| 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 |
22,540 |
22,610 |
70 |
0.3% |
22,105 |
| High |
22,670 |
22,660 |
-10 |
0.0% |
22,670 |
| Low |
22,390 |
22,520 |
130 |
0.6% |
21,855 |
| Close |
22,580 |
22,625 |
45 |
0.2% |
22,625 |
| Range |
280 |
140 |
-140 |
-50.0% |
815 |
| ATR |
247 |
239 |
-8 |
-3.1% |
0 |
| Volume |
14,046 |
5,956 |
-8,090 |
-57.6% |
62,139 |
|
| Daily Pivots for day following 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,022 |
22,963 |
22,702 |
|
| R3 |
22,882 |
22,823 |
22,664 |
|
| R2 |
22,742 |
22,742 |
22,651 |
|
| R1 |
22,683 |
22,683 |
22,638 |
22,713 |
| PP |
22,602 |
22,602 |
22,602 |
22,616 |
| S1 |
22,543 |
22,543 |
22,612 |
22,573 |
| S2 |
22,462 |
22,462 |
22,599 |
|
| S3 |
22,322 |
22,403 |
22,587 |
|
| S4 |
22,182 |
22,263 |
22,548 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,828 |
24,542 |
23,073 |
|
| R3 |
24,013 |
23,727 |
22,849 |
|
| R2 |
23,198 |
23,198 |
22,775 |
|
| R1 |
22,912 |
22,912 |
22,700 |
23,055 |
| PP |
22,383 |
22,383 |
22,383 |
22,455 |
| S1 |
22,097 |
22,097 |
22,550 |
22,240 |
| S2 |
21,568 |
21,568 |
22,476 |
|
| S3 |
20,753 |
21,282 |
22,401 |
|
| S4 |
19,938 |
20,467 |
22,177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,670 |
21,855 |
815 |
3.6% |
301 |
1.3% |
94% |
False |
False |
12,427 |
| 10 |
22,670 |
21,615 |
1,055 |
4.7% |
286 |
1.3% |
96% |
False |
False |
13,317 |
| 20 |
22,670 |
20,605 |
2,065 |
9.1% |
242 |
1.1% |
98% |
False |
False |
12,088 |
| 40 |
22,670 |
19,250 |
3,420 |
15.1% |
207 |
0.9% |
99% |
False |
False |
10,465 |
| 60 |
22,670 |
18,980 |
3,690 |
16.3% |
203 |
0.9% |
99% |
False |
False |
8,139 |
| 80 |
22,670 |
18,980 |
3,690 |
16.3% |
176 |
0.8% |
99% |
False |
False |
6,104 |
| 100 |
22,670 |
18,980 |
3,690 |
16.3% |
157 |
0.7% |
99% |
False |
False |
4,884 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,255 |
|
2.618 |
23,027 |
|
1.618 |
22,887 |
|
1.000 |
22,800 |
|
0.618 |
22,747 |
|
HIGH |
22,660 |
|
0.618 |
22,607 |
|
0.500 |
22,590 |
|
0.382 |
22,574 |
|
LOW |
22,520 |
|
0.618 |
22,434 |
|
1.000 |
22,380 |
|
1.618 |
22,294 |
|
2.618 |
22,154 |
|
4.250 |
21,925 |
|
|
| Fisher Pivots for day following 03-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,613 |
22,558 |
| PP |
22,602 |
22,492 |
| S1 |
22,590 |
22,425 |
|