Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,485 |
23,515 |
30 |
0.1% |
23,318 |
High |
23,569 |
23,616 |
47 |
0.2% |
23,599 |
Low |
23,432 |
23,475 |
43 |
0.2% |
23,241 |
Close |
23,517 |
23,562 |
45 |
0.2% |
23,517 |
Range |
137 |
141 |
4 |
2.9% |
358 |
ATR |
147 |
147 |
0 |
-0.3% |
0 |
Volume |
74,052 |
101,427 |
27,375 |
37.0% |
391,775 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,974 |
23,909 |
23,640 |
|
R3 |
23,833 |
23,768 |
23,601 |
|
R2 |
23,692 |
23,692 |
23,588 |
|
R1 |
23,627 |
23,627 |
23,575 |
23,660 |
PP |
23,551 |
23,551 |
23,551 |
23,567 |
S1 |
23,486 |
23,486 |
23,549 |
23,519 |
S2 |
23,410 |
23,410 |
23,536 |
|
S3 |
23,269 |
23,345 |
23,523 |
|
S4 |
23,128 |
23,204 |
23,485 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,526 |
24,380 |
23,714 |
|
R3 |
24,168 |
24,022 |
23,616 |
|
R2 |
23,810 |
23,810 |
23,583 |
|
R1 |
23,664 |
23,664 |
23,550 |
23,737 |
PP |
23,452 |
23,452 |
23,452 |
23,489 |
S1 |
23,306 |
23,306 |
23,484 |
23,379 |
S2 |
23,094 |
23,094 |
23,451 |
|
S3 |
22,736 |
22,948 |
23,419 |
|
S4 |
22,378 |
22,590 |
23,320 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,616 |
23,241 |
375 |
1.6% |
160 |
0.7% |
86% |
True |
False |
98,640 |
10 |
23,616 |
23,205 |
411 |
1.7% |
165 |
0.7% |
87% |
True |
False |
117,478 |
20 |
23,616 |
23,205 |
411 |
1.7% |
148 |
0.6% |
87% |
True |
False |
119,391 |
40 |
23,616 |
22,347 |
1,269 |
5.4% |
133 |
0.6% |
96% |
True |
False |
108,151 |
60 |
23,616 |
21,661 |
1,955 |
8.3% |
125 |
0.5% |
97% |
True |
False |
102,225 |
80 |
23,616 |
21,540 |
2,076 |
8.8% |
127 |
0.5% |
97% |
True |
False |
76,750 |
100 |
23,616 |
21,188 |
2,428 |
10.3% |
124 |
0.5% |
98% |
True |
False |
61,412 |
120 |
23,616 |
21,057 |
2,559 |
10.9% |
123 |
0.5% |
98% |
True |
False |
51,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,215 |
2.618 |
23,985 |
1.618 |
23,844 |
1.000 |
23,757 |
0.618 |
23,703 |
HIGH |
23,616 |
0.618 |
23,562 |
0.500 |
23,546 |
0.382 |
23,529 |
LOW |
23,475 |
0.618 |
23,388 |
1.000 |
23,334 |
1.618 |
23,247 |
2.618 |
23,106 |
4.250 |
22,876 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,557 |
23,549 |
PP |
23,551 |
23,537 |
S1 |
23,546 |
23,524 |
|