| 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 |
13,507.0 |
13,362.5 |
-144.5 |
-1.1% |
13,200.5 |
| High |
13,533.0 |
13,418.0 |
-115.0 |
-0.8% |
13,503.0 |
| Low |
13,335.0 |
13,341.5 |
6.5 |
0.0% |
13,200.0 |
| Close |
13,388.5 |
13,388.5 |
0.0 |
0.0% |
13,481.0 |
| Range |
198.0 |
76.5 |
-121.5 |
-61.4% |
303.0 |
| ATR |
102.9 |
101.0 |
-1.9 |
-1.8% |
0.0 |
| Volume |
75,885 |
138,073 |
62,188 |
82.0% |
273,369 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,612.2 |
13,576.8 |
13,430.6 |
|
| R3 |
13,535.7 |
13,500.3 |
13,409.5 |
|
| R2 |
13,459.2 |
13,459.2 |
13,402.5 |
|
| R1 |
13,423.8 |
13,423.8 |
13,395.5 |
13,441.5 |
| PP |
13,382.7 |
13,382.7 |
13,382.7 |
13,391.5 |
| S1 |
13,347.3 |
13,347.3 |
13,381.5 |
13,365.0 |
| S2 |
13,306.2 |
13,306.2 |
13,374.5 |
|
| S3 |
13,229.7 |
13,270.8 |
13,367.5 |
|
| S4 |
13,153.2 |
13,194.3 |
13,346.4 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,303.7 |
14,195.3 |
13,647.7 |
|
| R3 |
14,000.7 |
13,892.3 |
13,564.3 |
|
| R2 |
13,697.7 |
13,697.7 |
13,536.6 |
|
| R1 |
13,589.3 |
13,589.3 |
13,508.8 |
13,643.5 |
| PP |
13,394.7 |
13,394.7 |
13,394.7 |
13,421.8 |
| S1 |
13,286.3 |
13,286.3 |
13,453.2 |
13,340.5 |
| S2 |
13,091.7 |
13,091.7 |
13,425.5 |
|
| S3 |
12,788.7 |
12,983.3 |
13,397.7 |
|
| S4 |
12,485.7 |
12,680.3 |
13,314.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,533.0 |
13,335.0 |
198.0 |
1.5% |
92.7 |
0.7% |
27% |
False |
False |
84,315 |
| 10 |
13,533.0 |
12,933.5 |
599.5 |
4.5% |
99.8 |
0.7% |
76% |
False |
False |
71,115 |
| 20 |
13,533.0 |
12,903.0 |
630.0 |
4.7% |
94.7 |
0.7% |
77% |
False |
False |
73,081 |
| 40 |
13,533.0 |
12,486.5 |
1,046.5 |
7.8% |
82.8 |
0.6% |
86% |
False |
False |
64,624 |
| 60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
93.5 |
0.7% |
91% |
False |
False |
46,924 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
100.4 |
0.7% |
91% |
False |
False |
35,276 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.5% |
103.8 |
0.8% |
91% |
False |
False |
28,260 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,743.1 |
|
2.618 |
13,618.3 |
|
1.618 |
13,541.8 |
|
1.000 |
13,494.5 |
|
0.618 |
13,465.3 |
|
HIGH |
13,418.0 |
|
0.618 |
13,388.8 |
|
0.500 |
13,379.8 |
|
0.382 |
13,370.7 |
|
LOW |
13,341.5 |
|
0.618 |
13,294.2 |
|
1.000 |
13,265.0 |
|
1.618 |
13,217.7 |
|
2.618 |
13,141.2 |
|
4.250 |
13,016.4 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,385.6 |
13,434.0 |
| PP |
13,382.7 |
13,418.8 |
| S1 |
13,379.8 |
13,403.7 |
|