2.618 |
23,698 |
1.618 |
23,620 |
1.000 |
23,572 |
0.618 |
23,542 |
HIGH |
23,494 |
0.618 |
23,464 |
0.500 |
23,455 |
0.382 |
23,446 |
LOW |
23,416 |
0.618 |
23,368 |
1.000 |
23,338 |
1.618 |
23,290 |
2.618 |
23,212 |
4.250 |
23,085 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,455 |
23,430 |
PP |
23,453 |
23,411 |
S1 |
23,451 |
23,392 |
|