Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,260 |
23,416 |
156 |
0.7% |
23,397 |
High |
23,464 |
23,440 |
-24 |
-0.1% |
23,464 |
Low |
23,244 |
23,305 |
61 |
0.3% |
23,205 |
Close |
23,424 |
23,316 |
-108 |
-0.5% |
23,316 |
Range |
220 |
135 |
-85 |
-38.6% |
259 |
ATR |
143 |
142 |
-1 |
-0.4% |
0 |
Volume |
136,359 |
125,397 |
-10,962 |
-8.0% |
681,587 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,759 |
23,672 |
23,390 |
|
R3 |
23,624 |
23,537 |
23,353 |
|
R2 |
23,489 |
23,489 |
23,341 |
|
R1 |
23,402 |
23,402 |
23,329 |
23,378 |
PP |
23,354 |
23,354 |
23,354 |
23,342 |
S1 |
23,267 |
23,267 |
23,304 |
23,243 |
S2 |
23,219 |
23,219 |
23,291 |
|
S3 |
23,084 |
23,132 |
23,279 |
|
S4 |
22,949 |
22,997 |
23,242 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,105 |
23,970 |
23,459 |
|
R3 |
23,846 |
23,711 |
23,387 |
|
R2 |
23,587 |
23,587 |
23,364 |
|
R1 |
23,452 |
23,452 |
23,340 |
23,390 |
PP |
23,328 |
23,328 |
23,328 |
23,298 |
S1 |
23,193 |
23,193 |
23,292 |
23,131 |
S2 |
23,069 |
23,069 |
23,269 |
|
S3 |
22,810 |
22,934 |
23,245 |
|
S4 |
22,551 |
22,675 |
23,174 |
|
|
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% |
170 |
0.7% |
43% |
False |
False |
136,317 |
10 |
23,557 |
23,205 |
352 |
1.5% |
155 |
0.7% |
32% |
False |
False |
132,306 |
20 |
23,557 |
23,203 |
354 |
1.5% |
146 |
0.6% |
32% |
False |
False |
128,546 |
40 |
23,557 |
22,174 |
1,383 |
5.9% |
127 |
0.5% |
83% |
False |
False |
109,314 |
60 |
23,557 |
21,555 |
2,002 |
8.6% |
124 |
0.5% |
88% |
False |
False |
94,044 |
80 |
23,557 |
21,540 |
2,017 |
8.7% |
123 |
0.5% |
88% |
False |
False |
70,591 |
100 |
23,557 |
21,101 |
2,456 |
10.5% |
125 |
0.5% |
90% |
False |
False |
56,483 |
120 |
23,557 |
20,906 |
2,651 |
11.4% |
119 |
0.5% |
91% |
False |
False |
47,074 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,014 |
2.618 |
23,794 |
1.618 |
23,659 |
1.000 |
23,575 |
0.618 |
23,524 |
HIGH |
23,440 |
0.618 |
23,389 |
0.500 |
23,373 |
0.382 |
23,357 |
LOW |
23,305 |
0.618 |
23,222 |
1.000 |
23,170 |
1.618 |
23,087 |
2.618 |
22,952 |
4.250 |
22,731 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,373 |
23,335 |
PP |
23,354 |
23,328 |
S1 |
23,335 |
23,322 |
|