Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,291.1 |
1,279.2 |
-11.9 |
-0.9% |
1,274.7 |
High |
1,291.6 |
1,284.2 |
-7.4 |
-0.6% |
1,293.8 |
Low |
1,277.9 |
1,278.9 |
1.0 |
0.1% |
1,270.9 |
Close |
1,278.5 |
1,283.3 |
4.8 |
0.4% |
1,278.5 |
Range |
13.7 |
5.3 |
-8.4 |
-61.3% |
22.9 |
ATR |
12.6 |
12.1 |
-0.5 |
-3.9% |
0.0 |
Volume |
36,010 |
22,805 |
-13,205 |
-36.7% |
124,089 |
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,298.0 |
1,296.0 |
1,286.2 |
|
R3 |
1,292.7 |
1,290.7 |
1,284.8 |
|
R2 |
1,287.4 |
1,287.4 |
1,284.3 |
|
R1 |
1,285.4 |
1,285.4 |
1,283.8 |
1,286.4 |
PP |
1,282.1 |
1,282.1 |
1,282.1 |
1,282.7 |
S1 |
1,280.1 |
1,280.1 |
1,282.8 |
1,281.1 |
S2 |
1,276.8 |
1,276.8 |
1,282.3 |
|
S3 |
1,271.5 |
1,274.8 |
1,281.8 |
|
S4 |
1,266.2 |
1,269.5 |
1,280.4 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,349.8 |
1,337.0 |
1,291.1 |
|
R3 |
1,326.9 |
1,314.1 |
1,284.8 |
|
R2 |
1,304.0 |
1,304.0 |
1,282.7 |
|
R1 |
1,291.2 |
1,291.2 |
1,280.6 |
1,297.6 |
PP |
1,281.1 |
1,281.1 |
1,281.1 |
1,284.3 |
S1 |
1,268.3 |
1,268.3 |
1,276.4 |
1,274.7 |
S2 |
1,258.2 |
1,258.2 |
1,274.3 |
|
S3 |
1,235.3 |
1,245.4 |
1,272.2 |
|
S4 |
1,212.4 |
1,222.5 |
1,265.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,293.8 |
1,276.7 |
17.1 |
1.3% |
9.9 |
0.8% |
39% |
False |
False |
25,822 |
10 |
1,293.8 |
1,270.1 |
23.7 |
1.8% |
11.5 |
0.9% |
56% |
False |
False |
19,766 |
20 |
1,302.4 |
1,268.1 |
34.3 |
2.7% |
11.8 |
0.9% |
44% |
False |
False |
13,779 |
40 |
1,323.5 |
1,267.0 |
56.5 |
4.4% |
12.3 |
1.0% |
29% |
False |
False |
9,361 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.7 |
1.0% |
16% |
False |
False |
7,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,306.7 |
2.618 |
1,298.1 |
1.618 |
1,292.8 |
1.000 |
1,289.5 |
0.618 |
1,287.5 |
HIGH |
1,284.2 |
0.618 |
1,282.2 |
0.500 |
1,281.6 |
0.382 |
1,280.9 |
LOW |
1,278.9 |
0.618 |
1,275.6 |
1.000 |
1,273.6 |
1.618 |
1,270.3 |
2.618 |
1,265.0 |
4.250 |
1,256.4 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,282.7 |
1,285.9 |
PP |
1,282.1 |
1,285.0 |
S1 |
1,281.6 |
1,284.2 |
|