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 |
1,275.7 |
1,279.7 |
4.0 |
0.3% |
1,283.4 |
High |
1,286.0 |
1,289.2 |
3.2 |
0.2% |
1,289.0 |
Low |
1,273.3 |
1,278.3 |
5.0 |
0.4% |
1,268.1 |
Close |
1,281.6 |
1,282.4 |
0.8 |
0.1% |
1,276.0 |
Range |
12.7 |
10.9 |
-1.8 |
-14.2% |
20.9 |
ATR |
12.6 |
12.5 |
-0.1 |
-1.0% |
0.0 |
Volume |
11,109 |
9,989 |
-1,120 |
-10.1% |
26,343 |
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,316.0 |
1,310.1 |
1,288.4 |
|
R3 |
1,305.1 |
1,299.2 |
1,285.4 |
|
R2 |
1,294.2 |
1,294.2 |
1,284.4 |
|
R1 |
1,288.3 |
1,288.3 |
1,283.4 |
1,291.3 |
PP |
1,283.3 |
1,283.3 |
1,283.3 |
1,284.8 |
S1 |
1,277.4 |
1,277.4 |
1,281.4 |
1,280.4 |
S2 |
1,272.4 |
1,272.4 |
1,280.4 |
|
S3 |
1,261.5 |
1,266.5 |
1,279.4 |
|
S4 |
1,250.6 |
1,255.6 |
1,276.4 |
|
|
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 |
1,289.2 |
1,268.1 |
21.1 |
1.6% |
10.8 |
0.8% |
68% |
True |
False |
9,857 |
10 |
1,296.5 |
1,268.1 |
28.4 |
2.2% |
11.4 |
0.9% |
50% |
False |
False |
8,265 |
20 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
11.8 |
0.9% |
34% |
False |
False |
7,614 |
40 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.6 |
1.0% |
16% |
False |
False |
5,904 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
16% |
False |
False |
5,078 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,335.5 |
2.618 |
1,317.7 |
1.618 |
1,306.8 |
1.000 |
1,300.1 |
0.618 |
1,295.9 |
HIGH |
1,289.2 |
0.618 |
1,285.0 |
0.500 |
1,283.8 |
0.382 |
1,282.5 |
LOW |
1,278.3 |
0.618 |
1,271.6 |
1.000 |
1,267.4 |
1.618 |
1,260.7 |
2.618 |
1,249.8 |
4.250 |
1,232.0 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,283.8 |
1,281.9 |
PP |
1,283.3 |
1,281.4 |
S1 |
1,282.9 |
1,280.9 |
|