Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,398 |
23,366 |
-32 |
-0.1% |
23,444 |
High |
23,424 |
23,366 |
-58 |
-0.2% |
23,557 |
Low |
23,231 |
23,205 |
-26 |
-0.1% |
23,260 |
Close |
23,375 |
23,262 |
-113 |
-0.5% |
23,382 |
Range |
193 |
161 |
-32 |
-16.6% |
297 |
ATR |
135 |
137 |
3 |
1.9% |
0 |
Volume |
143,451 |
166,036 |
22,585 |
15.7% |
641,476 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,761 |
23,672 |
23,351 |
|
R3 |
23,600 |
23,511 |
23,306 |
|
R2 |
23,439 |
23,439 |
23,292 |
|
R1 |
23,350 |
23,350 |
23,277 |
23,314 |
PP |
23,278 |
23,278 |
23,278 |
23,260 |
S1 |
23,189 |
23,189 |
23,247 |
23,153 |
S2 |
23,117 |
23,117 |
23,233 |
|
S3 |
22,956 |
23,028 |
23,218 |
|
S4 |
22,795 |
22,867 |
23,174 |
|
|
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 |
23,205 |
330 |
1.4% |
176 |
0.8% |
17% |
False |
True |
151,345 |
10 |
23,557 |
23,205 |
352 |
1.5% |
146 |
0.6% |
16% |
False |
True |
129,490 |
20 |
23,557 |
22,951 |
606 |
2.6% |
145 |
0.6% |
51% |
False |
False |
128,481 |
40 |
23,557 |
22,174 |
1,383 |
5.9% |
122 |
0.5% |
79% |
False |
False |
107,977 |
60 |
23,557 |
21,555 |
2,002 |
8.6% |
122 |
0.5% |
85% |
False |
False |
89,690 |
80 |
23,557 |
21,507 |
2,050 |
8.8% |
122 |
0.5% |
86% |
False |
False |
67,321 |
100 |
23,557 |
21,101 |
2,456 |
10.6% |
124 |
0.5% |
88% |
False |
False |
53,866 |
120 |
23,557 |
20,845 |
2,712 |
11.7% |
116 |
0.5% |
89% |
False |
False |
44,893 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,050 |
2.618 |
23,788 |
1.618 |
23,627 |
1.000 |
23,527 |
0.618 |
23,466 |
HIGH |
23,366 |
0.618 |
23,305 |
0.500 |
23,286 |
0.382 |
23,267 |
LOW |
23,205 |
0.618 |
23,106 |
1.000 |
23,044 |
1.618 |
22,945 |
2.618 |
22,784 |
4.250 |
22,521 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,286 |
23,317 |
PP |
23,278 |
23,299 |
S1 |
23,270 |
23,280 |
|