Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,398 |
23,550 |
152 |
0.6% |
23,397 |
High |
23,586 |
23,599 |
13 |
0.1% |
23,464 |
Low |
23,375 |
23,476 |
101 |
0.4% |
23,205 |
Close |
23,543 |
23,485 |
-58 |
-0.2% |
23,316 |
Range |
211 |
123 |
-88 |
-41.7% |
259 |
ATR |
150 |
148 |
-2 |
-1.3% |
0 |
Volume |
113,831 |
93,770 |
-20,061 |
-17.6% |
681,587 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,889 |
23,810 |
23,553 |
|
R3 |
23,766 |
23,687 |
23,519 |
|
R2 |
23,643 |
23,643 |
23,508 |
|
R1 |
23,564 |
23,564 |
23,496 |
23,542 |
PP |
23,520 |
23,520 |
23,520 |
23,509 |
S1 |
23,441 |
23,441 |
23,474 |
23,419 |
S2 |
23,397 |
23,397 |
23,463 |
|
S3 |
23,274 |
23,318 |
23,451 |
|
S4 |
23,151 |
23,195 |
23,417 |
|
|
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 |
23,599 |
23,241 |
358 |
1.5% |
175 |
0.7% |
68% |
True |
False |
115,895 |
10 |
23,599 |
23,205 |
394 |
1.7% |
176 |
0.7% |
71% |
True |
False |
133,620 |
20 |
23,599 |
23,205 |
394 |
1.7% |
145 |
0.6% |
71% |
True |
False |
123,200 |
40 |
23,599 |
22,237 |
1,362 |
5.8% |
130 |
0.6% |
92% |
True |
False |
108,185 |
60 |
23,599 |
21,661 |
1,938 |
8.3% |
124 |
0.5% |
94% |
True |
False |
99,321 |
80 |
23,599 |
21,540 |
2,059 |
8.8% |
126 |
0.5% |
94% |
True |
False |
74,559 |
100 |
23,599 |
21,188 |
2,411 |
10.3% |
124 |
0.5% |
95% |
True |
False |
59,658 |
120 |
23,599 |
21,033 |
2,566 |
10.9% |
121 |
0.5% |
96% |
True |
False |
49,722 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,122 |
2.618 |
23,921 |
1.618 |
23,798 |
1.000 |
23,722 |
0.618 |
23,675 |
HIGH |
23,599 |
0.618 |
23,552 |
0.500 |
23,538 |
0.382 |
23,523 |
LOW |
23,476 |
0.618 |
23,400 |
1.000 |
23,353 |
1.618 |
23,277 |
2.618 |
23,154 |
4.250 |
22,953 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,538 |
23,463 |
PP |
23,520 |
23,442 |
S1 |
23,503 |
23,420 |
|