Trading Metrics calculated at close of trading on 02-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2017 |
02-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,442.90 |
23,463.24 |
20.34 |
0.1% |
23,348.95 |
High |
23,517.71 |
23,531.38 |
13.67 |
0.1% |
23,485.25 |
Low |
23,388.91 |
23,350.98 |
-37.93 |
-0.2% |
23,251.11 |
Close |
23,435.01 |
23,516.26 |
81.25 |
0.3% |
23,434.19 |
Range |
128.80 |
180.40 |
51.60 |
40.1% |
234.14 |
ATR |
112.51 |
117.36 |
4.85 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,007.41 |
23,942.23 |
23,615.48 |
|
R3 |
23,827.01 |
23,761.83 |
23,565.87 |
|
R2 |
23,646.61 |
23,646.61 |
23,549.33 |
|
R1 |
23,581.43 |
23,581.43 |
23,532.80 |
23,614.02 |
PP |
23,466.21 |
23,466.21 |
23,466.21 |
23,482.50 |
S1 |
23,401.03 |
23,401.03 |
23,499.72 |
23,433.62 |
S2 |
23,285.81 |
23,285.81 |
23,483.19 |
|
S3 |
23,105.41 |
23,220.63 |
23,466.65 |
|
S4 |
22,925.01 |
23,040.23 |
23,417.04 |
|
|
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 |
23,531.38 |
23,327.87 |
203.51 |
0.9% |
115.66 |
0.5% |
93% |
True |
False |
|
10 |
23,531.38 |
23,201.78 |
329.60 |
1.4% |
122.11 |
0.5% |
95% |
True |
False |
|
20 |
23,531.38 |
22,730.85 |
800.53 |
3.4% |
94.97 |
0.4% |
98% |
True |
False |
|
40 |
23,531.38 |
21,731.12 |
1,800.26 |
7.7% |
91.92 |
0.4% |
99% |
True |
False |
|
60 |
23,531.38 |
21,600.34 |
1,931.04 |
8.2% |
98.90 |
0.4% |
99% |
True |
False |
|
80 |
23,531.38 |
21,471.14 |
2,060.24 |
8.8% |
94.02 |
0.4% |
99% |
True |
False |
|
100 |
23,531.38 |
21,197.08 |
2,334.30 |
9.9% |
97.95 |
0.4% |
99% |
True |
False |
|
120 |
23,531.38 |
20,553.45 |
2,977.93 |
12.7% |
98.92 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,298.08 |
2.618 |
24,003.67 |
1.618 |
23,823.27 |
1.000 |
23,711.78 |
0.618 |
23,642.87 |
HIGH |
23,531.38 |
0.618 |
23,462.47 |
0.500 |
23,441.18 |
0.382 |
23,419.89 |
LOW |
23,350.98 |
0.618 |
23,239.49 |
1.000 |
23,170.58 |
1.618 |
23,059.09 |
2.618 |
22,878.69 |
4.250 |
22,584.28 |
|
|
Fisher Pivots for day following 02-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,491.23 |
23,488.47 |
PP |
23,466.21 |
23,460.68 |
S1 |
23,441.18 |
23,432.89 |
|