Trading Metrics calculated at close of trading on 30-Oct-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2017 |
30-Oct-2017 |
Change |
Change % |
Previous Week |
Open |
23,415.02 |
23,405.75 |
-9.27 |
0.0% |
23,348.95 |
High |
23,449.40 |
23,428.75 |
-20.65 |
-0.1% |
23,485.25 |
Low |
23,353.16 |
23,327.87 |
-25.29 |
-0.1% |
23,251.11 |
Close |
23,434.19 |
23,348.74 |
-85.45 |
-0.4% |
23,434.19 |
Range |
96.24 |
100.88 |
4.64 |
4.8% |
234.14 |
ATR |
113.85 |
113.31 |
-0.54 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,671.09 |
23,610.80 |
23,404.22 |
|
R3 |
23,570.21 |
23,509.92 |
23,376.48 |
|
R2 |
23,469.33 |
23,469.33 |
23,367.23 |
|
R1 |
23,409.04 |
23,409.04 |
23,357.99 |
23,388.75 |
PP |
23,368.45 |
23,368.45 |
23,368.45 |
23,358.31 |
S1 |
23,308.16 |
23,308.16 |
23,339.49 |
23,287.87 |
S2 |
23,267.57 |
23,267.57 |
23,330.25 |
|
S3 |
23,166.69 |
23,207.28 |
23,321.00 |
|
S4 |
23,065.81 |
23,106.40 |
23,293.26 |
|
|
Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,092.60 |
23,997.54 |
23,562.97 |
|
R3 |
23,858.46 |
23,763.40 |
23,498.58 |
|
R2 |
23,624.32 |
23,624.32 |
23,477.12 |
|
R1 |
23,529.26 |
23,529.26 |
23,455.65 |
23,576.79 |
PP |
23,390.18 |
23,390.18 |
23,390.18 |
23,413.95 |
S1 |
23,295.12 |
23,295.12 |
23,412.73 |
23,342.65 |
S2 |
23,156.04 |
23,156.04 |
23,391.26 |
|
S3 |
22,921.90 |
23,060.98 |
23,369.80 |
|
S4 |
22,687.76 |
22,826.84 |
23,305.41 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,485.25 |
23,251.11 |
234.14 |
1.0% |
123.70 |
0.5% |
42% |
False |
False |
|
10 |
23,485.25 |
22,948.23 |
537.02 |
2.3% |
109.47 |
0.5% |
75% |
False |
False |
|
20 |
23,485.25 |
22,562.90 |
922.35 |
4.0% |
88.84 |
0.4% |
85% |
False |
False |
|
40 |
23,485.25 |
21,709.63 |
1,775.62 |
7.6% |
91.66 |
0.4% |
92% |
False |
False |
|
60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.1% |
96.23 |
0.4% |
93% |
False |
False |
|
80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.4% |
93.64 |
0.4% |
94% |
False |
False |
|
100 |
23,485.25 |
21,159.45 |
2,325.80 |
10.0% |
97.26 |
0.4% |
94% |
False |
False |
|
120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.6% |
97.89 |
0.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,857.49 |
2.618 |
23,692.85 |
1.618 |
23,591.97 |
1.000 |
23,529.63 |
0.618 |
23,491.09 |
HIGH |
23,428.75 |
0.618 |
23,390.21 |
0.500 |
23,378.31 |
0.382 |
23,366.41 |
LOW |
23,327.87 |
0.618 |
23,265.53 |
1.000 |
23,226.99 |
1.618 |
23,164.65 |
2.618 |
23,063.77 |
4.250 |
22,899.13 |
|
|
Fisher Pivots for day following 30-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,378.31 |
23,393.86 |
PP |
23,368.45 |
23,378.82 |
S1 |
23,358.60 |
23,363.78 |
|