Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,555.0 |
3,579.0 |
24.0 |
0.7% |
3,591.0 |
High |
3,589.0 |
3,594.0 |
5.0 |
0.1% |
3,598.0 |
Low |
3,547.0 |
3,553.0 |
6.0 |
0.2% |
3,515.0 |
Close |
3,576.0 |
3,560.0 |
-16.0 |
-0.4% |
3,544.0 |
Range |
42.0 |
41.0 |
-1.0 |
-2.4% |
83.0 |
ATR |
35.3 |
35.7 |
0.4 |
1.1% |
0.0 |
Volume |
1,029,531 |
797,925 |
-231,606 |
-22.5% |
5,055,913 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,692.0 |
3,667.0 |
3,582.6 |
|
R3 |
3,651.0 |
3,626.0 |
3,571.3 |
|
R2 |
3,610.0 |
3,610.0 |
3,567.5 |
|
R1 |
3,585.0 |
3,585.0 |
3,563.8 |
3,577.0 |
PP |
3,569.0 |
3,569.0 |
3,569.0 |
3,565.0 |
S1 |
3,544.0 |
3,544.0 |
3,556.2 |
3,536.0 |
S2 |
3,528.0 |
3,528.0 |
3,552.5 |
|
S3 |
3,487.0 |
3,503.0 |
3,548.7 |
|
S4 |
3,446.0 |
3,462.0 |
3,537.5 |
|
|
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 |
3,594.0 |
3,523.0 |
71.0 |
2.0% |
36.2 |
1.0% |
52% |
True |
False |
893,830 |
10 |
3,655.0 |
3,515.0 |
140.0 |
3.9% |
42.2 |
1.2% |
32% |
False |
False |
1,044,081 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
36.7 |
1.0% |
24% |
False |
False |
971,635 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
30.4 |
0.9% |
24% |
False |
False |
810,894 |
60 |
3,703.0 |
3,380.0 |
323.0 |
9.1% |
28.9 |
0.8% |
56% |
False |
False |
745,546 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.8 |
0.8% |
60% |
False |
False |
560,280 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.3 |
0.9% |
60% |
False |
False |
448,729 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
31.0 |
0.9% |
60% |
False |
False |
374,250 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,768.3 |
2.618 |
3,701.3 |
1.618 |
3,660.3 |
1.000 |
3,635.0 |
0.618 |
3,619.3 |
HIGH |
3,594.0 |
0.618 |
3,578.3 |
0.500 |
3,573.5 |
0.382 |
3,568.7 |
LOW |
3,553.0 |
0.618 |
3,527.7 |
1.000 |
3,512.0 |
1.618 |
3,486.7 |
2.618 |
3,445.7 |
4.250 |
3,378.8 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,573.5 |
3,559.5 |
PP |
3,569.0 |
3,559.0 |
S1 |
3,564.5 |
3,558.5 |
|