Trading Metrics calculated at close of trading on 01-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2017 |
01-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,369.22 |
23,442.90 |
73.68 |
0.3% |
23,348.95 |
High |
23,406.35 |
23,517.71 |
111.36 |
0.5% |
23,485.25 |
Low |
23,334.39 |
23,388.91 |
54.52 |
0.2% |
23,251.11 |
Close |
23,377.24 |
23,435.01 |
57.77 |
0.2% |
23,434.19 |
Range |
71.96 |
128.80 |
56.84 |
79.0% |
234.14 |
ATR |
110.36 |
112.51 |
2.15 |
1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 01-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,833.61 |
23,763.11 |
23,505.85 |
|
R3 |
23,704.81 |
23,634.31 |
23,470.43 |
|
R2 |
23,576.01 |
23,576.01 |
23,458.62 |
|
R1 |
23,505.51 |
23,505.51 |
23,446.82 |
23,476.36 |
PP |
23,447.21 |
23,447.21 |
23,447.21 |
23,432.64 |
S1 |
23,376.71 |
23,376.71 |
23,423.20 |
23,347.56 |
S2 |
23,318.41 |
23,318.41 |
23,411.40 |
|
S3 |
23,189.61 |
23,247.91 |
23,399.59 |
|
S4 |
23,060.81 |
23,119.11 |
23,364.17 |
|
|
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 |
23,517.71 |
23,327.87 |
189.84 |
0.8% |
95.37 |
0.4% |
56% |
True |
False |
|
10 |
23,517.71 |
23,052.67 |
465.04 |
2.0% |
115.53 |
0.5% |
82% |
True |
False |
|
20 |
23,517.71 |
22,655.14 |
862.57 |
3.7% |
92.05 |
0.4% |
90% |
True |
False |
|
40 |
23,517.71 |
21,731.12 |
1,786.59 |
7.6% |
90.02 |
0.4% |
95% |
True |
False |
|
60 |
23,517.71 |
21,600.34 |
1,917.37 |
8.2% |
96.90 |
0.4% |
96% |
True |
False |
|
80 |
23,517.71 |
21,467.93 |
2,049.78 |
8.7% |
93.18 |
0.4% |
96% |
True |
False |
|
100 |
23,517.71 |
21,197.08 |
2,320.63 |
9.9% |
96.90 |
0.4% |
96% |
True |
False |
|
120 |
23,517.71 |
20,553.45 |
2,964.26 |
12.6% |
98.06 |
0.4% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,065.11 |
2.618 |
23,854.91 |
1.618 |
23,726.11 |
1.000 |
23,646.51 |
0.618 |
23,597.31 |
HIGH |
23,517.71 |
0.618 |
23,468.51 |
0.500 |
23,453.31 |
0.382 |
23,438.11 |
LOW |
23,388.91 |
0.618 |
23,309.31 |
1.000 |
23,260.11 |
1.618 |
23,180.51 |
2.618 |
23,051.71 |
4.250 |
22,841.51 |
|
|
Fisher Pivots for day following 01-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,453.31 |
23,430.94 |
PP |
23,447.21 |
23,426.86 |
S1 |
23,441.11 |
23,422.79 |
|