Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,563.0 |
3,525.0 |
-38.0 |
-1.1% |
3,591.0 |
High |
3,569.0 |
3,564.0 |
-5.0 |
-0.1% |
3,598.0 |
Low |
3,537.0 |
3,523.0 |
-14.0 |
-0.4% |
3,515.0 |
Close |
3,544.0 |
3,559.0 |
15.0 |
0.4% |
3,544.0 |
Range |
32.0 |
41.0 |
9.0 |
28.1% |
83.0 |
ATR |
34.3 |
34.8 |
0.5 |
1.4% |
0.0 |
Volume |
885,869 |
868,833 |
-17,036 |
-1.9% |
5,055,913 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,671.7 |
3,656.3 |
3,581.6 |
|
R3 |
3,630.7 |
3,615.3 |
3,570.3 |
|
R2 |
3,589.7 |
3,589.7 |
3,566.5 |
|
R1 |
3,574.3 |
3,574.3 |
3,562.8 |
3,582.0 |
PP |
3,548.7 |
3,548.7 |
3,548.7 |
3,552.5 |
S1 |
3,533.3 |
3,533.3 |
3,555.2 |
3,541.0 |
S2 |
3,507.7 |
3,507.7 |
3,551.5 |
|
S3 |
3,466.7 |
3,492.3 |
3,547.7 |
|
S4 |
3,425.7 |
3,451.3 |
3,536.5 |
|
|
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 |
3,586.0 |
3,515.0 |
71.0 |
2.0% |
35.2 |
1.0% |
62% |
False |
False |
965,918 |
10 |
3,693.0 |
3,515.0 |
178.0 |
5.0% |
41.6 |
1.2% |
25% |
False |
False |
1,066,607 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
36.1 |
1.0% |
23% |
False |
False |
960,173 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
29.5 |
0.8% |
23% |
False |
False |
800,465 |
60 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
28.7 |
0.8% |
59% |
False |
False |
715,781 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.7 |
0.8% |
59% |
False |
False |
537,508 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.0 |
0.8% |
59% |
False |
False |
430,516 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.6 |
0.9% |
59% |
False |
False |
359,034 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,738.3 |
2.618 |
3,671.3 |
1.618 |
3,630.3 |
1.000 |
3,605.0 |
0.618 |
3,589.3 |
HIGH |
3,564.0 |
0.618 |
3,548.3 |
0.500 |
3,543.5 |
0.382 |
3,538.7 |
LOW |
3,523.0 |
0.618 |
3,497.7 |
1.000 |
3,482.0 |
1.618 |
3,456.7 |
2.618 |
3,415.7 |
4.250 |
3,348.8 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,553.8 |
3,555.5 |
PP |
3,548.7 |
3,552.0 |
S1 |
3,543.5 |
3,548.5 |
|