Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,515 |
23,563 |
48 |
0.2% |
23,318 |
High |
23,616 |
23,827 |
211 |
0.9% |
23,599 |
Low |
23,475 |
23,522 |
47 |
0.2% |
23,241 |
Close |
23,562 |
23,811 |
249 |
1.1% |
23,517 |
Range |
141 |
305 |
164 |
116.3% |
358 |
ATR |
147 |
158 |
11 |
7.7% |
0 |
Volume |
101,427 |
143,563 |
42,136 |
41.5% |
391,775 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,635 |
24,528 |
23,979 |
|
R3 |
24,330 |
24,223 |
23,895 |
|
R2 |
24,025 |
24,025 |
23,867 |
|
R1 |
23,918 |
23,918 |
23,839 |
23,972 |
PP |
23,720 |
23,720 |
23,720 |
23,747 |
S1 |
23,613 |
23,613 |
23,783 |
23,667 |
S2 |
23,415 |
23,415 |
23,755 |
|
S3 |
23,110 |
23,308 |
23,727 |
|
S4 |
22,805 |
23,003 |
23,643 |
|
|
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 |
23,827 |
23,375 |
452 |
1.9% |
184 |
0.8% |
96% |
True |
False |
105,328 |
10 |
23,827 |
23,205 |
622 |
2.6% |
181 |
0.8% |
97% |
True |
False |
120,800 |
20 |
23,827 |
23,205 |
622 |
2.6% |
157 |
0.7% |
97% |
True |
False |
120,701 |
40 |
23,827 |
22,500 |
1,327 |
5.6% |
136 |
0.6% |
99% |
True |
False |
109,133 |
60 |
23,827 |
21,661 |
2,166 |
9.1% |
129 |
0.5% |
99% |
True |
False |
104,604 |
80 |
23,827 |
21,540 |
2,287 |
9.6% |
130 |
0.5% |
99% |
True |
False |
78,543 |
100 |
23,827 |
21,188 |
2,639 |
11.1% |
126 |
0.5% |
99% |
True |
False |
62,847 |
120 |
23,827 |
21,057 |
2,770 |
11.6% |
125 |
0.5% |
99% |
True |
False |
52,380 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
25,123 |
2.618 |
24,626 |
1.618 |
24,321 |
1.000 |
24,132 |
0.618 |
24,016 |
HIGH |
23,827 |
0.618 |
23,711 |
0.500 |
23,675 |
0.382 |
23,639 |
LOW |
23,522 |
0.618 |
23,334 |
1.000 |
23,217 |
1.618 |
23,029 |
2.618 |
22,724 |
4.250 |
22,226 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,766 |
23,751 |
PP |
23,720 |
23,690 |
S1 |
23,675 |
23,630 |
|