Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,536.0 |
3,552.0 |
16.0 |
0.5% |
3,681.0 |
High |
3,549.0 |
3,574.0 |
25.0 |
0.7% |
3,693.0 |
Low |
3,515.0 |
3,549.0 |
34.0 |
1.0% |
3,582.0 |
Close |
3,546.0 |
3,560.0 |
14.0 |
0.4% |
3,587.0 |
Range |
34.0 |
25.0 |
-9.0 |
-26.5% |
111.0 |
ATR |
35.0 |
34.5 |
-0.5 |
-1.4% |
0.0 |
Volume |
1,233,287 |
886,992 |
-346,295 |
-28.1% |
5,324,920 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,636.0 |
3,623.0 |
3,573.8 |
|
R3 |
3,611.0 |
3,598.0 |
3,566.9 |
|
R2 |
3,586.0 |
3,586.0 |
3,564.6 |
|
R1 |
3,573.0 |
3,573.0 |
3,562.3 |
3,579.5 |
PP |
3,561.0 |
3,561.0 |
3,561.0 |
3,564.3 |
S1 |
3,548.0 |
3,548.0 |
3,557.7 |
3,554.5 |
S2 |
3,536.0 |
3,536.0 |
3,555.4 |
|
S3 |
3,511.0 |
3,523.0 |
3,553.1 |
|
S4 |
3,486.0 |
3,498.0 |
3,546.3 |
|
|
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 |
3,615.0 |
3,515.0 |
100.0 |
2.8% |
38.6 |
1.1% |
45% |
False |
False |
1,047,858 |
10 |
3,694.0 |
3,515.0 |
179.0 |
5.0% |
38.5 |
1.1% |
25% |
False |
False |
1,014,747 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
34.9 |
1.0% |
24% |
False |
False |
941,834 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
28.7 |
0.8% |
24% |
False |
False |
786,181 |
60 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
28.2 |
0.8% |
60% |
False |
False |
686,642 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.6 |
0.8% |
60% |
False |
False |
515,827 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.8 |
0.9% |
60% |
False |
False |
412,973 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.2 |
0.8% |
60% |
False |
False |
344,416 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,680.3 |
2.618 |
3,639.5 |
1.618 |
3,614.5 |
1.000 |
3,599.0 |
0.618 |
3,589.5 |
HIGH |
3,574.0 |
0.618 |
3,564.5 |
0.500 |
3,561.5 |
0.382 |
3,558.6 |
LOW |
3,549.0 |
0.618 |
3,533.6 |
1.000 |
3,524.0 |
1.618 |
3,508.6 |
2.618 |
3,483.6 |
4.250 |
3,442.8 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,561.5 |
3,556.8 |
PP |
3,561.0 |
3,553.7 |
S1 |
3,560.5 |
3,550.5 |
|