Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,416 |
23,318 |
-98 |
-0.4% |
23,397 |
High |
23,440 |
23,427 |
-13 |
-0.1% |
23,464 |
Low |
23,305 |
23,241 |
-64 |
-0.3% |
23,205 |
Close |
23,316 |
23,395 |
79 |
0.3% |
23,316 |
Range |
135 |
186 |
51 |
37.8% |
259 |
ATR |
142 |
146 |
3 |
2.2% |
0 |
Volume |
125,397 |
110,122 |
-15,275 |
-12.2% |
681,587 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,912 |
23,840 |
23,497 |
|
R3 |
23,726 |
23,654 |
23,446 |
|
R2 |
23,540 |
23,540 |
23,429 |
|
R1 |
23,468 |
23,468 |
23,412 |
23,504 |
PP |
23,354 |
23,354 |
23,354 |
23,373 |
S1 |
23,282 |
23,282 |
23,378 |
23,318 |
S2 |
23,168 |
23,168 |
23,361 |
|
S3 |
22,982 |
23,096 |
23,344 |
|
S4 |
22,796 |
22,910 |
23,293 |
|
|
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% |
179 |
0.8% |
73% |
False |
False |
136,273 |
10 |
23,557 |
23,205 |
352 |
1.5% |
164 |
0.7% |
54% |
False |
False |
134,291 |
20 |
23,557 |
23,203 |
354 |
1.5% |
150 |
0.6% |
54% |
False |
False |
128,890 |
40 |
23,557 |
22,208 |
1,349 |
5.8% |
127 |
0.5% |
88% |
False |
False |
108,443 |
60 |
23,557 |
21,555 |
2,002 |
8.6% |
125 |
0.5% |
92% |
False |
False |
95,875 |
80 |
23,557 |
21,540 |
2,017 |
8.6% |
124 |
0.5% |
92% |
False |
False |
71,966 |
100 |
23,557 |
21,188 |
2,369 |
10.1% |
123 |
0.5% |
93% |
False |
False |
57,584 |
120 |
23,557 |
21,031 |
2,526 |
10.8% |
119 |
0.5% |
94% |
False |
False |
47,992 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,218 |
2.618 |
23,914 |
1.618 |
23,728 |
1.000 |
23,613 |
0.618 |
23,542 |
HIGH |
23,427 |
0.618 |
23,356 |
0.500 |
23,334 |
0.382 |
23,312 |
LOW |
23,241 |
0.618 |
23,126 |
1.000 |
23,055 |
1.618 |
22,940 |
2.618 |
22,754 |
4.250 |
22,451 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,375 |
23,381 |
PP |
23,354 |
23,367 |
S1 |
23,334 |
23,353 |
|