Trading Metrics calculated at close of trading on 06-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2017 |
06-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,549.59 |
23,533.96 |
-15.63 |
-0.1% |
23,405.75 |
High |
23,557.06 |
23,574.86 |
17.80 |
0.1% |
23,557.06 |
Low |
23,481.57 |
23,520.75 |
39.18 |
0.2% |
23,327.87 |
Close |
23,539.19 |
23,548.42 |
9.23 |
0.0% |
23,539.19 |
Range |
75.49 |
54.11 |
-21.38 |
-28.3% |
229.19 |
ATR |
114.37 |
110.06 |
-4.30 |
-3.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,710.34 |
23,683.49 |
23,578.18 |
|
R3 |
23,656.23 |
23,629.38 |
23,563.30 |
|
R2 |
23,602.12 |
23,602.12 |
23,558.34 |
|
R1 |
23,575.27 |
23,575.27 |
23,553.38 |
23,588.70 |
PP |
23,548.01 |
23,548.01 |
23,548.01 |
23,554.72 |
S1 |
23,521.16 |
23,521.16 |
23,543.46 |
23,534.59 |
S2 |
23,493.90 |
23,493.90 |
23,538.50 |
|
S3 |
23,439.79 |
23,467.05 |
23,533.54 |
|
S4 |
23,385.68 |
23,412.94 |
23,518.66 |
|
|
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 |
23,574.86 |
23,334.39 |
240.47 |
1.0% |
102.15 |
0.4% |
89% |
True |
False |
|
10 |
23,574.86 |
23,251.11 |
323.75 |
1.4% |
112.93 |
0.5% |
92% |
True |
False |
|
20 |
23,574.86 |
22,770.99 |
803.87 |
3.4% |
96.11 |
0.4% |
97% |
True |
False |
|
40 |
23,574.86 |
22,087.09 |
1,487.77 |
6.3% |
88.79 |
0.4% |
98% |
True |
False |
|
60 |
23,574.86 |
21,600.34 |
1,974.52 |
8.4% |
97.51 |
0.4% |
99% |
True |
False |
|
80 |
23,574.86 |
21,471.14 |
2,103.72 |
8.9% |
92.94 |
0.4% |
99% |
True |
False |
|
100 |
23,574.86 |
21,197.08 |
2,377.78 |
10.1% |
97.21 |
0.4% |
99% |
True |
False |
|
120 |
23,574.86 |
20,553.45 |
3,021.41 |
12.8% |
97.12 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,804.83 |
2.618 |
23,716.52 |
1.618 |
23,662.41 |
1.000 |
23,628.97 |
0.618 |
23,608.30 |
HIGH |
23,574.86 |
0.618 |
23,554.19 |
0.500 |
23,547.81 |
0.382 |
23,541.42 |
LOW |
23,520.75 |
0.618 |
23,487.31 |
1.000 |
23,466.64 |
1.618 |
23,433.20 |
2.618 |
23,379.09 |
4.250 |
23,290.78 |
|
|
Fisher Pivots for day following 06-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,548.22 |
23,519.92 |
PP |
23,548.01 |
23,491.42 |
S1 |
23,547.81 |
23,462.92 |
|