Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,366 |
23,260 |
-106 |
-0.5% |
23,444 |
High |
23,366 |
23,464 |
98 |
0.4% |
23,557 |
Low |
23,205 |
23,244 |
39 |
0.2% |
23,260 |
Close |
23,262 |
23,424 |
162 |
0.7% |
23,382 |
Range |
161 |
220 |
59 |
36.6% |
297 |
ATR |
137 |
143 |
6 |
4.3% |
0 |
Volume |
166,036 |
136,359 |
-29,677 |
-17.9% |
641,476 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,037 |
23,951 |
23,545 |
|
R3 |
23,817 |
23,731 |
23,485 |
|
R2 |
23,597 |
23,597 |
23,464 |
|
R1 |
23,511 |
23,511 |
23,444 |
23,554 |
PP |
23,377 |
23,377 |
23,377 |
23,399 |
S1 |
23,291 |
23,291 |
23,404 |
23,334 |
S2 |
23,157 |
23,157 |
23,384 |
|
S3 |
22,937 |
23,071 |
23,364 |
|
S4 |
22,717 |
22,851 |
23,303 |
|
|
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 |
23,464 |
23,205 |
259 |
1.1% |
165 |
0.7% |
85% |
True |
False |
134,026 |
10 |
23,557 |
23,205 |
352 |
1.5% |
149 |
0.6% |
62% |
False |
False |
129,558 |
20 |
23,557 |
23,106 |
451 |
1.9% |
148 |
0.6% |
71% |
False |
False |
128,356 |
40 |
23,557 |
22,174 |
1,383 |
5.9% |
125 |
0.5% |
90% |
False |
False |
108,981 |
60 |
23,557 |
21,555 |
2,002 |
8.5% |
123 |
0.5% |
93% |
False |
False |
91,958 |
80 |
23,557 |
21,540 |
2,017 |
8.6% |
123 |
0.5% |
93% |
False |
False |
69,024 |
100 |
23,557 |
21,101 |
2,456 |
10.5% |
125 |
0.5% |
95% |
False |
False |
55,230 |
120 |
23,557 |
20,845 |
2,712 |
11.6% |
118 |
0.5% |
95% |
False |
False |
46,029 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,399 |
2.618 |
24,040 |
1.618 |
23,820 |
1.000 |
23,684 |
0.618 |
23,600 |
HIGH |
23,464 |
0.618 |
23,380 |
0.500 |
23,354 |
0.382 |
23,328 |
LOW |
23,244 |
0.618 |
23,108 |
1.000 |
23,024 |
1.618 |
22,888 |
2.618 |
22,668 |
4.250 |
22,309 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,401 |
23,394 |
PP |
23,377 |
23,364 |
S1 |
23,354 |
23,335 |
|