Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,470 |
22,670 |
200 |
0.9% |
22,525 |
High |
22,680 |
22,700 |
20 |
0.1% |
22,780 |
Low |
22,420 |
22,350 |
-70 |
-0.3% |
21,845 |
Close |
22,670 |
22,410 |
-260 |
-1.1% |
22,345 |
Range |
260 |
350 |
90 |
34.6% |
935 |
ATR |
361 |
360 |
-1 |
-0.2% |
0 |
Volume |
12,663 |
15,637 |
2,974 |
23.5% |
128,364 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,537 |
23,323 |
22,603 |
|
R3 |
23,187 |
22,973 |
22,506 |
|
R2 |
22,837 |
22,837 |
22,474 |
|
R1 |
22,623 |
22,623 |
22,442 |
22,555 |
PP |
22,487 |
22,487 |
22,487 |
22,453 |
S1 |
22,273 |
22,273 |
22,378 |
22,205 |
S2 |
22,137 |
22,137 |
22,346 |
|
S3 |
21,787 |
21,923 |
22,314 |
|
S4 |
21,437 |
21,573 |
22,218 |
|
|
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 |
21,995 |
785 |
3.5% |
413 |
1.8% |
53% |
False |
False |
19,206 |
10 |
23,445 |
21,845 |
1,600 |
7.1% |
486 |
2.2% |
35% |
False |
False |
26,148 |
20 |
23,445 |
21,720 |
1,725 |
7.7% |
388 |
1.7% |
40% |
False |
False |
19,602 |
40 |
23,445 |
20,305 |
3,140 |
14.0% |
288 |
1.3% |
67% |
False |
False |
15,102 |
60 |
23,445 |
19,140 |
4,305 |
19.2% |
256 |
1.1% |
76% |
False |
False |
13,204 |
80 |
23,445 |
18,980 |
4,465 |
19.9% |
237 |
1.1% |
77% |
False |
False |
9,917 |
100 |
23,445 |
18,980 |
4,465 |
19.9% |
206 |
0.9% |
77% |
False |
False |
7,933 |
120 |
23,445 |
18,980 |
4,465 |
19.9% |
183 |
0.8% |
77% |
False |
False |
6,611 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,188 |
2.618 |
23,616 |
1.618 |
23,266 |
1.000 |
23,050 |
0.618 |
22,916 |
HIGH |
22,700 |
0.618 |
22,566 |
0.500 |
22,525 |
0.382 |
22,484 |
LOW |
22,350 |
0.618 |
22,134 |
1.000 |
22,000 |
1.618 |
21,784 |
2.618 |
21,434 |
4.250 |
20,863 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,525 |
22,443 |
PP |
22,487 |
22,432 |
S1 |
22,448 |
22,421 |
|