Trading Metrics calculated at close of trading on 03-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2017 |
03-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,463.24 |
23,549.59 |
86.35 |
0.4% |
23,405.75 |
High |
23,531.38 |
23,557.06 |
25.68 |
0.1% |
23,557.06 |
Low |
23,350.98 |
23,481.57 |
130.59 |
0.6% |
23,327.87 |
Close |
23,516.26 |
23,539.19 |
22.93 |
0.1% |
23,539.19 |
Range |
180.40 |
75.49 |
-104.91 |
-58.2% |
229.19 |
ATR |
117.36 |
114.37 |
-2.99 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,752.41 |
23,721.29 |
23,580.71 |
|
R3 |
23,676.92 |
23,645.80 |
23,559.95 |
|
R2 |
23,601.43 |
23,601.43 |
23,553.03 |
|
R1 |
23,570.31 |
23,570.31 |
23,546.11 |
23,548.13 |
PP |
23,525.94 |
23,525.94 |
23,525.94 |
23,514.85 |
S1 |
23,494.82 |
23,494.82 |
23,532.27 |
23,472.64 |
S2 |
23,450.45 |
23,450.45 |
23,525.35 |
|
S3 |
23,374.96 |
23,419.33 |
23,518.43 |
|
S4 |
23,299.47 |
23,343.84 |
23,497.67 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,162.28 |
24,079.92 |
23,665.24 |
|
R3 |
23,933.09 |
23,850.73 |
23,602.22 |
|
R2 |
23,703.90 |
23,703.90 |
23,581.21 |
|
R1 |
23,621.54 |
23,621.54 |
23,560.20 |
23,662.72 |
PP |
23,474.71 |
23,474.71 |
23,474.71 |
23,495.30 |
S1 |
23,392.35 |
23,392.35 |
23,518.18 |
23,433.53 |
S2 |
23,245.52 |
23,245.52 |
23,497.17 |
|
S3 |
23,016.33 |
23,163.16 |
23,476.16 |
|
S4 |
22,787.14 |
22,933.97 |
23,413.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,557.06 |
23,327.87 |
229.19 |
1.0% |
111.51 |
0.5% |
92% |
True |
False |
|
10 |
23,557.06 |
23,251.11 |
305.95 |
1.3% |
116.96 |
0.5% |
94% |
True |
False |
|
20 |
23,557.06 |
22,739.38 |
817.68 |
3.5% |
96.61 |
0.4% |
98% |
True |
False |
|
40 |
23,557.06 |
21,927.79 |
1,629.27 |
6.9% |
90.92 |
0.4% |
99% |
True |
False |
|
60 |
23,557.06 |
21,600.34 |
1,956.72 |
8.3% |
97.75 |
0.4% |
99% |
True |
False |
|
80 |
23,557.06 |
21,471.14 |
2,085.92 |
8.9% |
94.26 |
0.4% |
99% |
True |
False |
|
100 |
23,557.06 |
21,197.08 |
2,359.98 |
10.0% |
97.72 |
0.4% |
99% |
True |
False |
|
120 |
23,557.06 |
20,553.45 |
3,003.61 |
12.8% |
98.71 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,877.89 |
2.618 |
23,754.69 |
1.618 |
23,679.20 |
1.000 |
23,632.55 |
0.618 |
23,603.71 |
HIGH |
23,557.06 |
0.618 |
23,528.22 |
0.500 |
23,519.32 |
0.382 |
23,510.41 |
LOW |
23,481.57 |
0.618 |
23,434.92 |
1.000 |
23,406.08 |
1.618 |
23,359.43 |
2.618 |
23,283.94 |
4.250 |
23,160.74 |
|
|
Fisher Pivots for day following 03-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,532.57 |
23,510.80 |
PP |
23,525.94 |
23,482.41 |
S1 |
23,519.32 |
23,454.02 |
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