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 |
1,485.9 |
1,492.9 |
7.0 |
0.5% |
1,474.9 |
High |
1,498.8 |
1,504.4 |
5.6 |
0.4% |
1,498.8 |
Low |
1,480.1 |
1,486.3 |
6.2 |
0.4% |
1,453.1 |
Close |
1,492.9 |
1,504.0 |
11.1 |
0.7% |
1,492.9 |
Range |
18.7 |
18.1 |
-0.6 |
-3.2% |
45.7 |
ATR |
16.7 |
16.8 |
0.1 |
0.6% |
0.0 |
Volume |
27,389 |
23,360 |
-4,029 |
-14.7% |
154,230 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,552.5 |
1,546.3 |
1,514.0 |
|
R3 |
1,534.5 |
1,528.3 |
1,509.0 |
|
R2 |
1,516.3 |
1,516.3 |
1,507.3 |
|
R1 |
1,510.3 |
1,510.3 |
1,505.8 |
1,513.3 |
PP |
1,498.3 |
1,498.3 |
1,498.3 |
1,499.8 |
S1 |
1,492.0 |
1,492.0 |
1,502.3 |
1,495.3 |
S2 |
1,480.3 |
1,480.3 |
1,500.8 |
|
S3 |
1,462.0 |
1,474.0 |
1,499.0 |
|
S4 |
1,444.0 |
1,455.8 |
1,494.0 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,618.8 |
1,601.5 |
1,518.0 |
|
R3 |
1,573.0 |
1,555.8 |
1,505.5 |
|
R2 |
1,527.3 |
1,527.3 |
1,501.3 |
|
R1 |
1,510.0 |
1,510.0 |
1,497.0 |
1,518.8 |
PP |
1,481.5 |
1,481.5 |
1,481.5 |
1,486.0 |
S1 |
1,464.5 |
1,464.5 |
1,488.8 |
1,473.0 |
S2 |
1,436.0 |
1,436.0 |
1,484.5 |
|
S3 |
1,390.3 |
1,418.8 |
1,480.3 |
|
S4 |
1,344.5 |
1,373.0 |
1,467.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,504.4 |
1,453.1 |
51.3 |
3.4% |
18.5 |
1.2% |
99% |
True |
False |
30,447 |
10 |
1,504.4 |
1,453.1 |
51.3 |
3.4% |
18.3 |
1.2% |
99% |
True |
False |
36,318 |
20 |
1,516.5 |
1,453.1 |
63.4 |
4.2% |
17.8 |
1.2% |
80% |
False |
False |
36,892 |
40 |
1,518.0 |
1,451.3 |
66.7 |
4.4% |
15.3 |
1.0% |
79% |
False |
False |
37,587 |
60 |
1,518.0 |
1,369.3 |
148.7 |
9.9% |
14.3 |
0.9% |
91% |
False |
False |
36,333 |
80 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
13.5 |
0.9% |
92% |
False |
False |
27,258 |
100 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
12.3 |
0.8% |
92% |
False |
False |
21,815 |
120 |
1,518.0 |
1,349.1 |
168.9 |
11.2% |
11.0 |
0.7% |
92% |
False |
False |
18,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,581.3 |
2.618 |
1,551.8 |
1.618 |
1,533.8 |
1.000 |
1,522.5 |
0.618 |
1,515.5 |
HIGH |
1,504.5 |
0.618 |
1,497.5 |
0.500 |
1,495.3 |
0.382 |
1,493.3 |
LOW |
1,486.3 |
0.618 |
1,475.0 |
1.000 |
1,468.3 |
1.618 |
1,457.0 |
2.618 |
1,439.0 |
4.250 |
1,409.5 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,501.0 |
1,497.5 |
PP |
1,498.3 |
1,491.3 |
S1 |
1,495.3 |
1,484.8 |
|