Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,525.0 |
3,555.0 |
30.0 |
0.9% |
3,591.0 |
High |
3,564.0 |
3,589.0 |
25.0 |
0.7% |
3,598.0 |
Low |
3,523.0 |
3,547.0 |
24.0 |
0.7% |
3,515.0 |
Close |
3,559.0 |
3,576.0 |
17.0 |
0.5% |
3,544.0 |
Range |
41.0 |
42.0 |
1.0 |
2.4% |
83.0 |
ATR |
34.8 |
35.3 |
0.5 |
1.5% |
0.0 |
Volume |
868,833 |
1,029,531 |
160,698 |
18.5% |
5,055,913 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,696.7 |
3,678.3 |
3,599.1 |
|
R3 |
3,654.7 |
3,636.3 |
3,587.6 |
|
R2 |
3,612.7 |
3,612.7 |
3,583.7 |
|
R1 |
3,594.3 |
3,594.3 |
3,579.9 |
3,603.5 |
PP |
3,570.7 |
3,570.7 |
3,570.7 |
3,575.3 |
S1 |
3,552.3 |
3,552.3 |
3,572.2 |
3,561.5 |
S2 |
3,528.7 |
3,528.7 |
3,568.3 |
|
S3 |
3,486.7 |
3,510.3 |
3,564.5 |
|
S4 |
3,444.7 |
3,468.3 |
3,552.9 |
|
|
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 |
3,589.0 |
3,515.0 |
74.0 |
2.1% |
34.8 |
1.0% |
82% |
True |
False |
980,902 |
10 |
3,663.0 |
3,515.0 |
148.0 |
4.1% |
40.8 |
1.1% |
41% |
False |
False |
1,065,230 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
37.0 |
1.0% |
32% |
False |
False |
979,729 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
30.1 |
0.8% |
32% |
False |
False |
810,345 |
60 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
28.9 |
0.8% |
64% |
False |
False |
732,931 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.8 |
0.8% |
64% |
False |
False |
550,375 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.1 |
0.8% |
64% |
False |
False |
440,811 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.8 |
0.9% |
64% |
False |
False |
367,613 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,767.5 |
2.618 |
3,699.0 |
1.618 |
3,657.0 |
1.000 |
3,631.0 |
0.618 |
3,615.0 |
HIGH |
3,589.0 |
0.618 |
3,573.0 |
0.500 |
3,568.0 |
0.382 |
3,563.0 |
LOW |
3,547.0 |
0.618 |
3,521.0 |
1.000 |
3,505.0 |
1.618 |
3,479.0 |
2.618 |
3,437.0 |
4.250 |
3,368.5 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,573.3 |
3,569.3 |
PP |
3,570.7 |
3,562.7 |
S1 |
3,568.0 |
3,556.0 |
|