Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,284.8 |
1,296.1 |
11.3 |
0.9% |
1,300.0 |
High |
1,299.0 |
1,297.6 |
-1.4 |
-0.1% |
1,300.0 |
Low |
1,283.1 |
1,289.5 |
6.4 |
0.5% |
1,278.5 |
Close |
1,296.8 |
1,291.8 |
-5.0 |
-0.4% |
1,291.8 |
Range |
15.9 |
8.1 |
-7.8 |
-49.1% |
21.5 |
ATR |
13.1 |
12.7 |
-0.4 |
-2.7% |
0.0 |
Volume |
103,582 |
83,545 |
-20,037 |
-19.3% |
286,167 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,317.3 |
1,312.6 |
1,296.3 |
|
R3 |
1,309.2 |
1,304.5 |
1,294.0 |
|
R2 |
1,301.1 |
1,301.1 |
1,293.3 |
|
R1 |
1,296.4 |
1,296.4 |
1,292.5 |
1,294.7 |
PP |
1,293.0 |
1,293.0 |
1,293.0 |
1,292.1 |
S1 |
1,288.3 |
1,288.3 |
1,291.1 |
1,286.6 |
S2 |
1,284.9 |
1,284.9 |
1,290.3 |
|
S3 |
1,276.8 |
1,280.2 |
1,289.6 |
|
S4 |
1,268.7 |
1,272.1 |
1,287.3 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,354.6 |
1,344.7 |
1,303.6 |
|
R3 |
1,333.1 |
1,323.2 |
1,297.7 |
|
R2 |
1,311.6 |
1,311.6 |
1,295.7 |
|
R1 |
1,301.7 |
1,301.7 |
1,293.8 |
1,295.9 |
PP |
1,290.1 |
1,290.1 |
1,290.1 |
1,287.2 |
S1 |
1,280.2 |
1,280.2 |
1,289.8 |
1,274.4 |
S2 |
1,268.6 |
1,268.6 |
1,287.9 |
|
S3 |
1,247.1 |
1,258.7 |
1,285.9 |
|
S4 |
1,225.6 |
1,237.2 |
1,280.0 |
|
|
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 |
1,278.5 |
23.2 |
1.8% |
14.6 |
1.1% |
57% |
False |
False |
64,336 |
10 |
1,301.7 |
1,274.4 |
27.3 |
2.1% |
12.6 |
1.0% |
64% |
False |
False |
45,015 |
20 |
1,301.7 |
1,268.1 |
33.6 |
2.6% |
12.1 |
0.9% |
71% |
False |
False |
30,013 |
40 |
1,312.7 |
1,267.0 |
45.7 |
3.5% |
12.0 |
0.9% |
54% |
False |
False |
17,854 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.6% |
12.8 |
1.0% |
25% |
False |
False |
13,659 |
80 |
1,365.8 |
1,260.7 |
105.1 |
8.1% |
12.7 |
1.0% |
30% |
False |
False |
10,776 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,332.0 |
2.618 |
1,318.8 |
1.618 |
1,310.7 |
1.000 |
1,305.7 |
0.618 |
1,302.6 |
HIGH |
1,297.6 |
0.618 |
1,294.5 |
0.500 |
1,293.6 |
0.382 |
1,292.6 |
LOW |
1,289.5 |
0.618 |
1,284.5 |
1.000 |
1,281.4 |
1.618 |
1,276.4 |
2.618 |
1,268.3 |
4.250 |
1,255.1 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,293.6 |
1,291.1 |
PP |
1,293.0 |
1,290.3 |
S1 |
1,292.4 |
1,289.6 |
|