Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,286.4 |
1,291.1 |
4.7 |
0.4% |
1,274.7 |
High |
1,293.8 |
1,291.6 |
-2.2 |
-0.2% |
1,293.8 |
Low |
1,284.8 |
1,277.9 |
-6.9 |
-0.5% |
1,270.9 |
Close |
1,291.8 |
1,278.5 |
-13.3 |
-1.0% |
1,278.5 |
Range |
9.0 |
13.7 |
4.7 |
52.2% |
22.9 |
ATR |
12.5 |
12.6 |
0.1 |
0.8% |
0.0 |
Volume |
27,335 |
36,010 |
8,675 |
31.7% |
124,089 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,323.8 |
1,314.8 |
1,286.0 |
|
R3 |
1,310.1 |
1,301.1 |
1,282.3 |
|
R2 |
1,296.4 |
1,296.4 |
1,281.0 |
|
R1 |
1,287.4 |
1,287.4 |
1,279.8 |
1,285.1 |
PP |
1,282.7 |
1,282.7 |
1,282.7 |
1,281.5 |
S1 |
1,273.7 |
1,273.7 |
1,277.2 |
1,271.4 |
S2 |
1,269.0 |
1,269.0 |
1,276.0 |
|
S3 |
1,255.3 |
1,260.0 |
1,274.7 |
|
S4 |
1,241.6 |
1,246.3 |
1,271.0 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.8 |
1,337.0 |
1,291.1 |
|
R3 |
1,326.9 |
1,314.1 |
1,284.8 |
|
R2 |
1,304.0 |
1,304.0 |
1,282.7 |
|
R1 |
1,291.2 |
1,291.2 |
1,280.6 |
1,297.6 |
PP |
1,281.1 |
1,281.1 |
1,281.1 |
1,284.3 |
S1 |
1,268.3 |
1,268.3 |
1,276.4 |
1,274.7 |
S2 |
1,258.2 |
1,258.2 |
1,274.3 |
|
S3 |
1,235.3 |
1,245.4 |
1,272.2 |
|
S4 |
1,212.4 |
1,222.5 |
1,265.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,293.8 |
1,270.9 |
22.9 |
1.8% |
12.3 |
1.0% |
33% |
False |
False |
24,817 |
10 |
1,293.8 |
1,270.1 |
23.7 |
1.9% |
12.0 |
0.9% |
35% |
False |
False |
18,206 |
20 |
1,312.7 |
1,268.1 |
44.6 |
3.5% |
12.3 |
1.0% |
23% |
False |
False |
12,737 |
40 |
1,327.3 |
1,267.0 |
60.3 |
4.7% |
12.5 |
1.0% |
19% |
False |
False |
8,833 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.9 |
1.0% |
12% |
False |
False |
7,205 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,349.8 |
2.618 |
1,327.5 |
1.618 |
1,313.8 |
1.000 |
1,305.3 |
0.618 |
1,300.1 |
HIGH |
1,291.6 |
0.618 |
1,286.4 |
0.500 |
1,284.8 |
0.382 |
1,283.1 |
LOW |
1,277.9 |
0.618 |
1,269.4 |
1.000 |
1,264.2 |
1.618 |
1,255.7 |
2.618 |
1,242.0 |
4.250 |
1,219.7 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.8 |
1,285.9 |
PP |
1,282.7 |
1,283.4 |
S1 |
1,280.6 |
1,281.0 |
|