Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,280.6 |
1,291.9 |
11.3 |
0.9% |
1,294.1 |
High |
1,294.6 |
1,293.3 |
-1.3 |
-0.1% |
1,295.1 |
Low |
1,278.6 |
1,285.1 |
6.5 |
0.5% |
1,274.1 |
Close |
1,292.2 |
1,287.3 |
-4.9 |
-0.4% |
1,287.3 |
Range |
16.0 |
8.2 |
-7.8 |
-48.8% |
21.0 |
ATR |
13.3 |
13.0 |
-0.4 |
-2.8% |
0.0 |
Volume |
390,311 |
347,029 |
-43,282 |
-11.1% |
1,492,646 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,313.2 |
1,308.4 |
1,291.8 |
|
R3 |
1,305.0 |
1,300.2 |
1,289.6 |
|
R2 |
1,296.8 |
1,296.8 |
1,288.8 |
|
R1 |
1,292.0 |
1,292.0 |
1,288.1 |
1,290.3 |
PP |
1,288.6 |
1,288.6 |
1,288.6 |
1,287.7 |
S1 |
1,283.8 |
1,283.8 |
1,286.5 |
1,282.1 |
S2 |
1,280.4 |
1,280.4 |
1,285.8 |
|
S3 |
1,272.2 |
1,275.6 |
1,285.0 |
|
S4 |
1,264.0 |
1,267.4 |
1,282.8 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.5 |
1,338.9 |
1,298.9 |
|
R3 |
1,327.5 |
1,317.9 |
1,293.1 |
|
R2 |
1,306.5 |
1,306.5 |
1,291.2 |
|
R1 |
1,296.9 |
1,296.9 |
1,289.2 |
1,291.2 |
PP |
1,285.5 |
1,285.5 |
1,285.5 |
1,282.7 |
S1 |
1,275.9 |
1,275.9 |
1,285.4 |
1,270.2 |
S2 |
1,264.5 |
1,264.5 |
1,283.5 |
|
S3 |
1,243.5 |
1,254.9 |
1,281.5 |
|
S4 |
1,222.5 |
1,233.9 |
1,275.8 |
|
|
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% |
14.7 |
1.1% |
56% |
False |
False |
375,932 |
10 |
1,297.5 |
1,269.7 |
27.8 |
2.2% |
12.7 |
1.0% |
63% |
False |
False |
351,841 |
20 |
1,297.5 |
1,263.8 |
33.7 |
2.6% |
12.4 |
1.0% |
70% |
False |
False |
349,832 |
40 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
12.4 |
1.0% |
54% |
False |
False |
320,371 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
13.4 |
1.0% |
25% |
False |
False |
324,362 |
80 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.6 |
1.1% |
29% |
False |
False |
315,949 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.1 |
1.0% |
50% |
False |
False |
268,601 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
13.0 |
1.0% |
50% |
False |
False |
225,420 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,328.2 |
2.618 |
1,314.8 |
1.618 |
1,306.6 |
1.000 |
1,301.5 |
0.618 |
1,298.4 |
HIGH |
1,293.3 |
0.618 |
1,290.2 |
0.500 |
1,289.2 |
0.382 |
1,288.2 |
LOW |
1,285.1 |
0.618 |
1,280.0 |
1.000 |
1,276.9 |
1.618 |
1,271.8 |
2.618 |
1,263.6 |
4.250 |
1,250.3 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,289.2 |
1,286.6 |
PP |
1,288.6 |
1,285.9 |
S1 |
1,287.9 |
1,285.2 |
|