| Trading Metrics calculated at close of trading on 07-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2017 |
07-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,274.7 |
1,286.7 |
12.0 |
0.9% |
1,278.1 |
| High |
1,288.1 |
1,287.0 |
-1.1 |
-0.1% |
1,289.2 |
| Low |
1,270.9 |
1,276.7 |
5.8 |
0.5% |
1,270.1 |
| Close |
1,285.9 |
1,280.1 |
-5.8 |
-0.5% |
1,273.4 |
| Range |
17.2 |
10.3 |
-6.9 |
-40.1% |
19.1 |
| ATR |
13.0 |
12.8 |
-0.2 |
-1.5% |
0.0 |
| Volume |
17,781 |
19,788 |
2,007 |
11.3% |
57,976 |
|
| Daily Pivots for day following 07-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,312.2 |
1,306.4 |
1,285.8 |
|
| R3 |
1,301.9 |
1,296.1 |
1,282.9 |
|
| R2 |
1,291.6 |
1,291.6 |
1,282.0 |
|
| R1 |
1,285.8 |
1,285.8 |
1,281.0 |
1,283.6 |
| PP |
1,281.3 |
1,281.3 |
1,281.3 |
1,280.1 |
| S1 |
1,275.5 |
1,275.5 |
1,279.2 |
1,273.3 |
| S2 |
1,271.0 |
1,271.0 |
1,278.2 |
|
| S3 |
1,260.7 |
1,265.2 |
1,277.3 |
|
| S4 |
1,250.4 |
1,254.9 |
1,274.4 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,334.9 |
1,323.2 |
1,283.9 |
|
| R3 |
1,315.8 |
1,304.1 |
1,278.7 |
|
| R2 |
1,296.7 |
1,296.7 |
1,276.9 |
|
| R1 |
1,285.0 |
1,285.0 |
1,275.2 |
1,281.3 |
| PP |
1,277.6 |
1,277.6 |
1,277.6 |
1,275.7 |
| S1 |
1,265.9 |
1,265.9 |
1,271.6 |
1,262.2 |
| S2 |
1,258.5 |
1,258.5 |
1,269.9 |
|
| S3 |
1,239.4 |
1,246.8 |
1,268.1 |
|
| S4 |
1,220.3 |
1,227.7 |
1,262.9 |
|
|
| 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 |
1,270.1 |
19.1 |
1.5% |
13.2 |
1.0% |
52% |
False |
False |
14,282 |
| 10 |
1,289.2 |
1,268.1 |
21.1 |
1.6% |
12.3 |
1.0% |
57% |
False |
False |
11,575 |
| 20 |
1,312.7 |
1,268.1 |
44.6 |
3.5% |
12.1 |
0.9% |
27% |
False |
False |
8,985 |
| 40 |
1,342.3 |
1,267.0 |
75.3 |
5.9% |
12.7 |
1.0% |
17% |
False |
False |
6,856 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
13.0 |
1.0% |
13% |
False |
False |
5,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.8 |
|
2.618 |
1,314.0 |
|
1.618 |
1,303.7 |
|
1.000 |
1,297.3 |
|
0.618 |
1,293.4 |
|
HIGH |
1,287.0 |
|
0.618 |
1,283.1 |
|
0.500 |
1,281.9 |
|
0.382 |
1,280.6 |
|
LOW |
1,276.7 |
|
0.618 |
1,270.3 |
|
1.000 |
1,266.4 |
|
1.618 |
1,260.0 |
|
2.618 |
1,249.7 |
|
4.250 |
1,232.9 |
|
|
| Fisher Pivots for day following 07-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,281.9 |
1,279.8 |
| PP |
1,281.3 |
1,279.4 |
| S1 |
1,280.7 |
1,279.1 |
|