Trading Metrics calculated at close of trading on 31-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
1,278.1 |
1,281.3 |
3.2 |
0.3% |
1,283.4 |
High |
1,283.9 |
1,282.4 |
-1.5 |
-0.1% |
1,289.0 |
Low |
1,274.0 |
1,272.6 |
-1.4 |
-0.1% |
1,268.1 |
Close |
1,281.9 |
1,274.7 |
-7.2 |
-0.6% |
1,276.0 |
Range |
9.9 |
9.8 |
-0.1 |
-1.0% |
20.9 |
ATR |
12.8 |
12.6 |
-0.2 |
-1.7% |
0.0 |
Volume |
7,203 |
16,930 |
9,727 |
135.0% |
26,343 |
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,306.0 |
1,300.1 |
1,280.1 |
|
R3 |
1,296.2 |
1,290.3 |
1,277.4 |
|
R2 |
1,286.4 |
1,286.4 |
1,276.5 |
|
R1 |
1,280.5 |
1,280.5 |
1,275.6 |
1,278.6 |
PP |
1,276.6 |
1,276.6 |
1,276.6 |
1,275.6 |
S1 |
1,270.7 |
1,270.7 |
1,273.8 |
1,268.8 |
S2 |
1,266.8 |
1,266.8 |
1,272.9 |
|
S3 |
1,257.0 |
1,260.9 |
1,272.0 |
|
S4 |
1,247.2 |
1,251.1 |
1,269.3 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,340.4 |
1,329.1 |
1,287.5 |
|
R3 |
1,319.5 |
1,308.2 |
1,281.7 |
|
R2 |
1,298.6 |
1,298.6 |
1,279.8 |
|
R1 |
1,287.3 |
1,287.3 |
1,277.9 |
1,282.5 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,275.3 |
S1 |
1,266.4 |
1,266.4 |
1,274.1 |
1,261.6 |
S2 |
1,256.8 |
1,256.8 |
1,272.2 |
|
S3 |
1,235.9 |
1,245.5 |
1,270.3 |
|
S4 |
1,215.0 |
1,224.6 |
1,264.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,287.8 |
1,268.1 |
19.7 |
1.5% |
11.3 |
0.9% |
34% |
False |
False |
8,868 |
10 |
1,296.5 |
1,268.1 |
28.4 |
2.2% |
11.6 |
0.9% |
23% |
False |
False |
8,755 |
20 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
11.8 |
0.9% |
17% |
False |
False |
6,741 |
40 |
1,365.8 |
1,267.0 |
98.8 |
7.8% |
12.7 |
1.0% |
8% |
False |
False |
5,588 |
60 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.9 |
1.0% |
13% |
False |
False |
4,789 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,324.1 |
2.618 |
1,308.1 |
1.618 |
1,298.3 |
1.000 |
1,292.2 |
0.618 |
1,288.5 |
HIGH |
1,282.4 |
0.618 |
1,278.7 |
0.500 |
1,277.5 |
0.382 |
1,276.3 |
LOW |
1,272.6 |
0.618 |
1,266.5 |
1.000 |
1,262.8 |
1.618 |
1,256.7 |
2.618 |
1,246.9 |
4.250 |
1,231.0 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.5 |
1,276.0 |
PP |
1,276.6 |
1,275.6 |
S1 |
1,275.6 |
1,275.1 |
|