Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,552.0 |
3,563.0 |
11.0 |
0.3% |
3,591.0 |
High |
3,574.0 |
3,569.0 |
-5.0 |
-0.1% |
3,598.0 |
Low |
3,549.0 |
3,537.0 |
-12.0 |
-0.3% |
3,515.0 |
Close |
3,560.0 |
3,544.0 |
-16.0 |
-0.4% |
3,544.0 |
Range |
25.0 |
32.0 |
7.0 |
28.0% |
83.0 |
ATR |
34.5 |
34.3 |
-0.2 |
-0.5% |
0.0 |
Volume |
886,992 |
885,869 |
-1,123 |
-0.1% |
5,055,913 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,646.0 |
3,627.0 |
3,561.6 |
|
R3 |
3,614.0 |
3,595.0 |
3,552.8 |
|
R2 |
3,582.0 |
3,582.0 |
3,549.9 |
|
R1 |
3,563.0 |
3,563.0 |
3,546.9 |
3,556.5 |
PP |
3,550.0 |
3,550.0 |
3,550.0 |
3,546.8 |
S1 |
3,531.0 |
3,531.0 |
3,541.1 |
3,524.5 |
S2 |
3,518.0 |
3,518.0 |
3,538.1 |
|
S3 |
3,486.0 |
3,499.0 |
3,535.2 |
|
S4 |
3,454.0 |
3,467.0 |
3,526.4 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,801.3 |
3,755.7 |
3,589.7 |
|
R3 |
3,718.3 |
3,672.7 |
3,566.8 |
|
R2 |
3,635.3 |
3,635.3 |
3,559.2 |
|
R1 |
3,589.7 |
3,589.7 |
3,551.6 |
3,571.0 |
PP |
3,552.3 |
3,552.3 |
3,552.3 |
3,543.0 |
S1 |
3,506.7 |
3,506.7 |
3,536.4 |
3,488.0 |
S2 |
3,469.3 |
3,469.3 |
3,528.8 |
|
S3 |
3,386.3 |
3,423.7 |
3,521.2 |
|
S4 |
3,303.3 |
3,340.7 |
3,498.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,598.0 |
3,515.0 |
83.0 |
2.3% |
38.6 |
1.1% |
35% |
False |
False |
1,011,182 |
10 |
3,693.0 |
3,515.0 |
178.0 |
5.0% |
39.4 |
1.1% |
16% |
False |
False |
1,038,083 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
35.6 |
1.0% |
15% |
False |
False |
949,536 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
29.0 |
0.8% |
15% |
False |
False |
794,903 |
60 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
28.4 |
0.8% |
55% |
False |
False |
701,307 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.5 |
0.8% |
55% |
False |
False |
526,899 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.1 |
0.8% |
55% |
False |
False |
421,829 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.4 |
0.9% |
55% |
False |
False |
351,798 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,705.0 |
2.618 |
3,652.8 |
1.618 |
3,620.8 |
1.000 |
3,601.0 |
0.618 |
3,588.8 |
HIGH |
3,569.0 |
0.618 |
3,556.8 |
0.500 |
3,553.0 |
0.382 |
3,549.2 |
LOW |
3,537.0 |
0.618 |
3,517.2 |
1.000 |
3,505.0 |
1.618 |
3,485.2 |
2.618 |
3,453.2 |
4.250 |
3,401.0 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.0 |
3,544.5 |
PP |
3,550.0 |
3,544.3 |
S1 |
3,547.0 |
3,544.2 |
|