| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
22,970 |
22,660 |
-310 |
-1.3% |
22,625 |
| High |
23,445 |
22,750 |
-695 |
-3.0% |
23,445 |
| Low |
22,335 |
22,355 |
20 |
0.1% |
22,335 |
| Close |
22,660 |
22,485 |
-175 |
-0.8% |
22,485 |
| Range |
1,110 |
395 |
-715 |
-64.4% |
1,110 |
| ATR |
314 |
319 |
6 |
1.9% |
0 |
| Volume |
60,643 |
27,660 |
-32,983 |
-54.4% |
131,790 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,715 |
23,495 |
22,702 |
|
| R3 |
23,320 |
23,100 |
22,594 |
|
| R2 |
22,925 |
22,925 |
22,558 |
|
| R1 |
22,705 |
22,705 |
22,521 |
22,618 |
| PP |
22,530 |
22,530 |
22,530 |
22,486 |
| S1 |
22,310 |
22,310 |
22,449 |
22,223 |
| S2 |
22,135 |
22,135 |
22,413 |
|
| S3 |
21,740 |
21,915 |
22,377 |
|
| S4 |
21,345 |
21,520 |
22,268 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,085 |
25,395 |
23,096 |
|
| R3 |
24,975 |
24,285 |
22,790 |
|
| R2 |
23,865 |
23,865 |
22,689 |
|
| R1 |
23,175 |
23,175 |
22,587 |
22,965 |
| PP |
22,755 |
22,755 |
22,755 |
22,650 |
| S1 |
22,065 |
22,065 |
22,383 |
21,855 |
| S2 |
21,645 |
21,645 |
22,282 |
|
| S3 |
20,535 |
20,955 |
22,180 |
|
| S4 |
19,425 |
19,845 |
21,875 |
|
|
| 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% |
484 |
2.2% |
14% |
False |
False |
26,358 |
| 10 |
23,445 |
21,855 |
1,590 |
7.1% |
393 |
1.7% |
40% |
False |
False |
19,392 |
| 20 |
23,445 |
21,230 |
2,215 |
9.9% |
314 |
1.4% |
57% |
False |
False |
16,447 |
| 40 |
23,445 |
19,890 |
3,555 |
15.8% |
240 |
1.1% |
73% |
False |
False |
12,655 |
| 60 |
23,445 |
18,980 |
4,465 |
19.9% |
228 |
1.0% |
78% |
False |
False |
10,332 |
| 80 |
23,445 |
18,980 |
4,465 |
19.9% |
202 |
0.9% |
78% |
False |
False |
7,752 |
| 100 |
23,445 |
18,980 |
4,465 |
19.9% |
179 |
0.8% |
78% |
False |
False |
6,201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,429 |
|
2.618 |
23,784 |
|
1.618 |
23,389 |
|
1.000 |
23,145 |
|
0.618 |
22,994 |
|
HIGH |
22,750 |
|
0.618 |
22,599 |
|
0.500 |
22,553 |
|
0.382 |
22,506 |
|
LOW |
22,355 |
|
0.618 |
22,111 |
|
1.000 |
21,960 |
|
1.618 |
21,716 |
|
2.618 |
21,321 |
|
4.250 |
20,676 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,553 |
22,890 |
| PP |
22,530 |
22,755 |
| S1 |
22,508 |
22,620 |
|