Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,571.0 |
3,536.0 |
-35.0 |
-1.0% |
3,681.0 |
High |
3,586.0 |
3,549.0 |
-37.0 |
-1.0% |
3,693.0 |
Low |
3,542.0 |
3,515.0 |
-27.0 |
-0.8% |
3,582.0 |
Close |
3,552.0 |
3,546.0 |
-6.0 |
-0.2% |
3,587.0 |
Range |
44.0 |
34.0 |
-10.0 |
-22.7% |
111.0 |
ATR |
34.9 |
35.0 |
0.2 |
0.4% |
0.0 |
Volume |
954,611 |
1,233,287 |
278,676 |
29.2% |
5,324,920 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,638.7 |
3,626.3 |
3,564.7 |
|
R3 |
3,604.7 |
3,592.3 |
3,555.4 |
|
R2 |
3,570.7 |
3,570.7 |
3,552.2 |
|
R1 |
3,558.3 |
3,558.3 |
3,549.1 |
3,564.5 |
PP |
3,536.7 |
3,536.7 |
3,536.7 |
3,539.8 |
S1 |
3,524.3 |
3,524.3 |
3,542.9 |
3,530.5 |
S2 |
3,502.7 |
3,502.7 |
3,539.8 |
|
S3 |
3,468.7 |
3,490.3 |
3,536.7 |
|
S4 |
3,434.7 |
3,456.3 |
3,527.3 |
|
|
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 |
3,655.0 |
3,515.0 |
140.0 |
3.9% |
48.2 |
1.4% |
22% |
False |
True |
1,194,332 |
10 |
3,694.0 |
3,515.0 |
179.0 |
5.0% |
38.7 |
1.1% |
17% |
False |
True |
1,010,580 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
35.4 |
1.0% |
16% |
False |
True |
949,725 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
28.4 |
0.8% |
16% |
False |
True |
779,505 |
60 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
28.3 |
0.8% |
56% |
False |
False |
671,871 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.5 |
0.8% |
56% |
False |
False |
504,740 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
31.0 |
0.9% |
56% |
False |
False |
404,108 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.2 |
0.9% |
56% |
False |
False |
337,025 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,693.5 |
2.618 |
3,638.0 |
1.618 |
3,604.0 |
1.000 |
3,583.0 |
0.618 |
3,570.0 |
HIGH |
3,549.0 |
0.618 |
3,536.0 |
0.500 |
3,532.0 |
0.382 |
3,528.0 |
LOW |
3,515.0 |
0.618 |
3,494.0 |
1.000 |
3,481.0 |
1.618 |
3,460.0 |
2.618 |
3,426.0 |
4.250 |
3,370.5 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,541.3 |
3,556.5 |
PP |
3,536.7 |
3,553.0 |
S1 |
3,532.0 |
3,549.5 |
|