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 |
23,405.75 |
23,369.22 |
-36.53 |
-0.2% |
23,348.95 |
High |
23,428.75 |
23,406.35 |
-22.40 |
-0.1% |
23,485.25 |
Low |
23,327.87 |
23,334.39 |
6.52 |
0.0% |
23,251.11 |
Close |
23,348.74 |
23,377.24 |
28.50 |
0.1% |
23,434.19 |
Range |
100.88 |
71.96 |
-28.92 |
-28.7% |
234.14 |
ATR |
113.31 |
110.36 |
-2.95 |
-2.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,588.54 |
23,554.85 |
23,416.82 |
|
R3 |
23,516.58 |
23,482.89 |
23,397.03 |
|
R2 |
23,444.62 |
23,444.62 |
23,390.43 |
|
R1 |
23,410.93 |
23,410.93 |
23,383.84 |
23,427.78 |
PP |
23,372.66 |
23,372.66 |
23,372.66 |
23,381.08 |
S1 |
23,338.97 |
23,338.97 |
23,370.64 |
23,355.82 |
S2 |
23,300.70 |
23,300.70 |
23,364.05 |
|
S3 |
23,228.74 |
23,267.01 |
23,357.45 |
|
S4 |
23,156.78 |
23,195.05 |
23,337.66 |
|
|
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 |
23,459.84 |
23,251.11 |
208.73 |
0.9% |
109.69 |
0.5% |
60% |
False |
False |
|
10 |
23,485.25 |
23,052.67 |
432.58 |
1.9% |
111.27 |
0.5% |
75% |
False |
False |
|
20 |
23,485.25 |
22,632.80 |
852.45 |
3.6% |
88.27 |
0.4% |
87% |
False |
False |
|
40 |
23,485.25 |
21,731.12 |
1,754.13 |
7.5% |
88.18 |
0.4% |
94% |
False |
False |
|
60 |
23,485.25 |
21,600.34 |
1,884.91 |
8.1% |
96.78 |
0.4% |
94% |
False |
False |
|
80 |
23,485.25 |
21,279.30 |
2,205.95 |
9.4% |
93.59 |
0.4% |
95% |
False |
False |
|
100 |
23,485.25 |
21,186.15 |
2,299.10 |
9.8% |
96.52 |
0.4% |
95% |
False |
False |
|
120 |
23,485.25 |
20,553.45 |
2,931.80 |
12.5% |
97.37 |
0.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,712.18 |
2.618 |
23,594.74 |
1.618 |
23,522.78 |
1.000 |
23,478.31 |
0.618 |
23,450.82 |
HIGH |
23,406.35 |
0.618 |
23,378.86 |
0.500 |
23,370.37 |
0.382 |
23,361.88 |
LOW |
23,334.39 |
0.618 |
23,289.92 |
1.000 |
23,262.43 |
1.618 |
23,217.96 |
2.618 |
23,146.00 |
4.250 |
23,028.56 |
|
|
Fisher Pivots for day following 31-Oct-2017 |
Pivot |
1 day |
3 day |
R1 |
23,374.95 |
23,388.64 |
PP |
23,372.66 |
23,384.84 |
S1 |
23,370.37 |
23,381.04 |
|