Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,080 |
22,595 |
515 |
2.3% |
22,525 |
High |
22,630 |
22,780 |
150 |
0.7% |
22,780 |
Low |
21,995 |
22,290 |
295 |
1.3% |
21,845 |
Close |
22,595 |
22,345 |
-250 |
-1.1% |
22,345 |
Range |
635 |
490 |
-145 |
-22.8% |
935 |
ATR |
362 |
371 |
9 |
2.5% |
0 |
Volume |
24,358 |
26,858 |
2,500 |
10.3% |
128,364 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,942 |
23,633 |
22,615 |
|
R3 |
23,452 |
23,143 |
22,480 |
|
R2 |
22,962 |
22,962 |
22,435 |
|
R1 |
22,653 |
22,653 |
22,390 |
22,563 |
PP |
22,472 |
22,472 |
22,472 |
22,426 |
S1 |
22,163 |
22,163 |
22,300 |
22,073 |
S2 |
21,982 |
21,982 |
22,255 |
|
S3 |
21,492 |
21,673 |
22,210 |
|
S4 |
21,002 |
21,183 |
22,076 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,128 |
24,672 |
22,859 |
|
R3 |
24,193 |
23,737 |
22,602 |
|
R2 |
23,258 |
23,258 |
22,517 |
|
R1 |
22,802 |
22,802 |
22,431 |
22,563 |
PP |
22,323 |
22,323 |
22,323 |
22,204 |
S1 |
21,867 |
21,867 |
22,259 |
21,628 |
S2 |
21,388 |
21,388 |
22,174 |
|
S3 |
20,453 |
20,932 |
22,088 |
|
S4 |
19,518 |
19,997 |
21,831 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,780 |
21,845 |
935 |
4.2% |
483 |
2.2% |
53% |
True |
False |
25,672 |
10 |
23,445 |
21,845 |
1,600 |
7.2% |
484 |
2.2% |
31% |
False |
False |
26,015 |
20 |
23,445 |
21,615 |
1,830 |
8.2% |
385 |
1.7% |
40% |
False |
False |
19,666 |
40 |
23,445 |
20,135 |
3,310 |
14.8% |
279 |
1.2% |
67% |
False |
False |
14,731 |
60 |
23,445 |
18,980 |
4,465 |
20.0% |
252 |
1.1% |
75% |
False |
False |
12,465 |
80 |
23,445 |
18,980 |
4,465 |
20.0% |
228 |
1.0% |
75% |
False |
False |
9,356 |
100 |
23,445 |
18,980 |
4,465 |
20.0% |
200 |
0.9% |
75% |
False |
False |
7,485 |
120 |
23,445 |
18,980 |
4,465 |
20.0% |
175 |
0.8% |
75% |
False |
False |
6,237 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,863 |
2.618 |
24,063 |
1.618 |
23,573 |
1.000 |
23,270 |
0.618 |
23,083 |
HIGH |
22,780 |
0.618 |
22,593 |
0.500 |
22,535 |
0.382 |
22,477 |
LOW |
22,290 |
0.618 |
21,987 |
1.000 |
21,800 |
1.618 |
21,497 |
2.618 |
21,007 |
4.250 |
20,208 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,535 |
22,334 |
PP |
22,472 |
22,323 |
S1 |
22,408 |
22,313 |
|