Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,865 |
22,970 |
105 |
0.5% |
22,105 |
High |
22,990 |
23,445 |
455 |
2.0% |
22,670 |
Low |
22,770 |
22,335 |
-435 |
-1.9% |
21,855 |
Close |
22,960 |
22,660 |
-300 |
-1.3% |
22,625 |
Range |
220 |
1,110 |
890 |
404.5% |
815 |
ATR |
252 |
314 |
61 |
24.3% |
0 |
Volume |
12,546 |
60,643 |
48,097 |
383.4% |
62,139 |
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
26,143 |
25,512 |
23,271 |
|
R3 |
25,033 |
24,402 |
22,965 |
|
R2 |
23,923 |
23,923 |
22,864 |
|
R1 |
23,292 |
23,292 |
22,762 |
23,053 |
PP |
22,813 |
22,813 |
22,813 |
22,694 |
S1 |
22,182 |
22,182 |
22,558 |
21,943 |
S2 |
21,703 |
21,703 |
22,457 |
|
S3 |
20,593 |
21,072 |
22,355 |
|
S4 |
19,483 |
19,962 |
22,050 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,828 |
24,542 |
23,073 |
|
R3 |
24,013 |
23,727 |
22,849 |
|
R2 |
23,198 |
23,198 |
22,775 |
|
R1 |
22,912 |
22,912 |
22,700 |
23,055 |
PP |
22,383 |
22,383 |
22,383 |
22,455 |
S1 |
22,097 |
22,097 |
22,550 |
22,240 |
S2 |
21,568 |
21,568 |
22,476 |
|
S3 |
20,753 |
21,282 |
22,401 |
|
S4 |
19,938 |
20,467 |
22,177 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,445 |
22,335 |
1,110 |
4.9% |
433 |
1.9% |
29% |
True |
True |
22,017 |
10 |
23,445 |
21,840 |
1,605 |
7.1% |
383 |
1.7% |
51% |
True |
False |
18,076 |
20 |
23,445 |
20,960 |
2,485 |
11.0% |
311 |
1.4% |
68% |
True |
False |
15,768 |
40 |
23,445 |
19,665 |
3,780 |
16.7% |
237 |
1.0% |
79% |
True |
False |
12,214 |
60 |
23,445 |
18,980 |
4,465 |
19.7% |
226 |
1.0% |
82% |
True |
False |
9,873 |
80 |
23,445 |
18,980 |
4,465 |
19.7% |
198 |
0.9% |
82% |
True |
False |
7,406 |
100 |
23,445 |
18,980 |
4,465 |
19.7% |
175 |
0.8% |
82% |
True |
False |
5,925 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,163 |
2.618 |
26,351 |
1.618 |
25,241 |
1.000 |
24,555 |
0.618 |
24,131 |
HIGH |
23,445 |
0.618 |
23,021 |
0.500 |
22,890 |
0.382 |
22,759 |
LOW |
22,335 |
0.618 |
21,649 |
1.000 |
21,225 |
1.618 |
20,539 |
2.618 |
19,429 |
4.250 |
17,618 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,890 |
22,890 |
PP |
22,813 |
22,813 |
S1 |
22,737 |
22,737 |
|