Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,579.0 |
3,565.0 |
-14.0 |
-0.4% |
3,525.0 |
High |
3,594.0 |
3,599.0 |
5.0 |
0.1% |
3,599.0 |
Low |
3,553.0 |
3,564.0 |
11.0 |
0.3% |
3,523.0 |
Close |
3,560.0 |
3,579.0 |
19.0 |
0.5% |
3,579.0 |
Range |
41.0 |
35.0 |
-6.0 |
-14.6% |
76.0 |
ATR |
35.7 |
36.0 |
0.2 |
0.7% |
0.0 |
Volume |
797,925 |
900,893 |
102,968 |
12.9% |
3,597,182 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,685.7 |
3,667.3 |
3,598.3 |
|
R3 |
3,650.7 |
3,632.3 |
3,588.6 |
|
R2 |
3,615.7 |
3,615.7 |
3,585.4 |
|
R1 |
3,597.3 |
3,597.3 |
3,582.2 |
3,606.5 |
PP |
3,580.7 |
3,580.7 |
3,580.7 |
3,585.3 |
S1 |
3,562.3 |
3,562.3 |
3,575.8 |
3,571.5 |
S2 |
3,545.7 |
3,545.7 |
3,572.6 |
|
S3 |
3,510.7 |
3,527.3 |
3,569.4 |
|
S4 |
3,475.7 |
3,492.3 |
3,559.8 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,795.0 |
3,763.0 |
3,620.8 |
|
R3 |
3,719.0 |
3,687.0 |
3,599.9 |
|
R2 |
3,643.0 |
3,643.0 |
3,592.9 |
|
R1 |
3,611.0 |
3,611.0 |
3,586.0 |
3,627.0 |
PP |
3,567.0 |
3,567.0 |
3,567.0 |
3,575.0 |
S1 |
3,535.0 |
3,535.0 |
3,572.0 |
3,551.0 |
S2 |
3,491.0 |
3,491.0 |
3,565.1 |
|
S3 |
3,415.0 |
3,459.0 |
3,558.1 |
|
S4 |
3,339.0 |
3,383.0 |
3,537.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,599.0 |
3,523.0 |
76.0 |
2.1% |
38.2 |
1.1% |
74% |
True |
False |
896,610 |
10 |
3,615.0 |
3,515.0 |
100.0 |
2.8% |
38.4 |
1.1% |
64% |
False |
False |
972,234 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
34.9 |
1.0% |
34% |
False |
False |
947,130 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
31.0 |
0.9% |
34% |
False |
False |
819,264 |
60 |
3,703.0 |
3,380.0 |
323.0 |
9.0% |
29.2 |
0.8% |
62% |
False |
False |
759,866 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.9 |
0.8% |
65% |
False |
False |
571,414 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.5 |
0.9% |
65% |
False |
False |
457,737 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.2 |
0.9% |
65% |
False |
False |
381,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,747.8 |
2.618 |
3,690.6 |
1.618 |
3,655.6 |
1.000 |
3,634.0 |
0.618 |
3,620.6 |
HIGH |
3,599.0 |
0.618 |
3,585.6 |
0.500 |
3,581.5 |
0.382 |
3,577.4 |
LOW |
3,564.0 |
0.618 |
3,542.4 |
1.000 |
3,529.0 |
1.618 |
3,507.4 |
2.618 |
3,472.4 |
4.250 |
3,415.3 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,581.5 |
3,577.0 |
PP |
3,580.7 |
3,575.0 |
S1 |
3,579.8 |
3,573.0 |
|