Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,053.0 |
13,175.0 |
122.0 |
0.9% |
13,123.0 |
High |
13,209.0 |
13,189.5 |
-19.5 |
-0.1% |
13,161.0 |
Low |
13,020.5 |
12,961.5 |
-59.0 |
-0.5% |
12,842.5 |
Close |
13,163.0 |
13,009.0 |
-154.0 |
-1.2% |
12,992.0 |
Range |
188.5 |
228.0 |
39.5 |
21.0% |
318.5 |
ATR |
137.2 |
143.7 |
6.5 |
4.7% |
0.0 |
Volume |
95,553 |
77,997 |
-17,556 |
-18.4% |
469,699 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,737.3 |
13,601.2 |
13,134.4 |
|
R3 |
13,509.3 |
13,373.2 |
13,071.7 |
|
R2 |
13,281.3 |
13,281.3 |
13,050.8 |
|
R1 |
13,145.2 |
13,145.2 |
13,029.9 |
13,099.3 |
PP |
13,053.3 |
13,053.3 |
13,053.3 |
13,030.4 |
S1 |
12,917.2 |
12,917.2 |
12,988.1 |
12,871.3 |
S2 |
12,825.3 |
12,825.3 |
12,967.2 |
|
S3 |
12,597.3 |
12,689.2 |
12,946.3 |
|
S4 |
12,369.3 |
12,461.2 |
12,883.6 |
|
|
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 |
12,853.0 |
356.0 |
2.7% |
173.0 |
1.3% |
44% |
False |
False |
88,093 |
10 |
13,401.5 |
12,842.5 |
559.0 |
4.3% |
177.0 |
1.4% |
30% |
False |
False |
92,631 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
138.4 |
1.1% |
24% |
False |
False |
81,873 |
40 |
13,533.0 |
12,654.0 |
879.0 |
6.8% |
108.1 |
0.8% |
40% |
False |
False |
72,879 |
60 |
13,533.0 |
11,975.5 |
1,557.5 |
12.0% |
103.1 |
0.8% |
66% |
False |
False |
62,264 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
107.5 |
0.8% |
69% |
False |
False |
46,811 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
108.7 |
0.8% |
69% |
False |
False |
37,501 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.8 |
0.8% |
69% |
False |
False |
31,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,158.5 |
2.618 |
13,786.4 |
1.618 |
13,558.4 |
1.000 |
13,417.5 |
0.618 |
13,330.4 |
HIGH |
13,189.5 |
0.618 |
13,102.4 |
0.500 |
13,075.5 |
0.382 |
13,048.6 |
LOW |
12,961.5 |
0.618 |
12,820.6 |
1.000 |
12,733.5 |
1.618 |
12,592.6 |
2.618 |
12,364.6 |
4.250 |
11,992.5 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,075.5 |
13,031.0 |
PP |
13,053.3 |
13,023.7 |
S1 |
13,031.2 |
13,016.3 |
|