Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
22,600 |
22,680 |
80 |
0.4% |
22,250 |
High |
22,805 |
22,970 |
165 |
0.7% |
22,700 |
Low |
22,525 |
22,520 |
-5 |
0.0% |
22,185 |
Close |
22,655 |
22,880 |
225 |
1.0% |
22,655 |
Range |
280 |
450 |
170 |
60.7% |
515 |
ATR |
343 |
351 |
8 |
2.2% |
0 |
Volume |
16,951 |
20,768 |
3,817 |
22.5% |
58,954 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,140 |
23,960 |
23,128 |
|
R3 |
23,690 |
23,510 |
23,004 |
|
R2 |
23,240 |
23,240 |
22,963 |
|
R1 |
23,060 |
23,060 |
22,921 |
23,150 |
PP |
22,790 |
22,790 |
22,790 |
22,835 |
S1 |
22,610 |
22,610 |
22,839 |
22,700 |
S2 |
22,340 |
22,340 |
22,798 |
|
S3 |
21,890 |
22,160 |
22,756 |
|
S4 |
21,440 |
21,710 |
22,633 |
|
|
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 |
22,970 |
22,325 |
645 |
2.8% |
327 |
1.4% |
86% |
True |
False |
15,728 |
10 |
22,970 |
21,995 |
975 |
4.3% |
370 |
1.6% |
91% |
True |
False |
17,467 |
20 |
23,445 |
21,845 |
1,600 |
7.0% |
392 |
1.7% |
65% |
False |
False |
20,180 |
40 |
23,445 |
20,605 |
2,840 |
12.4% |
312 |
1.4% |
80% |
False |
False |
16,022 |
60 |
23,445 |
19,140 |
4,305 |
18.8% |
267 |
1.2% |
87% |
False |
False |
13,713 |
80 |
23,445 |
18,980 |
4,465 |
19.5% |
253 |
1.1% |
87% |
False |
False |
10,899 |
100 |
23,445 |
18,980 |
4,465 |
19.5% |
216 |
0.9% |
87% |
False |
False |
8,720 |
120 |
23,445 |
18,980 |
4,465 |
19.5% |
195 |
0.9% |
87% |
False |
False |
7,266 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,883 |
2.618 |
24,148 |
1.618 |
23,698 |
1.000 |
23,420 |
0.618 |
23,248 |
HIGH |
22,970 |
0.618 |
22,798 |
0.500 |
22,745 |
0.382 |
22,692 |
LOW |
22,520 |
0.618 |
22,242 |
1.000 |
22,070 |
1.618 |
21,792 |
2.618 |
21,342 |
4.250 |
20,608 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
22,835 |
22,811 |
PP |
22,790 |
22,742 |
S1 |
22,745 |
22,673 |
|