Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,390 |
22,675 |
285 |
1.3% |
22,250 |
High |
22,670 |
22,710 |
40 |
0.2% |
22,700 |
Low |
22,325 |
22,425 |
100 |
0.4% |
22,185 |
Close |
22,655 |
22,480 |
-175 |
-0.8% |
22,655 |
Range |
345 |
285 |
-60 |
-17.4% |
515 |
ATR |
359 |
354 |
-5 |
-1.5% |
0 |
Volume |
14,139 |
13,268 |
-871 |
-6.2% |
58,954 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,393 |
23,222 |
22,637 |
|
R3 |
23,108 |
22,937 |
22,559 |
|
R2 |
22,823 |
22,823 |
22,532 |
|
R1 |
22,652 |
22,652 |
22,506 |
22,595 |
PP |
22,538 |
22,538 |
22,538 |
22,510 |
S1 |
22,367 |
22,367 |
22,454 |
22,310 |
S2 |
22,253 |
22,253 |
22,428 |
|
S3 |
21,968 |
22,082 |
22,402 |
|
S4 |
21,683 |
21,797 |
22,323 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,058 |
23,872 |
22,938 |
|
R3 |
23,543 |
23,357 |
22,797 |
|
R2 |
23,028 |
23,028 |
22,750 |
|
R1 |
22,842 |
22,842 |
22,702 |
22,935 |
PP |
22,513 |
22,513 |
22,513 |
22,560 |
S1 |
22,327 |
22,327 |
22,608 |
22,420 |
S2 |
21,998 |
21,998 |
22,561 |
|
S3 |
21,483 |
21,812 |
22,514 |
|
S4 |
20,968 |
21,297 |
22,372 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
22,710 |
22,185 |
525 |
2.3% |
314 |
1.4% |
56% |
True |
False |
14,444 |
10 |
22,780 |
21,845 |
935 |
4.2% |
399 |
1.8% |
68% |
False |
False |
20,058 |
20 |
23,445 |
21,845 |
1,600 |
7.1% |
396 |
1.8% |
40% |
False |
False |
19,725 |
40 |
23,445 |
20,365 |
3,080 |
13.7% |
299 |
1.3% |
69% |
False |
False |
15,411 |
60 |
23,445 |
19,140 |
4,305 |
19.2% |
262 |
1.2% |
78% |
False |
False |
13,599 |
80 |
23,445 |
18,980 |
4,465 |
19.9% |
244 |
1.1% |
78% |
False |
False |
10,259 |
100 |
23,445 |
18,980 |
4,465 |
19.9% |
208 |
0.9% |
78% |
False |
False |
8,207 |
120 |
23,445 |
18,980 |
4,465 |
19.9% |
188 |
0.8% |
78% |
False |
False |
6,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,921 |
2.618 |
23,456 |
1.618 |
23,171 |
1.000 |
22,995 |
0.618 |
22,886 |
HIGH |
22,710 |
0.618 |
22,601 |
0.500 |
22,568 |
0.382 |
22,534 |
LOW |
22,425 |
0.618 |
22,249 |
1.000 |
22,140 |
1.618 |
21,964 |
2.618 |
21,679 |
4.250 |
21,214 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,568 |
22,518 |
PP |
22,538 |
22,505 |
S1 |
22,509 |
22,493 |
|