Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,278.9 |
1,280.7 |
1.8 |
0.1% |
1,270.7 |
High |
1,283.8 |
1,290.0 |
6.2 |
0.5% |
1,289.5 |
Low |
1,269.7 |
1,276.5 |
6.8 |
0.5% |
1,266.4 |
Close |
1,282.9 |
1,277.7 |
-5.2 |
-0.4% |
1,274.2 |
Range |
14.1 |
13.5 |
-0.6 |
-4.3% |
23.1 |
ATR |
12.6 |
12.7 |
0.1 |
0.5% |
0.0 |
Volume |
355,197 |
433,647 |
78,450 |
22.1% |
1,798,928 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,321.9 |
1,313.3 |
1,285.1 |
|
R3 |
1,308.4 |
1,299.8 |
1,281.4 |
|
R2 |
1,294.9 |
1,294.9 |
1,280.2 |
|
R1 |
1,286.3 |
1,286.3 |
1,278.9 |
1,283.9 |
PP |
1,281.4 |
1,281.4 |
1,281.4 |
1,280.2 |
S1 |
1,272.8 |
1,272.8 |
1,276.5 |
1,270.4 |
S2 |
1,267.9 |
1,267.9 |
1,275.2 |
|
S3 |
1,254.4 |
1,259.3 |
1,274.0 |
|
S4 |
1,240.9 |
1,245.8 |
1,270.3 |
|
|
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 |
1,290.0 |
1,269.7 |
20.3 |
1.6% |
11.2 |
0.9% |
39% |
True |
False |
351,702 |
10 |
1,290.0 |
1,265.9 |
24.1 |
1.9% |
12.3 |
1.0% |
49% |
True |
False |
356,223 |
20 |
1,292.9 |
1,263.8 |
29.1 |
2.3% |
12.3 |
1.0% |
48% |
False |
False |
341,499 |
40 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
12.7 |
1.0% |
27% |
False |
False |
318,476 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
15% |
False |
False |
323,190 |
80 |
1,362.4 |
1,249.4 |
113.0 |
8.8% |
13.5 |
1.1% |
25% |
False |
False |
302,745 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
44% |
False |
False |
248,283 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
44% |
False |
False |
207,716 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.4 |
2.618 |
1,325.3 |
1.618 |
1,311.8 |
1.000 |
1,303.5 |
0.618 |
1,298.3 |
HIGH |
1,290.0 |
0.618 |
1,284.8 |
0.500 |
1,283.3 |
0.382 |
1,281.7 |
LOW |
1,276.5 |
0.618 |
1,268.2 |
1.000 |
1,263.0 |
1.618 |
1,254.7 |
2.618 |
1,241.2 |
4.250 |
1,219.1 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,283.3 |
1,279.9 |
PP |
1,281.4 |
1,279.1 |
S1 |
1,279.6 |
1,278.4 |
|