Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,591.0 |
3,571.0 |
-20.0 |
-0.6% |
3,681.0 |
High |
3,598.0 |
3,586.0 |
-12.0 |
-0.3% |
3,693.0 |
Low |
3,540.0 |
3,542.0 |
2.0 |
0.1% |
3,582.0 |
Close |
3,573.0 |
3,552.0 |
-21.0 |
-0.6% |
3,587.0 |
Range |
58.0 |
44.0 |
-14.0 |
-24.1% |
111.0 |
ATR |
34.2 |
34.9 |
0.7 |
2.1% |
0.0 |
Volume |
1,095,154 |
954,611 |
-140,543 |
-12.8% |
5,324,920 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.0 |
3,666.0 |
3,576.2 |
|
R3 |
3,648.0 |
3,622.0 |
3,564.1 |
|
R2 |
3,604.0 |
3,604.0 |
3,560.1 |
|
R1 |
3,578.0 |
3,578.0 |
3,556.0 |
3,569.0 |
PP |
3,560.0 |
3,560.0 |
3,560.0 |
3,555.5 |
S1 |
3,534.0 |
3,534.0 |
3,548.0 |
3,525.0 |
S2 |
3,516.0 |
3,516.0 |
3,543.9 |
|
S3 |
3,472.0 |
3,490.0 |
3,539.9 |
|
S4 |
3,428.0 |
3,446.0 |
3,527.8 |
|
|
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 |
3,663.0 |
3,540.0 |
123.0 |
3.5% |
46.8 |
1.3% |
10% |
False |
False |
1,149,559 |
10 |
3,703.0 |
3,540.0 |
163.0 |
4.6% |
37.1 |
1.0% |
7% |
False |
False |
988,366 |
20 |
3,703.0 |
3,540.0 |
163.0 |
4.6% |
34.7 |
1.0% |
7% |
False |
False |
918,284 |
40 |
3,703.0 |
3,507.0 |
196.0 |
5.5% |
28.3 |
0.8% |
23% |
False |
False |
763,554 |
60 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
28.1 |
0.8% |
57% |
False |
False |
651,323 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.5 |
0.8% |
57% |
False |
False |
489,326 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
31.1 |
0.9% |
57% |
False |
False |
391,778 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.9 |
0.8% |
57% |
False |
False |
326,747 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,773.0 |
2.618 |
3,701.2 |
1.618 |
3,657.2 |
1.000 |
3,630.0 |
0.618 |
3,613.2 |
HIGH |
3,586.0 |
0.618 |
3,569.2 |
0.500 |
3,564.0 |
0.382 |
3,558.8 |
LOW |
3,542.0 |
0.618 |
3,514.8 |
1.000 |
3,498.0 |
1.618 |
3,470.8 |
2.618 |
3,426.8 |
4.250 |
3,355.0 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,564.0 |
3,577.5 |
PP |
3,560.0 |
3,569.0 |
S1 |
3,556.0 |
3,560.5 |
|