Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,055.5 |
12,868.0 |
-187.5 |
-1.4% |
13,123.0 |
High |
13,087.0 |
13,084.0 |
-3.0 |
0.0% |
13,161.0 |
Low |
12,963.5 |
12,853.0 |
-110.5 |
-0.9% |
12,842.5 |
Close |
12,992.0 |
13,060.0 |
68.0 |
0.5% |
12,992.0 |
Range |
123.5 |
231.0 |
107.5 |
87.0% |
318.5 |
ATR |
125.7 |
133.2 |
7.5 |
6.0% |
0.0 |
Volume |
93,760 |
90,620 |
-3,140 |
-3.3% |
469,699 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,692.0 |
13,607.0 |
13,187.1 |
|
R3 |
13,461.0 |
13,376.0 |
13,123.5 |
|
R2 |
13,230.0 |
13,230.0 |
13,102.4 |
|
R1 |
13,145.0 |
13,145.0 |
13,081.2 |
13,187.5 |
PP |
12,999.0 |
12,999.0 |
12,999.0 |
13,020.3 |
S1 |
12,914.0 |
12,914.0 |
13,038.8 |
12,956.5 |
S2 |
12,768.0 |
12,768.0 |
13,017.7 |
|
S3 |
12,537.0 |
12,683.0 |
12,996.5 |
|
S4 |
12,306.0 |
12,452.0 |
12,933.0 |
|
|
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 |
13,136.0 |
12,842.5 |
293.5 |
2.2% |
148.3 |
1.1% |
74% |
False |
False |
93,225 |
10 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
162.8 |
1.2% |
31% |
False |
False |
96,672 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
128.2 |
1.0% |
31% |
False |
False |
83,360 |
40 |
13,533.0 |
12,540.5 |
992.5 |
7.6% |
101.7 |
0.8% |
52% |
False |
False |
71,674 |
60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
101.1 |
0.8% |
72% |
False |
False |
59,444 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
106.2 |
0.8% |
72% |
False |
False |
44,646 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
106.0 |
0.8% |
72% |
False |
False |
35,767 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
108.4 |
0.8% |
72% |
False |
False |
29,836 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,065.8 |
2.618 |
13,688.8 |
1.618 |
13,457.8 |
1.000 |
13,315.0 |
0.618 |
13,226.8 |
HIGH |
13,084.0 |
0.618 |
12,995.8 |
0.500 |
12,968.5 |
0.382 |
12,941.2 |
LOW |
12,853.0 |
0.618 |
12,710.2 |
1.000 |
12,622.0 |
1.618 |
12,479.2 |
2.618 |
12,248.2 |
4.250 |
11,871.3 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,029.5 |
13,031.2 |
PP |
12,999.0 |
13,002.3 |
S1 |
12,968.5 |
12,973.5 |
|