Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,403 |
23,397 |
-6 |
0.0% |
23,444 |
High |
23,447 |
23,429 |
-18 |
-0.1% |
23,557 |
Low |
23,338 |
23,288 |
-50 |
-0.2% |
23,260 |
Close |
23,382 |
23,406 |
24 |
0.1% |
23,382 |
Range |
109 |
141 |
32 |
29.4% |
297 |
ATR |
129 |
130 |
1 |
0.7% |
0 |
Volume |
113,940 |
110,344 |
-3,596 |
-3.2% |
641,476 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,797 |
23,743 |
23,484 |
|
R3 |
23,656 |
23,602 |
23,445 |
|
R2 |
23,515 |
23,515 |
23,432 |
|
R1 |
23,461 |
23,461 |
23,419 |
23,488 |
PP |
23,374 |
23,374 |
23,374 |
23,388 |
S1 |
23,320 |
23,320 |
23,393 |
23,347 |
S2 |
23,233 |
23,233 |
23,380 |
|
S3 |
23,092 |
23,179 |
23,367 |
|
S4 |
22,951 |
23,038 |
23,329 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,291 |
24,133 |
23,545 |
|
R3 |
23,994 |
23,836 |
23,464 |
|
R2 |
23,697 |
23,697 |
23,437 |
|
R1 |
23,539 |
23,539 |
23,409 |
23,470 |
PP |
23,400 |
23,400 |
23,400 |
23,365 |
S1 |
23,242 |
23,242 |
23,355 |
23,173 |
S2 |
23,103 |
23,103 |
23,328 |
|
S3 |
22,806 |
22,945 |
23,300 |
|
S4 |
22,509 |
22,648 |
23,219 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,557 |
23,260 |
297 |
1.3% |
148 |
0.6% |
49% |
False |
False |
132,310 |
10 |
23,557 |
23,260 |
297 |
1.3% |
133 |
0.6% |
49% |
False |
False |
120,601 |
20 |
23,557 |
22,886 |
671 |
2.9% |
140 |
0.6% |
77% |
False |
False |
121,151 |
40 |
23,557 |
22,174 |
1,383 |
5.9% |
117 |
0.5% |
89% |
False |
False |
105,322 |
60 |
23,557 |
21,540 |
2,017 |
8.6% |
121 |
0.5% |
93% |
False |
False |
84,548 |
80 |
23,557 |
21,406 |
2,151 |
9.2% |
120 |
0.5% |
93% |
False |
False |
63,453 |
100 |
23,557 |
21,101 |
2,456 |
10.5% |
123 |
0.5% |
94% |
False |
False |
50,772 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,028 |
2.618 |
23,798 |
1.618 |
23,657 |
1.000 |
23,570 |
0.618 |
23,516 |
HIGH |
23,429 |
0.618 |
23,375 |
0.500 |
23,359 |
0.382 |
23,342 |
LOW |
23,288 |
0.618 |
23,201 |
1.000 |
23,147 |
1.618 |
23,060 |
2.618 |
22,919 |
4.250 |
22,689 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,390 |
23,403 |
PP |
23,374 |
23,400 |
S1 |
23,359 |
23,398 |
|