Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,315 |
22,080 |
-235 |
-1.1% |
22,625 |
High |
22,340 |
22,630 |
290 |
1.3% |
23,445 |
Low |
21,845 |
21,995 |
150 |
0.7% |
22,335 |
Close |
22,120 |
22,595 |
475 |
2.1% |
22,485 |
Range |
495 |
635 |
140 |
28.3% |
1,110 |
ATR |
341 |
362 |
21 |
6.1% |
0 |
Volume |
34,870 |
24,358 |
-10,512 |
-30.1% |
131,790 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,312 |
24,088 |
22,944 |
|
R3 |
23,677 |
23,453 |
22,770 |
|
R2 |
23,042 |
23,042 |
22,712 |
|
R1 |
22,818 |
22,818 |
22,653 |
22,930 |
PP |
22,407 |
22,407 |
22,407 |
22,463 |
S1 |
22,183 |
22,183 |
22,537 |
22,295 |
S2 |
21,772 |
21,772 |
22,479 |
|
S3 |
21,137 |
21,548 |
22,421 |
|
S4 |
20,502 |
20,913 |
22,246 |
|
|
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 |
22,750 |
21,845 |
905 |
4.0% |
464 |
2.1% |
83% |
False |
False |
25,833 |
10 |
23,445 |
21,845 |
1,600 |
7.1% |
449 |
2.0% |
47% |
False |
False |
23,925 |
20 |
23,445 |
21,340 |
2,105 |
9.3% |
373 |
1.6% |
60% |
False |
False |
18,866 |
40 |
23,445 |
20,135 |
3,310 |
14.6% |
270 |
1.2% |
74% |
False |
False |
14,308 |
60 |
23,445 |
18,980 |
4,465 |
19.8% |
246 |
1.1% |
81% |
False |
False |
12,018 |
80 |
23,445 |
18,980 |
4,465 |
19.8% |
223 |
1.0% |
81% |
False |
False |
9,021 |
100 |
23,445 |
18,980 |
4,465 |
19.8% |
196 |
0.9% |
81% |
False |
False |
7,216 |
120 |
23,445 |
18,980 |
4,465 |
19.8% |
171 |
0.8% |
81% |
False |
False |
6,014 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,329 |
2.618 |
24,293 |
1.618 |
23,658 |
1.000 |
23,265 |
0.618 |
23,023 |
HIGH |
22,630 |
0.618 |
22,388 |
0.500 |
22,313 |
0.382 |
22,238 |
LOW |
21,995 |
0.618 |
21,603 |
1.000 |
21,360 |
1.618 |
20,968 |
2.618 |
20,333 |
4.250 |
19,296 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,501 |
22,476 |
PP |
22,407 |
22,357 |
S1 |
22,313 |
22,238 |
|