Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,275.3 |
1,278.9 |
3.6 |
0.3% |
1,270.7 |
High |
1,279.9 |
1,283.8 |
3.9 |
0.3% |
1,289.5 |
Low |
1,274.4 |
1,269.7 |
-4.7 |
-0.4% |
1,266.4 |
Close |
1,278.9 |
1,282.9 |
4.0 |
0.3% |
1,274.2 |
Range |
5.5 |
14.1 |
8.6 |
156.4% |
23.1 |
ATR |
12.5 |
12.6 |
0.1 |
0.9% |
0.0 |
Volume |
220,906 |
355,197 |
134,291 |
60.8% |
1,798,928 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.1 |
1,316.1 |
1,290.7 |
|
R3 |
1,307.0 |
1,302.0 |
1,286.8 |
|
R2 |
1,292.9 |
1,292.9 |
1,285.5 |
|
R1 |
1,287.9 |
1,287.9 |
1,284.2 |
1,290.4 |
PP |
1,278.8 |
1,278.8 |
1,278.8 |
1,280.1 |
S1 |
1,273.8 |
1,273.8 |
1,281.6 |
1,276.3 |
S2 |
1,264.7 |
1,264.7 |
1,280.3 |
|
S3 |
1,250.6 |
1,259.7 |
1,279.0 |
|
S4 |
1,236.5 |
1,245.6 |
1,275.1 |
|
|
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 |
1,269.7 |
19.8 |
1.5% |
10.9 |
0.9% |
67% |
False |
True |
336,599 |
10 |
1,289.5 |
1,265.9 |
23.6 |
1.8% |
12.3 |
1.0% |
72% |
False |
False |
351,322 |
20 |
1,292.9 |
1,263.8 |
29.1 |
2.3% |
12.2 |
1.0% |
66% |
False |
False |
332,743 |
40 |
1,319.8 |
1,262.8 |
57.0 |
4.4% |
12.9 |
1.0% |
35% |
False |
False |
316,420 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
20% |
False |
False |
320,445 |
80 |
1,362.4 |
1,249.4 |
113.0 |
8.8% |
13.4 |
1.0% |
30% |
False |
False |
298,103 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.2 |
1.0% |
47% |
False |
False |
243,987 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
47% |
False |
False |
204,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,343.7 |
2.618 |
1,320.7 |
1.618 |
1,306.6 |
1.000 |
1,297.9 |
0.618 |
1,292.5 |
HIGH |
1,283.8 |
0.618 |
1,278.4 |
0.500 |
1,276.8 |
0.382 |
1,275.1 |
LOW |
1,269.7 |
0.618 |
1,261.0 |
1.000 |
1,255.6 |
1.618 |
1,246.9 |
2.618 |
1,232.8 |
4.250 |
1,209.8 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,280.9 |
1,281.5 |
PP |
1,278.8 |
1,280.1 |
S1 |
1,276.8 |
1,278.7 |
|