Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,605.0 |
3,591.0 |
-14.0 |
-0.4% |
3,681.0 |
High |
3,615.0 |
3,598.0 |
-17.0 |
-0.5% |
3,693.0 |
Low |
3,583.0 |
3,540.0 |
-43.0 |
-1.2% |
3,582.0 |
Close |
3,587.0 |
3,573.0 |
-14.0 |
-0.4% |
3,587.0 |
Range |
32.0 |
58.0 |
26.0 |
81.3% |
111.0 |
ATR |
32.3 |
34.2 |
1.8 |
5.7% |
0.0 |
Volume |
1,069,250 |
1,095,154 |
25,904 |
2.4% |
5,324,920 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,744.3 |
3,716.7 |
3,604.9 |
|
R3 |
3,686.3 |
3,658.7 |
3,589.0 |
|
R2 |
3,628.3 |
3,628.3 |
3,583.6 |
|
R1 |
3,600.7 |
3,600.7 |
3,578.3 |
3,585.5 |
PP |
3,570.3 |
3,570.3 |
3,570.3 |
3,562.8 |
S1 |
3,542.7 |
3,542.7 |
3,567.7 |
3,527.5 |
S2 |
3,512.3 |
3,512.3 |
3,562.4 |
|
S3 |
3,454.3 |
3,484.7 |
3,557.1 |
|
S4 |
3,396.3 |
3,426.7 |
3,541.1 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,953.7 |
3,881.3 |
3,648.1 |
|
R3 |
3,842.7 |
3,770.3 |
3,617.5 |
|
R2 |
3,731.7 |
3,731.7 |
3,607.4 |
|
R1 |
3,659.3 |
3,659.3 |
3,597.2 |
3,640.0 |
PP |
3,620.7 |
3,620.7 |
3,620.7 |
3,611.0 |
S1 |
3,548.3 |
3,548.3 |
3,576.8 |
3,529.0 |
S2 |
3,509.7 |
3,509.7 |
3,566.7 |
|
S3 |
3,398.7 |
3,437.3 |
3,556.5 |
|
S4 |
3,287.7 |
3,326.3 |
3,526.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,693.0 |
3,540.0 |
153.0 |
4.3% |
48.0 |
1.3% |
22% |
False |
True |
1,167,297 |
10 |
3,703.0 |
3,540.0 |
163.0 |
4.6% |
35.6 |
1.0% |
20% |
False |
True |
948,880 |
20 |
3,703.0 |
3,540.0 |
163.0 |
4.6% |
33.7 |
0.9% |
20% |
False |
True |
901,505 |
40 |
3,703.0 |
3,506.0 |
197.0 |
5.5% |
27.5 |
0.8% |
34% |
False |
False |
753,321 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
27.9 |
0.8% |
63% |
False |
False |
635,436 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.4 |
0.8% |
63% |
False |
False |
477,395 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.9 |
0.9% |
63% |
False |
False |
382,294 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.5 |
0.8% |
63% |
False |
False |
318,792 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,844.5 |
2.618 |
3,749.8 |
1.618 |
3,691.8 |
1.000 |
3,656.0 |
0.618 |
3,633.8 |
HIGH |
3,598.0 |
0.618 |
3,575.8 |
0.500 |
3,569.0 |
0.382 |
3,562.2 |
LOW |
3,540.0 |
0.618 |
3,504.2 |
1.000 |
3,482.0 |
1.618 |
3,446.2 |
2.618 |
3,388.2 |
4.250 |
3,293.5 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,571.7 |
3,597.5 |
PP |
3,570.3 |
3,589.3 |
S1 |
3,569.0 |
3,581.2 |
|