Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
13,124.5 |
13,050.0 |
-74.5 |
-0.6% |
12,868.0 |
High |
13,197.0 |
13,177.5 |
-19.5 |
-0.1% |
13,209.0 |
Low |
13,028.5 |
13,019.0 |
-9.5 |
-0.1% |
12,853.0 |
Close |
13,052.0 |
13,052.5 |
0.5 |
0.0% |
13,065.0 |
Range |
168.5 |
158.5 |
-10.0 |
-5.9% |
356.0 |
ATR |
148.8 |
149.5 |
0.7 |
0.5% |
0.0 |
Volume |
100,664 |
159,209 |
58,545 |
58.2% |
361,552 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,558.5 |
13,464.0 |
13,139.7 |
|
R3 |
13,400.0 |
13,305.5 |
13,096.1 |
|
R2 |
13,241.5 |
13,241.5 |
13,081.6 |
|
R1 |
13,147.0 |
13,147.0 |
13,067.0 |
13,194.3 |
PP |
13,083.0 |
13,083.0 |
13,083.0 |
13,106.6 |
S1 |
12,988.5 |
12,988.5 |
13,038.0 |
13,035.8 |
S2 |
12,924.5 |
12,924.5 |
13,023.4 |
|
S3 |
12,766.0 |
12,830.0 |
13,008.9 |
|
S4 |
12,607.5 |
12,671.5 |
12,965.3 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,110.3 |
13,943.7 |
13,260.8 |
|
R3 |
13,754.3 |
13,587.7 |
13,162.9 |
|
R2 |
13,398.3 |
13,398.3 |
13,130.3 |
|
R1 |
13,231.7 |
13,231.7 |
13,097.6 |
13,315.0 |
PP |
13,042.3 |
13,042.3 |
13,042.3 |
13,084.0 |
S1 |
12,875.7 |
12,875.7 |
13,032.4 |
12,959.0 |
S2 |
12,686.3 |
12,686.3 |
12,999.7 |
|
S3 |
12,330.3 |
12,519.7 |
12,967.1 |
|
S4 |
11,974.3 |
12,163.7 |
12,869.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,197.0 |
12,960.5 |
236.5 |
1.8% |
162.7 |
1.2% |
39% |
False |
False |
112,547 |
10 |
13,209.0 |
12,853.0 |
356.0 |
2.7% |
167.9 |
1.3% |
56% |
False |
False |
100,320 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
152.4 |
1.2% |
30% |
False |
False |
95,531 |
40 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
119.7 |
0.9% |
30% |
False |
False |
80,650 |
60 |
13,533.0 |
12,235.0 |
1,298.0 |
9.9% |
106.3 |
0.8% |
63% |
False |
False |
71,512 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
110.2 |
0.8% |
71% |
False |
False |
53,821 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
111.9 |
0.9% |
71% |
False |
False |
43,119 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
113.5 |
0.9% |
71% |
False |
False |
35,964 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,851.1 |
2.618 |
13,592.5 |
1.618 |
13,434.0 |
1.000 |
13,336.0 |
0.618 |
13,275.5 |
HIGH |
13,177.5 |
0.618 |
13,117.0 |
0.500 |
13,098.3 |
0.382 |
13,079.5 |
LOW |
13,019.0 |
0.618 |
12,921.0 |
1.000 |
12,860.5 |
1.618 |
12,762.5 |
2.618 |
12,604.0 |
4.250 |
12,345.4 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,098.3 |
13,078.8 |
PP |
13,083.0 |
13,070.0 |
S1 |
13,067.8 |
13,061.3 |
|