Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,397 |
23,398 |
1 |
0.0% |
23,444 |
High |
23,429 |
23,424 |
-5 |
0.0% |
23,557 |
Low |
23,288 |
23,231 |
-57 |
-0.2% |
23,260 |
Close |
23,406 |
23,375 |
-31 |
-0.1% |
23,382 |
Range |
141 |
193 |
52 |
36.9% |
297 |
ATR |
130 |
135 |
4 |
3.5% |
0 |
Volume |
110,344 |
143,451 |
33,107 |
30.0% |
641,476 |
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,922 |
23,842 |
23,481 |
|
R3 |
23,729 |
23,649 |
23,428 |
|
R2 |
23,536 |
23,536 |
23,411 |
|
R1 |
23,456 |
23,456 |
23,393 |
23,400 |
PP |
23,343 |
23,343 |
23,343 |
23,315 |
S1 |
23,263 |
23,263 |
23,357 |
23,207 |
S2 |
23,150 |
23,150 |
23,340 |
|
S3 |
22,957 |
23,070 |
23,322 |
|
S4 |
22,764 |
22,877 |
23,269 |
|
|
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 |
23,535 |
23,231 |
304 |
1.3% |
158 |
0.7% |
47% |
False |
True |
137,633 |
10 |
23,557 |
23,231 |
326 |
1.4% |
144 |
0.6% |
44% |
False |
True |
126,431 |
20 |
23,557 |
22,951 |
606 |
2.6% |
146 |
0.6% |
70% |
False |
False |
124,461 |
40 |
23,557 |
22,174 |
1,383 |
5.9% |
121 |
0.5% |
87% |
False |
False |
106,796 |
60 |
23,557 |
21,555 |
2,002 |
8.6% |
122 |
0.5% |
91% |
False |
False |
86,935 |
80 |
23,557 |
21,446 |
2,111 |
9.0% |
122 |
0.5% |
91% |
False |
False |
65,246 |
100 |
23,557 |
21,101 |
2,456 |
10.5% |
124 |
0.5% |
93% |
False |
False |
52,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,244 |
2.618 |
23,929 |
1.618 |
23,736 |
1.000 |
23,617 |
0.618 |
23,543 |
HIGH |
23,424 |
0.618 |
23,350 |
0.500 |
23,328 |
0.382 |
23,305 |
LOW |
23,231 |
0.618 |
23,112 |
1.000 |
23,038 |
1.618 |
22,919 |
2.618 |
22,726 |
4.250 |
22,411 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,359 |
23,363 |
PP |
23,343 |
23,351 |
S1 |
23,328 |
23,339 |
|