Trading Metrics calculated at close of trading on 08-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,574.03 |
23,542.60 |
-31.43 |
-0.1% |
23,405.75 |
High |
23,602.12 |
23,575.00 |
-27.12 |
-0.1% |
23,557.06 |
Low |
23,484.19 |
23,510.56 |
26.37 |
0.1% |
23,327.87 |
Close |
23,557.23 |
23,563.36 |
6.13 |
0.0% |
23,539.19 |
Range |
117.93 |
64.44 |
-53.49 |
-45.4% |
229.19 |
ATR |
110.63 |
107.33 |
-3.30 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,742.96 |
23,717.60 |
23,598.80 |
|
R3 |
23,678.52 |
23,653.16 |
23,581.08 |
|
R2 |
23,614.08 |
23,614.08 |
23,575.17 |
|
R1 |
23,588.72 |
23,588.72 |
23,569.27 |
23,601.40 |
PP |
23,549.64 |
23,549.64 |
23,549.64 |
23,555.98 |
S1 |
23,524.28 |
23,524.28 |
23,557.45 |
23,536.96 |
S2 |
23,485.20 |
23,485.20 |
23,551.55 |
|
S3 |
23,420.76 |
23,459.84 |
23,545.64 |
|
S4 |
23,356.32 |
23,395.40 |
23,527.92 |
|
|
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 |
23,602.12 |
23,350.98 |
251.14 |
1.1% |
98.47 |
0.4% |
85% |
False |
False |
|
10 |
23,602.12 |
23,327.87 |
274.25 |
1.2% |
96.92 |
0.4% |
86% |
False |
False |
|
20 |
23,602.12 |
22,821.13 |
780.99 |
3.3% |
98.70 |
0.4% |
95% |
False |
False |
|
40 |
23,602.12 |
22,135.26 |
1,466.86 |
6.2% |
90.60 |
0.4% |
97% |
False |
False |
|
60 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
98.20 |
0.4% |
98% |
False |
False |
|
80 |
23,602.12 |
21,496.13 |
2,105.99 |
8.9% |
93.18 |
0.4% |
98% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.2% |
97.34 |
0.4% |
98% |
False |
False |
|
120 |
23,602.12 |
20,860.16 |
2,741.96 |
11.6% |
95.51 |
0.4% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,848.87 |
2.618 |
23,743.70 |
1.618 |
23,679.26 |
1.000 |
23,639.44 |
0.618 |
23,614.82 |
HIGH |
23,575.00 |
0.618 |
23,550.38 |
0.500 |
23,542.78 |
0.382 |
23,535.18 |
LOW |
23,510.56 |
0.618 |
23,470.74 |
1.000 |
23,446.12 |
1.618 |
23,406.30 |
2.618 |
23,341.86 |
4.250 |
23,236.69 |
|
|
Fisher Pivots for day following 08-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,556.50 |
23,556.63 |
PP |
23,549.64 |
23,549.89 |
S1 |
23,542.78 |
23,543.16 |
|