| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
12,868.0 |
13,053.0 |
185.0 |
1.4% |
13,123.0 |
| High |
13,084.0 |
13,209.0 |
125.0 |
1.0% |
13,161.0 |
| Low |
12,853.0 |
13,020.5 |
167.5 |
1.3% |
12,842.5 |
| Close |
13,060.0 |
13,163.0 |
103.0 |
0.8% |
12,992.0 |
| Range |
231.0 |
188.5 |
-42.5 |
-18.4% |
318.5 |
| ATR |
133.2 |
137.2 |
3.9 |
3.0% |
0.0 |
| Volume |
90,620 |
95,553 |
4,933 |
5.4% |
469,699 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,696.3 |
13,618.2 |
13,266.7 |
|
| R3 |
13,507.8 |
13,429.7 |
13,214.8 |
|
| R2 |
13,319.3 |
13,319.3 |
13,197.6 |
|
| R1 |
13,241.2 |
13,241.2 |
13,180.3 |
13,280.3 |
| PP |
13,130.8 |
13,130.8 |
13,130.8 |
13,150.4 |
| S1 |
13,052.7 |
13,052.7 |
13,145.7 |
13,091.8 |
| S2 |
12,942.3 |
12,942.3 |
13,128.4 |
|
| S3 |
12,753.8 |
12,864.2 |
13,111.2 |
|
| S4 |
12,565.3 |
12,675.7 |
13,059.3 |
|
|
| 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 |
13,209.0 |
12,842.5 |
366.5 |
2.8% |
158.1 |
1.2% |
87% |
True |
False |
88,892 |
| 10 |
13,418.0 |
12,842.5 |
575.5 |
4.4% |
161.9 |
1.2% |
56% |
False |
False |
98,638 |
| 20 |
13,533.0 |
12,842.5 |
690.5 |
5.2% |
133.8 |
1.0% |
46% |
False |
False |
83,394 |
| 40 |
13,533.0 |
12,613.0 |
920.0 |
7.0% |
104.4 |
0.8% |
60% |
False |
False |
72,371 |
| 60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
102.4 |
0.8% |
78% |
False |
False |
60,976 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
107.0 |
0.8% |
78% |
False |
False |
45,838 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
107.0 |
0.8% |
78% |
False |
False |
36,721 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.7% |
109.0 |
0.8% |
78% |
False |
False |
30,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
14,010.1 |
|
2.618 |
13,702.5 |
|
1.618 |
13,514.0 |
|
1.000 |
13,397.5 |
|
0.618 |
13,325.5 |
|
HIGH |
13,209.0 |
|
0.618 |
13,137.0 |
|
0.500 |
13,114.8 |
|
0.382 |
13,092.5 |
|
LOW |
13,020.5 |
|
0.618 |
12,904.0 |
|
1.000 |
12,832.0 |
|
1.618 |
12,715.5 |
|
2.618 |
12,527.0 |
|
4.250 |
12,219.4 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,146.9 |
13,119.0 |
| PP |
13,130.8 |
13,075.0 |
| S1 |
13,114.8 |
13,031.0 |
|