Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
12,979.0 |
13,014.0 |
35.0 |
0.3% |
13,475.0 |
High |
12,996.0 |
13,094.0 |
98.0 |
0.8% |
13,533.0 |
Low |
12,842.5 |
13,000.0 |
157.5 |
1.2% |
13,102.0 |
Close |
12,986.0 |
13,040.5 |
54.5 |
0.4% |
13,121.0 |
Range |
153.5 |
94.0 |
-59.5 |
-38.8% |
431.0 |
ATR |
127.3 |
125.9 |
-1.4 |
-1.1% |
0.0 |
Volume |
81,990 |
82,539 |
549 |
0.7% |
498,352 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,326.8 |
13,277.7 |
13,092.2 |
|
R3 |
13,232.8 |
13,183.7 |
13,066.4 |
|
R2 |
13,138.8 |
13,138.8 |
13,057.7 |
|
R1 |
13,089.7 |
13,089.7 |
13,049.1 |
13,114.3 |
PP |
13,044.8 |
13,044.8 |
13,044.8 |
13,057.1 |
S1 |
12,995.7 |
12,995.7 |
13,031.9 |
13,020.3 |
S2 |
12,950.8 |
12,950.8 |
13,023.3 |
|
S3 |
12,856.8 |
12,901.7 |
13,014.7 |
|
S4 |
12,762.8 |
12,807.7 |
12,988.8 |
|
|
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 |
13,215.5 |
12,842.5 |
373.0 |
2.9% |
139.9 |
1.1% |
53% |
False |
False |
95,941 |
10 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
139.5 |
1.1% |
29% |
False |
False |
92,625 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
121.1 |
0.9% |
29% |
False |
False |
81,026 |
40 |
13,533.0 |
12,538.5 |
994.5 |
7.6% |
97.3 |
0.7% |
50% |
False |
False |
70,073 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
98.2 |
0.8% |
70% |
False |
False |
56,378 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
104.2 |
0.8% |
70% |
False |
False |
42,347 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
107.3 |
0.8% |
70% |
False |
False |
33,929 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
106.5 |
0.8% |
70% |
False |
False |
28,300 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,493.5 |
2.618 |
13,340.1 |
1.618 |
13,246.1 |
1.000 |
13,188.0 |
0.618 |
13,152.1 |
HIGH |
13,094.0 |
0.618 |
13,058.1 |
0.500 |
13,047.0 |
0.382 |
13,035.9 |
LOW |
13,000.0 |
0.618 |
12,941.9 |
1.000 |
12,906.0 |
1.618 |
12,847.9 |
2.618 |
12,753.9 |
4.250 |
12,600.5 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,047.0 |
13,023.4 |
PP |
13,044.8 |
13,006.3 |
S1 |
13,042.7 |
12,989.3 |
|