Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,278.8 |
1,294.1 |
15.3 |
1.2% |
1,275.3 |
High |
1,297.5 |
1,295.1 |
-2.4 |
-0.2% |
1,297.5 |
Low |
1,278.1 |
1,274.1 |
-4.0 |
-0.3% |
1,269.7 |
Close |
1,296.5 |
1,275.3 |
-21.2 |
-1.6% |
1,296.5 |
Range |
19.4 |
21.0 |
1.6 |
8.2% |
27.8 |
ATR |
12.8 |
13.4 |
0.7 |
5.4% |
0.0 |
Volume |
387,015 |
425,159 |
38,144 |
9.9% |
1,671,190 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,344.5 |
1,330.9 |
1,286.9 |
|
R3 |
1,323.5 |
1,309.9 |
1,281.1 |
|
R2 |
1,302.5 |
1,302.5 |
1,279.2 |
|
R1 |
1,288.9 |
1,288.9 |
1,277.2 |
1,285.2 |
PP |
1,281.5 |
1,281.5 |
1,281.5 |
1,279.7 |
S1 |
1,267.9 |
1,267.9 |
1,273.4 |
1,264.2 |
S2 |
1,260.5 |
1,260.5 |
1,271.5 |
|
S3 |
1,239.5 |
1,246.9 |
1,269.5 |
|
S4 |
1,218.5 |
1,225.9 |
1,263.8 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,371.3 |
1,361.7 |
1,311.8 |
|
R3 |
1,343.5 |
1,333.9 |
1,304.1 |
|
R2 |
1,315.7 |
1,315.7 |
1,301.6 |
|
R1 |
1,306.1 |
1,306.1 |
1,299.0 |
1,310.9 |
PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,290.3 |
S1 |
1,278.3 |
1,278.3 |
1,294.0 |
1,283.1 |
S2 |
1,260.1 |
1,260.1 |
1,291.4 |
|
S3 |
1,232.3 |
1,250.5 |
1,288.9 |
|
S4 |
1,204.5 |
1,222.7 |
1,281.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,297.5 |
1,269.7 |
27.8 |
2.2% |
15.0 |
1.2% |
20% |
False |
False |
375,088 |
10 |
1,297.5 |
1,269.7 |
27.8 |
2.2% |
12.6 |
1.0% |
20% |
False |
False |
354,050 |
20 |
1,297.5 |
1,263.8 |
33.7 |
2.6% |
12.6 |
1.0% |
34% |
False |
False |
348,079 |
40 |
1,317.1 |
1,262.8 |
54.3 |
4.3% |
12.8 |
1.0% |
23% |
False |
False |
319,907 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.7 |
1.1% |
13% |
False |
False |
327,283 |
80 |
1,362.4 |
1,257.1 |
105.3 |
8.3% |
13.5 |
1.1% |
17% |
False |
False |
309,976 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.3 |
1.0% |
42% |
False |
False |
258,811 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.1 |
1.0% |
42% |
False |
False |
216,632 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,384.4 |
2.618 |
1,350.1 |
1.618 |
1,329.1 |
1.000 |
1,316.1 |
0.618 |
1,308.1 |
HIGH |
1,295.1 |
0.618 |
1,287.1 |
0.500 |
1,284.6 |
0.382 |
1,282.1 |
LOW |
1,274.1 |
0.618 |
1,261.1 |
1.000 |
1,253.1 |
1.618 |
1,240.1 |
2.618 |
1,219.1 |
4.250 |
1,184.9 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,284.6 |
1,285.8 |
PP |
1,281.5 |
1,282.3 |
S1 |
1,278.4 |
1,278.8 |
|