Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,595 |
22,250 |
-345 |
-1.5% |
22,525 |
High |
22,780 |
22,515 |
-265 |
-1.2% |
22,780 |
Low |
22,290 |
22,185 |
-105 |
-0.5% |
21,845 |
Close |
22,345 |
22,465 |
120 |
0.5% |
22,345 |
Range |
490 |
330 |
-160 |
-32.7% |
935 |
ATR |
371 |
369 |
-3 |
-0.8% |
0 |
Volume |
26,858 |
16,515 |
-10,343 |
-38.5% |
128,364 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,378 |
23,252 |
22,647 |
|
R3 |
23,048 |
22,922 |
22,556 |
|
R2 |
22,718 |
22,718 |
22,526 |
|
R1 |
22,592 |
22,592 |
22,495 |
22,655 |
PP |
22,388 |
22,388 |
22,388 |
22,420 |
S1 |
22,262 |
22,262 |
22,435 |
22,325 |
S2 |
22,058 |
22,058 |
22,405 |
|
S3 |
21,728 |
21,932 |
22,374 |
|
S4 |
21,398 |
21,602 |
22,284 |
|
|
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% |
446 |
2.0% |
66% |
False |
False |
24,499 |
10 |
23,445 |
21,845 |
1,600 |
7.1% |
494 |
2.2% |
39% |
False |
False |
26,367 |
20 |
23,445 |
21,615 |
1,830 |
8.1% |
389 |
1.7% |
46% |
False |
False |
19,757 |
40 |
23,445 |
20,180 |
3,265 |
14.5% |
282 |
1.3% |
70% |
False |
False |
14,920 |
60 |
23,445 |
18,980 |
4,465 |
19.9% |
255 |
1.1% |
78% |
False |
False |
12,740 |
80 |
23,445 |
18,980 |
4,465 |
19.9% |
231 |
1.0% |
78% |
False |
False |
9,563 |
100 |
23,445 |
18,980 |
4,465 |
19.9% |
200 |
0.9% |
78% |
False |
False |
7,650 |
120 |
23,445 |
18,980 |
4,465 |
19.9% |
177 |
0.8% |
78% |
False |
False |
6,375 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,918 |
2.618 |
23,379 |
1.618 |
23,049 |
1.000 |
22,845 |
0.618 |
22,719 |
HIGH |
22,515 |
0.618 |
22,389 |
0.500 |
22,350 |
0.382 |
22,311 |
LOW |
22,185 |
0.618 |
21,981 |
1.000 |
21,855 |
1.618 |
21,651 |
2.618 |
21,321 |
4.250 |
20,783 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,427 |
22,439 |
PP |
22,388 |
22,413 |
S1 |
22,350 |
22,388 |
|