Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,318 |
23,398 |
80 |
0.3% |
23,397 |
High |
23,427 |
23,586 |
159 |
0.7% |
23,464 |
Low |
23,241 |
23,375 |
134 |
0.6% |
23,205 |
Close |
23,395 |
23,543 |
148 |
0.6% |
23,316 |
Range |
186 |
211 |
25 |
13.4% |
259 |
ATR |
146 |
150 |
5 |
3.2% |
0 |
Volume |
110,122 |
113,831 |
3,709 |
3.4% |
681,587 |
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,134 |
24,050 |
23,659 |
|
R3 |
23,923 |
23,839 |
23,601 |
|
R2 |
23,712 |
23,712 |
23,582 |
|
R1 |
23,628 |
23,628 |
23,562 |
23,670 |
PP |
23,501 |
23,501 |
23,501 |
23,523 |
S1 |
23,417 |
23,417 |
23,524 |
23,459 |
S2 |
23,290 |
23,290 |
23,504 |
|
S3 |
23,079 |
23,206 |
23,485 |
|
S4 |
22,868 |
22,995 |
23,427 |
|
|
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 |
23,586 |
23,205 |
381 |
1.6% |
183 |
0.8% |
89% |
True |
False |
130,349 |
10 |
23,586 |
23,205 |
381 |
1.6% |
171 |
0.7% |
89% |
True |
False |
133,991 |
20 |
23,586 |
23,203 |
383 |
1.6% |
149 |
0.6% |
89% |
True |
False |
127,974 |
40 |
23,586 |
22,208 |
1,378 |
5.9% |
130 |
0.6% |
97% |
True |
False |
108,726 |
60 |
23,586 |
21,555 |
2,031 |
8.6% |
126 |
0.5% |
98% |
True |
False |
97,768 |
80 |
23,586 |
21,540 |
2,046 |
8.7% |
125 |
0.5% |
98% |
True |
False |
73,388 |
100 |
23,586 |
21,188 |
2,398 |
10.2% |
124 |
0.5% |
98% |
True |
False |
58,720 |
120 |
23,586 |
21,033 |
2,553 |
10.8% |
120 |
0.5% |
98% |
True |
False |
48,940 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,483 |
2.618 |
24,139 |
1.618 |
23,928 |
1.000 |
23,797 |
0.618 |
23,717 |
HIGH |
23,586 |
0.618 |
23,506 |
0.500 |
23,481 |
0.382 |
23,456 |
LOW |
23,375 |
0.618 |
23,245 |
1.000 |
23,164 |
1.618 |
23,034 |
2.618 |
22,823 |
4.250 |
22,478 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,522 |
23,500 |
PP |
23,501 |
23,457 |
S1 |
23,481 |
23,414 |
|