Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,276.6 |
1,280.6 |
4.0 |
0.3% |
1,275.3 |
High |
1,284.5 |
1,294.6 |
10.1 |
0.8% |
1,297.5 |
Low |
1,275.8 |
1,278.6 |
2.8 |
0.2% |
1,269.7 |
Close |
1,281.7 |
1,292.2 |
10.5 |
0.8% |
1,296.5 |
Range |
8.7 |
16.0 |
7.3 |
83.9% |
27.8 |
ATR |
13.1 |
13.3 |
0.2 |
1.6% |
0.0 |
Volume |
330,147 |
390,311 |
60,164 |
18.2% |
1,671,190 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,330.3 |
1,301.0 |
|
R3 |
1,320.5 |
1,314.3 |
1,296.6 |
|
R2 |
1,304.5 |
1,304.5 |
1,295.1 |
|
R1 |
1,298.3 |
1,298.3 |
1,293.7 |
1,301.4 |
PP |
1,288.5 |
1,288.5 |
1,288.5 |
1,290.0 |
S1 |
1,282.3 |
1,282.3 |
1,290.7 |
1,285.4 |
S2 |
1,272.5 |
1,272.5 |
1,289.3 |
|
S3 |
1,256.5 |
1,266.3 |
1,287.8 |
|
S4 |
1,240.5 |
1,250.3 |
1,283.4 |
|
|
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 |
1,274.1 |
23.4 |
1.8% |
14.4 |
1.1% |
77% |
False |
False |
361,411 |
10 |
1,297.5 |
1,269.7 |
27.8 |
2.2% |
12.8 |
1.0% |
81% |
False |
False |
356,556 |
20 |
1,297.5 |
1,263.8 |
33.7 |
2.6% |
12.9 |
1.0% |
84% |
False |
False |
351,686 |
40 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
12.5 |
1.0% |
64% |
False |
False |
318,908 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
13.4 |
1.0% |
30% |
False |
False |
326,253 |
80 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
13.6 |
1.1% |
33% |
False |
False |
314,248 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.2 |
1.0% |
54% |
False |
False |
265,471 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.1 |
1.0% |
54% |
False |
False |
222,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,362.6 |
2.618 |
1,336.5 |
1.618 |
1,320.5 |
1.000 |
1,310.6 |
0.618 |
1,304.5 |
HIGH |
1,294.6 |
0.618 |
1,288.5 |
0.500 |
1,286.6 |
0.382 |
1,284.7 |
LOW |
1,278.6 |
0.618 |
1,268.7 |
1.000 |
1,262.6 |
1.618 |
1,252.7 |
2.618 |
1,236.7 |
4.250 |
1,210.6 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,290.3 |
1,289.7 |
PP |
1,288.5 |
1,287.1 |
S1 |
1,286.6 |
1,284.6 |
|