Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,286.0 |
1,275.3 |
-10.7 |
-0.8% |
1,270.7 |
High |
1,287.7 |
1,279.9 |
-7.8 |
-0.6% |
1,289.5 |
Low |
1,273.6 |
1,274.4 |
0.8 |
0.1% |
1,266.4 |
Close |
1,274.2 |
1,278.9 |
4.7 |
0.4% |
1,274.2 |
Range |
14.1 |
5.5 |
-8.6 |
-61.0% |
23.1 |
ATR |
13.0 |
12.5 |
-0.5 |
-4.0% |
0.0 |
Volume |
354,580 |
220,906 |
-133,674 |
-37.7% |
1,798,928 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,294.2 |
1,292.1 |
1,281.9 |
|
R3 |
1,288.7 |
1,286.6 |
1,280.4 |
|
R2 |
1,283.2 |
1,283.2 |
1,279.9 |
|
R1 |
1,281.1 |
1,281.1 |
1,279.4 |
1,282.2 |
PP |
1,277.7 |
1,277.7 |
1,277.7 |
1,278.3 |
S1 |
1,275.6 |
1,275.6 |
1,278.4 |
1,276.7 |
S2 |
1,272.2 |
1,272.2 |
1,277.9 |
|
S3 |
1,266.7 |
1,270.1 |
1,277.4 |
|
S4 |
1,261.2 |
1,264.6 |
1,275.9 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,346.0 |
1,333.2 |
1,286.9 |
|
R3 |
1,322.9 |
1,310.1 |
1,280.6 |
|
R2 |
1,299.8 |
1,299.8 |
1,278.4 |
|
R1 |
1,287.0 |
1,287.0 |
1,276.3 |
1,293.4 |
PP |
1,276.7 |
1,276.7 |
1,276.7 |
1,279.9 |
S1 |
1,263.9 |
1,263.9 |
1,272.1 |
1,270.3 |
S2 |
1,253.6 |
1,253.6 |
1,270.0 |
|
S3 |
1,230.5 |
1,240.8 |
1,267.8 |
|
S4 |
1,207.4 |
1,217.7 |
1,261.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,289.5 |
1,272.3 |
17.2 |
1.3% |
10.2 |
0.8% |
38% |
False |
False |
333,012 |
10 |
1,289.5 |
1,265.9 |
23.6 |
1.8% |
11.9 |
0.9% |
55% |
False |
False |
343,054 |
20 |
1,298.4 |
1,263.8 |
34.6 |
2.7% |
12.3 |
1.0% |
44% |
False |
False |
332,104 |
40 |
1,319.8 |
1,262.8 |
57.0 |
4.5% |
12.7 |
1.0% |
28% |
False |
False |
314,423 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
16% |
False |
False |
318,883 |
80 |
1,362.4 |
1,249.4 |
113.0 |
8.8% |
13.3 |
1.0% |
26% |
False |
False |
294,465 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
45% |
False |
False |
240,517 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
45% |
False |
False |
201,239 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,303.3 |
2.618 |
1,294.3 |
1.618 |
1,288.8 |
1.000 |
1,285.4 |
0.618 |
1,283.3 |
HIGH |
1,279.9 |
0.618 |
1,277.8 |
0.500 |
1,277.2 |
0.382 |
1,276.5 |
LOW |
1,274.4 |
0.618 |
1,271.0 |
1.000 |
1,268.9 |
1.618 |
1,265.5 |
2.618 |
1,260.0 |
4.250 |
1,251.0 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,278.3 |
1,281.6 |
PP |
1,277.7 |
1,280.7 |
S1 |
1,277.2 |
1,279.8 |
|