Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,388.5 |
13,192.0 |
-196.5 |
-1.5% |
13,475.0 |
High |
13,401.5 |
13,215.5 |
-186.0 |
-1.4% |
13,533.0 |
Low |
13,102.0 |
13,106.5 |
4.5 |
0.0% |
13,102.0 |
Close |
13,198.0 |
13,121.0 |
-77.0 |
-0.6% |
13,121.0 |
Range |
299.5 |
109.0 |
-190.5 |
-63.6% |
431.0 |
ATR |
115.2 |
114.8 |
-0.4 |
-0.4% |
0.0 |
Volume |
88,677 |
103,766 |
15,089 |
17.0% |
498,352 |
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,474.7 |
13,406.8 |
13,181.0 |
|
R3 |
13,365.7 |
13,297.8 |
13,151.0 |
|
R2 |
13,256.7 |
13,256.7 |
13,141.0 |
|
R1 |
13,188.8 |
13,188.8 |
13,131.0 |
13,168.3 |
PP |
13,147.7 |
13,147.7 |
13,147.7 |
13,137.4 |
S1 |
13,079.8 |
13,079.8 |
13,111.0 |
13,059.3 |
S2 |
13,038.7 |
13,038.7 |
13,101.0 |
|
S3 |
12,929.7 |
12,970.8 |
13,091.0 |
|
S4 |
12,820.7 |
12,861.8 |
13,061.1 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,545.0 |
14,264.0 |
13,358.1 |
|
R3 |
14,114.0 |
13,833.0 |
13,239.5 |
|
R2 |
13,683.0 |
13,683.0 |
13,200.0 |
|
R1 |
13,402.0 |
13,402.0 |
13,160.5 |
13,327.0 |
PP |
13,252.0 |
13,252.0 |
13,252.0 |
13,214.5 |
S1 |
12,971.0 |
12,971.0 |
13,081.5 |
12,896.0 |
S2 |
12,821.0 |
12,821.0 |
13,042.0 |
|
S3 |
12,390.0 |
12,540.0 |
13,002.5 |
|
S4 |
11,959.0 |
12,109.0 |
12,884.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,533.0 |
13,102.0 |
431.0 |
3.3% |
145.2 |
1.1% |
4% |
False |
False |
99,670 |
10 |
13,533.0 |
13,102.0 |
431.0 |
3.3% |
109.7 |
0.8% |
4% |
False |
False |
77,172 |
20 |
13,533.0 |
12,903.0 |
630.0 |
4.8% |
108.2 |
0.8% |
35% |
False |
False |
77,315 |
40 |
13,533.0 |
12,504.0 |
1,029.0 |
7.8% |
90.1 |
0.7% |
60% |
False |
False |
66,369 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
96.3 |
0.7% |
75% |
False |
False |
50,127 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
103.2 |
0.8% |
75% |
False |
False |
37,677 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
106.1 |
0.8% |
75% |
False |
False |
30,183 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,678.8 |
2.618 |
13,500.9 |
1.618 |
13,391.9 |
1.000 |
13,324.5 |
0.618 |
13,282.9 |
HIGH |
13,215.5 |
0.618 |
13,173.9 |
0.500 |
13,161.0 |
0.382 |
13,148.1 |
LOW |
13,106.5 |
0.618 |
13,039.1 |
1.000 |
12,997.5 |
1.618 |
12,930.1 |
2.618 |
12,821.1 |
4.250 |
12,643.3 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,161.0 |
13,260.0 |
PP |
13,147.7 |
13,213.7 |
S1 |
13,134.3 |
13,167.3 |
|