Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,250 |
22,470 |
220 |
1.0% |
22,525 |
High |
22,515 |
22,680 |
165 |
0.7% |
22,780 |
Low |
22,185 |
22,420 |
235 |
1.1% |
21,845 |
Close |
22,465 |
22,670 |
205 |
0.9% |
22,345 |
Range |
330 |
260 |
-70 |
-21.2% |
935 |
ATR |
369 |
361 |
-8 |
-2.1% |
0 |
Volume |
16,515 |
12,663 |
-3,852 |
-23.3% |
128,364 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,370 |
23,280 |
22,813 |
|
R3 |
23,110 |
23,020 |
22,742 |
|
R2 |
22,850 |
22,850 |
22,718 |
|
R1 |
22,760 |
22,760 |
22,694 |
22,805 |
PP |
22,590 |
22,590 |
22,590 |
22,613 |
S1 |
22,500 |
22,500 |
22,646 |
22,545 |
S2 |
22,330 |
22,330 |
22,622 |
|
S3 |
22,070 |
22,240 |
22,599 |
|
S4 |
21,810 |
21,980 |
22,527 |
|
|
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 |
4.1% |
442 |
1.9% |
88% |
False |
False |
23,052 |
10 |
23,445 |
21,845 |
1,600 |
7.1% |
473 |
2.1% |
52% |
False |
False |
25,839 |
20 |
23,445 |
21,615 |
1,830 |
8.1% |
387 |
1.7% |
58% |
False |
False |
19,743 |
40 |
23,445 |
20,240 |
3,205 |
14.1% |
285 |
1.3% |
76% |
False |
False |
15,049 |
60 |
23,445 |
18,980 |
4,465 |
19.7% |
258 |
1.1% |
83% |
False |
False |
12,950 |
80 |
23,445 |
18,980 |
4,465 |
19.7% |
233 |
1.0% |
83% |
False |
False |
9,721 |
100 |
23,445 |
18,980 |
4,465 |
19.7% |
203 |
0.9% |
83% |
False |
False |
7,777 |
120 |
23,445 |
18,980 |
4,465 |
19.7% |
180 |
0.8% |
83% |
False |
False |
6,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,785 |
2.618 |
23,361 |
1.618 |
23,101 |
1.000 |
22,940 |
0.618 |
22,841 |
HIGH |
22,680 |
0.618 |
22,581 |
0.500 |
22,550 |
0.382 |
22,519 |
LOW |
22,420 |
0.618 |
22,259 |
1.000 |
22,160 |
1.618 |
21,999 |
2.618 |
21,739 |
4.250 |
21,315 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,630 |
22,608 |
PP |
22,590 |
22,545 |
S1 |
22,550 |
22,483 |
|