Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,285.0 |
1,282.8 |
-2.2 |
-0.2% |
1,274.7 |
High |
1,294.3 |
1,286.1 |
-8.2 |
-0.6% |
1,293.8 |
Low |
1,280.9 |
1,279.3 |
-1.6 |
-0.1% |
1,270.9 |
Close |
1,282.1 |
1,282.6 |
0.5 |
0.0% |
1,278.5 |
Range |
13.4 |
6.8 |
-6.6 |
-49.3% |
22.9 |
ATR |
12.3 |
11.9 |
-0.4 |
-3.2% |
0.0 |
Volume |
28,686 |
17,919 |
-10,767 |
-37.5% |
124,089 |
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.1 |
1,299.6 |
1,286.3 |
|
R3 |
1,296.3 |
1,292.8 |
1,284.5 |
|
R2 |
1,289.5 |
1,289.5 |
1,283.8 |
|
R1 |
1,286.0 |
1,286.0 |
1,283.2 |
1,284.4 |
PP |
1,282.7 |
1,282.7 |
1,282.7 |
1,281.8 |
S1 |
1,279.2 |
1,279.2 |
1,282.0 |
1,277.6 |
S2 |
1,275.9 |
1,275.9 |
1,281.4 |
|
S3 |
1,269.1 |
1,272.4 |
1,280.7 |
|
S4 |
1,262.3 |
1,265.6 |
1,278.9 |
|
|
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% |
10.6 |
0.8% |
41% |
False |
False |
25,695 |
10 |
1,294.3 |
1,270.1 |
24.2 |
1.9% |
11.6 |
0.9% |
52% |
False |
False |
22,930 |
20 |
1,296.5 |
1,268.1 |
28.4 |
2.2% |
11.5 |
0.9% |
51% |
False |
False |
15,597 |
40 |
1,321.1 |
1,267.0 |
54.1 |
4.2% |
12.1 |
0.9% |
29% |
False |
False |
10,569 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
16% |
False |
False |
8,629 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,315.0 |
2.618 |
1,303.9 |
1.618 |
1,297.1 |
1.000 |
1,292.9 |
0.618 |
1,290.3 |
HIGH |
1,286.1 |
0.618 |
1,283.5 |
0.500 |
1,282.7 |
0.382 |
1,281.9 |
LOW |
1,279.3 |
0.618 |
1,275.1 |
1.000 |
1,272.5 |
1.618 |
1,268.3 |
2.618 |
1,261.5 |
4.250 |
1,250.4 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,282.7 |
1,284.4 |
PP |
1,282.7 |
1,283.8 |
S1 |
1,282.6 |
1,283.2 |
|