Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,075.5 |
12,979.0 |
-96.5 |
-0.7% |
13,475.0 |
High |
13,136.0 |
12,996.0 |
-140.0 |
-1.1% |
13,533.0 |
Low |
12,996.5 |
12,842.5 |
-154.0 |
-1.2% |
13,102.0 |
Close |
13,033.0 |
12,986.0 |
-47.0 |
-0.4% |
13,121.0 |
Range |
139.5 |
153.5 |
14.0 |
10.0% |
431.0 |
ATR |
122.4 |
127.3 |
4.9 |
4.0% |
0.0 |
Volume |
117,216 |
81,990 |
-35,226 |
-30.1% |
498,352 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,402.0 |
13,347.5 |
13,070.4 |
|
R3 |
13,248.5 |
13,194.0 |
13,028.2 |
|
R2 |
13,095.0 |
13,095.0 |
13,014.1 |
|
R1 |
13,040.5 |
13,040.5 |
13,000.1 |
13,067.8 |
PP |
12,941.5 |
12,941.5 |
12,941.5 |
12,955.1 |
S1 |
12,887.0 |
12,887.0 |
12,971.9 |
12,914.3 |
S2 |
12,788.0 |
12,788.0 |
12,957.9 |
|
S3 |
12,634.5 |
12,733.5 |
12,943.8 |
|
S4 |
12,481.0 |
12,580.0 |
12,901.6 |
|
|
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 |
13,401.5 |
12,842.5 |
559.0 |
4.3% |
181.0 |
1.4% |
26% |
False |
True |
97,168 |
10 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
136.9 |
1.1% |
21% |
False |
True |
90,741 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
123.4 |
1.0% |
21% |
False |
True |
80,315 |
40 |
13,533.0 |
12,538.5 |
994.5 |
7.7% |
96.1 |
0.7% |
45% |
False |
False |
69,432 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
98.4 |
0.8% |
67% |
False |
False |
55,004 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
104.1 |
0.8% |
67% |
False |
False |
41,320 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
107.8 |
0.8% |
67% |
False |
False |
33,109 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
106.1 |
0.8% |
67% |
False |
False |
27,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,648.4 |
2.618 |
13,397.9 |
1.618 |
13,244.4 |
1.000 |
13,149.5 |
0.618 |
13,090.9 |
HIGH |
12,996.0 |
0.618 |
12,937.4 |
0.500 |
12,919.3 |
0.382 |
12,901.1 |
LOW |
12,842.5 |
0.618 |
12,747.6 |
1.000 |
12,689.0 |
1.618 |
12,594.1 |
2.618 |
12,440.6 |
4.250 |
12,190.1 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
12,963.8 |
13,001.8 |
PP |
12,941.5 |
12,996.5 |
S1 |
12,919.3 |
12,991.3 |
|