Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,280.7 |
1,278.0 |
-2.7 |
-0.2% |
1,270.7 |
High |
1,290.0 |
1,281.8 |
-8.2 |
-0.6% |
1,289.5 |
Low |
1,276.5 |
1,274.9 |
-1.6 |
-0.1% |
1,266.4 |
Close |
1,277.7 |
1,278.2 |
0.5 |
0.0% |
1,274.2 |
Range |
13.5 |
6.9 |
-6.6 |
-48.9% |
23.1 |
ATR |
12.7 |
12.2 |
-0.4 |
-3.3% |
0.0 |
Volume |
433,647 |
274,425 |
-159,222 |
-36.7% |
1,798,928 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.0 |
1,295.5 |
1,282.0 |
|
R3 |
1,292.1 |
1,288.6 |
1,280.1 |
|
R2 |
1,285.2 |
1,285.2 |
1,279.5 |
|
R1 |
1,281.7 |
1,281.7 |
1,278.8 |
1,283.5 |
PP |
1,278.3 |
1,278.3 |
1,278.3 |
1,279.2 |
S1 |
1,274.8 |
1,274.8 |
1,277.6 |
1,276.6 |
S2 |
1,271.4 |
1,271.4 |
1,276.9 |
|
S3 |
1,264.5 |
1,267.9 |
1,276.3 |
|
S4 |
1,257.6 |
1,261.0 |
1,274.4 |
|
|
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% |
10.8 |
0.8% |
42% |
False |
False |
327,751 |
10 |
1,290.0 |
1,265.9 |
24.1 |
1.9% |
11.8 |
0.9% |
51% |
False |
False |
345,651 |
20 |
1,292.9 |
1,263.8 |
29.1 |
2.3% |
11.9 |
0.9% |
49% |
False |
False |
337,434 |
40 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
12.6 |
1.0% |
28% |
False |
False |
315,281 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
15% |
False |
False |
323,835 |
80 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.3 |
1.0% |
20% |
False |
False |
304,978 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
44% |
False |
False |
250,883 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
44% |
False |
False |
209,928 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,311.1 |
2.618 |
1,299.9 |
1.618 |
1,293.0 |
1.000 |
1,288.7 |
0.618 |
1,286.1 |
HIGH |
1,281.8 |
0.618 |
1,279.2 |
0.500 |
1,278.4 |
0.382 |
1,277.5 |
LOW |
1,274.9 |
0.618 |
1,270.6 |
1.000 |
1,268.0 |
1.618 |
1,263.7 |
2.618 |
1,256.8 |
4.250 |
1,245.6 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,278.4 |
1,279.9 |
PP |
1,278.3 |
1,279.3 |
S1 |
1,278.3 |
1,278.8 |
|