Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,282.7 |
1,300.0 |
17.3 |
1.3% |
1,279.2 |
High |
1,301.7 |
1,300.0 |
-1.7 |
-0.1% |
1,301.7 |
Low |
1,282.6 |
1,278.5 |
-4.1 |
-0.3% |
1,274.4 |
Close |
1,300.9 |
1,279.7 |
-21.2 |
-1.6% |
1,300.9 |
Range |
19.1 |
21.5 |
2.4 |
12.6% |
27.3 |
ATR |
12.4 |
13.1 |
0.7 |
5.7% |
0.0 |
Volume |
35,513 |
38,997 |
3,484 |
9.8% |
127,979 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,350.6 |
1,336.6 |
1,291.5 |
|
R3 |
1,329.1 |
1,315.1 |
1,285.6 |
|
R2 |
1,307.6 |
1,307.6 |
1,283.6 |
|
R1 |
1,293.6 |
1,293.6 |
1,281.7 |
1,289.9 |
PP |
1,286.1 |
1,286.1 |
1,286.1 |
1,284.2 |
S1 |
1,272.1 |
1,272.1 |
1,277.7 |
1,268.4 |
S2 |
1,264.6 |
1,264.6 |
1,275.8 |
|
S3 |
1,243.1 |
1,250.6 |
1,273.8 |
|
S4 |
1,221.6 |
1,229.1 |
1,267.9 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,374.2 |
1,364.9 |
1,315.9 |
|
R3 |
1,346.9 |
1,337.6 |
1,308.4 |
|
R2 |
1,319.6 |
1,319.6 |
1,305.9 |
|
R1 |
1,310.3 |
1,310.3 |
1,303.4 |
1,315.0 |
PP |
1,292.3 |
1,292.3 |
1,292.3 |
1,294.7 |
S1 |
1,283.0 |
1,283.0 |
1,298.4 |
1,287.7 |
S2 |
1,265.0 |
1,265.0 |
1,295.9 |
|
S3 |
1,237.7 |
1,255.7 |
1,293.4 |
|
S4 |
1,210.4 |
1,228.4 |
1,285.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,301.7 |
1,274.4 |
27.3 |
2.1% |
14.9 |
1.2% |
19% |
False |
False |
28,834 |
10 |
1,301.7 |
1,274.4 |
27.3 |
2.1% |
12.4 |
1.0% |
19% |
False |
False |
27,328 |
20 |
1,301.7 |
1,268.1 |
33.6 |
2.6% |
12.3 |
1.0% |
35% |
False |
False |
18,611 |
40 |
1,321.1 |
1,267.0 |
54.1 |
4.2% |
12.3 |
1.0% |
23% |
False |
False |
12,272 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
13.1 |
1.0% |
13% |
False |
False |
9,847 |
80 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.6 |
1.0% |
18% |
False |
False |
7,730 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,391.4 |
2.618 |
1,356.3 |
1.618 |
1,334.8 |
1.000 |
1,321.5 |
0.618 |
1,313.3 |
HIGH |
1,300.0 |
0.618 |
1,291.8 |
0.500 |
1,289.3 |
0.382 |
1,286.7 |
LOW |
1,278.5 |
0.618 |
1,265.2 |
1.000 |
1,257.0 |
1.618 |
1,243.7 |
2.618 |
1,222.2 |
4.250 |
1,187.1 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,289.3 |
1,290.1 |
PP |
1,286.1 |
1,286.6 |
S1 |
1,282.9 |
1,283.2 |
|