Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.9 |
1,285.0 |
2.1 |
0.2% |
1,274.7 |
High |
1,288.1 |
1,294.3 |
6.2 |
0.5% |
1,293.8 |
Low |
1,274.4 |
1,280.9 |
6.5 |
0.5% |
1,270.9 |
Close |
1,287.3 |
1,282.1 |
-5.2 |
-0.4% |
1,278.5 |
Range |
13.7 |
13.4 |
-0.3 |
-2.2% |
22.9 |
ATR |
12.2 |
12.3 |
0.1 |
0.7% |
0.0 |
Volume |
23,056 |
28,686 |
5,630 |
24.4% |
124,089 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,326.0 |
1,317.4 |
1,289.5 |
|
R3 |
1,312.6 |
1,304.0 |
1,285.8 |
|
R2 |
1,299.2 |
1,299.2 |
1,284.6 |
|
R1 |
1,290.6 |
1,290.6 |
1,283.3 |
1,288.2 |
PP |
1,285.8 |
1,285.8 |
1,285.8 |
1,284.6 |
S1 |
1,277.2 |
1,277.2 |
1,280.9 |
1,274.8 |
S2 |
1,272.4 |
1,272.4 |
1,279.6 |
|
S3 |
1,259.0 |
1,263.8 |
1,278.4 |
|
S4 |
1,245.6 |
1,250.4 |
1,274.7 |
|
|
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 |
1,294.3 |
1,274.4 |
19.9 |
1.6% |
11.0 |
0.9% |
39% |
True |
False |
27,578 |
10 |
1,294.3 |
1,270.1 |
24.2 |
1.9% |
12.0 |
0.9% |
50% |
True |
False |
22,137 |
20 |
1,296.5 |
1,268.1 |
28.4 |
2.2% |
11.8 |
0.9% |
49% |
False |
False |
15,839 |
40 |
1,321.1 |
1,267.0 |
54.1 |
4.2% |
12.3 |
1.0% |
28% |
False |
False |
10,354 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
15% |
False |
False |
8,348 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,351.3 |
2.618 |
1,329.4 |
1.618 |
1,316.0 |
1.000 |
1,307.7 |
0.618 |
1,302.6 |
HIGH |
1,294.3 |
0.618 |
1,289.2 |
0.500 |
1,287.6 |
0.382 |
1,286.0 |
LOW |
1,280.9 |
0.618 |
1,272.6 |
1.000 |
1,267.5 |
1.618 |
1,259.2 |
2.618 |
1,245.8 |
4.250 |
1,224.0 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,287.6 |
1,284.4 |
PP |
1,285.8 |
1,283.6 |
S1 |
1,283.9 |
1,282.9 |
|