| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
22,525 |
22,370 |
-155 |
-0.7% |
22,625 |
| High |
22,645 |
22,555 |
-90 |
-0.4% |
23,445 |
| Low |
22,130 |
22,275 |
145 |
0.7% |
22,335 |
| Close |
22,375 |
22,315 |
-60 |
-0.3% |
22,485 |
| Range |
515 |
280 |
-235 |
-45.6% |
1,110 |
| ATR |
333 |
330 |
-4 |
-1.1% |
0 |
| Volume |
22,380 |
19,898 |
-2,482 |
-11.1% |
131,790 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,222 |
23,048 |
22,469 |
|
| R3 |
22,942 |
22,768 |
22,392 |
|
| R2 |
22,662 |
22,662 |
22,366 |
|
| R1 |
22,488 |
22,488 |
22,341 |
22,435 |
| PP |
22,382 |
22,382 |
22,382 |
22,355 |
| S1 |
22,208 |
22,208 |
22,289 |
22,155 |
| S2 |
22,102 |
22,102 |
22,264 |
|
| S3 |
21,822 |
21,928 |
22,238 |
|
| S4 |
21,542 |
21,648 |
22,161 |
|
|
| 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 |
22,130 |
1,315 |
5.9% |
504 |
2.3% |
14% |
False |
False |
28,625 |
| 10 |
23,445 |
22,130 |
1,315 |
5.9% |
407 |
1.8% |
14% |
False |
False |
21,284 |
| 20 |
23,445 |
21,240 |
2,205 |
9.9% |
337 |
1.5% |
49% |
False |
False |
17,445 |
| 40 |
23,445 |
20,135 |
3,310 |
14.8% |
251 |
1.1% |
66% |
False |
False |
13,327 |
| 60 |
23,445 |
18,980 |
4,465 |
20.0% |
233 |
1.0% |
75% |
False |
False |
11,034 |
| 80 |
23,445 |
18,980 |
4,465 |
20.0% |
210 |
0.9% |
75% |
False |
False |
8,280 |
| 100 |
23,445 |
18,980 |
4,465 |
20.0% |
186 |
0.8% |
75% |
False |
False |
6,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,745 |
|
2.618 |
23,288 |
|
1.618 |
23,008 |
|
1.000 |
22,835 |
|
0.618 |
22,728 |
|
HIGH |
22,555 |
|
0.618 |
22,448 |
|
0.500 |
22,415 |
|
0.382 |
22,382 |
|
LOW |
22,275 |
|
0.618 |
22,102 |
|
1.000 |
21,995 |
|
1.618 |
21,822 |
|
2.618 |
21,542 |
|
4.250 |
21,085 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,415 |
22,440 |
| PP |
22,382 |
22,398 |
| S1 |
22,348 |
22,357 |
|