Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,192.0 |
13,123.0 |
-69.0 |
-0.5% |
13,475.0 |
High |
13,215.5 |
13,161.0 |
-54.5 |
-0.4% |
13,533.0 |
Low |
13,106.5 |
12,957.5 |
-149.0 |
-1.1% |
13,102.0 |
Close |
13,121.0 |
13,087.5 |
-33.5 |
-0.3% |
13,121.0 |
Range |
109.0 |
203.5 |
94.5 |
86.7% |
431.0 |
ATR |
114.8 |
121.1 |
6.3 |
5.5% |
0.0 |
Volume |
103,766 |
94,194 |
-9,572 |
-9.2% |
498,352 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,679.2 |
13,586.8 |
13,199.4 |
|
R3 |
13,475.7 |
13,383.3 |
13,143.5 |
|
R2 |
13,272.2 |
13,272.2 |
13,124.8 |
|
R1 |
13,179.8 |
13,179.8 |
13,106.2 |
13,124.3 |
PP |
13,068.7 |
13,068.7 |
13,068.7 |
13,040.9 |
S1 |
12,976.3 |
12,976.3 |
13,068.8 |
12,920.8 |
S2 |
12,865.2 |
12,865.2 |
13,050.2 |
|
S3 |
12,661.7 |
12,772.8 |
13,031.5 |
|
S4 |
12,458.2 |
12,569.3 |
12,975.6 |
|
|
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 |
12,957.5 |
575.5 |
4.4% |
177.3 |
1.4% |
23% |
False |
True |
100,119 |
10 |
13,533.0 |
12,957.5 |
575.5 |
4.4% |
125.1 |
1.0% |
23% |
False |
True |
77,261 |
20 |
13,533.0 |
12,903.0 |
630.0 |
4.8% |
116.8 |
0.9% |
29% |
False |
False |
79,115 |
40 |
13,533.0 |
12,504.0 |
1,029.0 |
7.9% |
93.2 |
0.7% |
57% |
False |
False |
67,362 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
97.7 |
0.7% |
73% |
False |
False |
51,692 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
102.8 |
0.8% |
73% |
False |
False |
38,836 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
107.2 |
0.8% |
73% |
False |
False |
31,124 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,025.9 |
2.618 |
13,693.8 |
1.618 |
13,490.3 |
1.000 |
13,364.5 |
0.618 |
13,286.8 |
HIGH |
13,161.0 |
0.618 |
13,083.3 |
0.500 |
13,059.3 |
0.382 |
13,035.2 |
LOW |
12,957.5 |
0.618 |
12,831.7 |
1.000 |
12,754.0 |
1.618 |
12,628.2 |
2.618 |
12,424.7 |
4.250 |
12,092.6 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,078.1 |
13,179.5 |
PP |
13,068.7 |
13,148.8 |
S1 |
13,059.3 |
13,118.2 |
|