Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,014.0 |
13,055.5 |
41.5 |
0.3% |
13,123.0 |
High |
13,094.0 |
13,087.0 |
-7.0 |
-0.1% |
13,161.0 |
Low |
13,000.0 |
12,963.5 |
-36.5 |
-0.3% |
12,842.5 |
Close |
13,040.5 |
12,992.0 |
-48.5 |
-0.4% |
12,992.0 |
Range |
94.0 |
123.5 |
29.5 |
31.4% |
318.5 |
ATR |
125.9 |
125.7 |
-0.2 |
-0.1% |
0.0 |
Volume |
82,539 |
93,760 |
11,221 |
13.6% |
469,699 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,384.7 |
13,311.8 |
13,059.9 |
|
R3 |
13,261.2 |
13,188.3 |
13,026.0 |
|
R2 |
13,137.7 |
13,137.7 |
13,014.6 |
|
R1 |
13,064.8 |
13,064.8 |
13,003.3 |
13,039.5 |
PP |
13,014.2 |
13,014.2 |
13,014.2 |
13,001.5 |
S1 |
12,941.3 |
12,941.3 |
12,980.7 |
12,916.0 |
S2 |
12,890.7 |
12,890.7 |
12,969.4 |
|
S3 |
12,767.2 |
12,817.8 |
12,958.0 |
|
S4 |
12,643.7 |
12,694.3 |
12,924.1 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,954.0 |
13,791.5 |
13,167.2 |
|
R3 |
13,635.5 |
13,473.0 |
13,079.6 |
|
R2 |
13,317.0 |
13,317.0 |
13,050.4 |
|
R1 |
13,154.5 |
13,154.5 |
13,021.2 |
13,076.5 |
PP |
12,998.5 |
12,998.5 |
12,998.5 |
12,959.5 |
S1 |
12,836.0 |
12,836.0 |
12,962.8 |
12,758.0 |
S2 |
12,680.0 |
12,680.0 |
12,933.6 |
|
S3 |
12,361.5 |
12,517.5 |
12,904.4 |
|
S4 |
12,043.0 |
12,199.0 |
12,816.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,161.0 |
12,842.5 |
318.5 |
2.5% |
142.8 |
1.1% |
47% |
False |
False |
93,939 |
10 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
144.0 |
1.1% |
22% |
False |
False |
96,805 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
121.7 |
0.9% |
22% |
False |
False |
82,190 |
40 |
13,533.0 |
12,538.5 |
994.5 |
7.7% |
98.1 |
0.8% |
46% |
False |
False |
70,822 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
99.0 |
0.8% |
68% |
False |
False |
57,939 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
104.1 |
0.8% |
68% |
False |
False |
43,516 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
105.0 |
0.8% |
68% |
False |
False |
34,862 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
106.8 |
0.8% |
68% |
False |
False |
29,081 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,611.9 |
2.618 |
13,410.3 |
1.618 |
13,286.8 |
1.000 |
13,210.5 |
0.618 |
13,163.3 |
HIGH |
13,087.0 |
0.618 |
13,039.8 |
0.500 |
13,025.3 |
0.382 |
13,010.7 |
LOW |
12,963.5 |
0.618 |
12,887.2 |
1.000 |
12,840.0 |
1.618 |
12,763.7 |
2.618 |
12,640.2 |
4.250 |
12,438.6 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,025.3 |
12,984.1 |
PP |
13,014.2 |
12,976.2 |
S1 |
13,003.1 |
12,968.3 |
|