Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,543.0 |
3,570.0 |
27.0 |
0.8% |
3,581.0 |
High |
3,575.0 |
3,579.0 |
4.0 |
0.1% |
3,581.0 |
Low |
3,534.0 |
3,541.0 |
7.0 |
0.2% |
3,505.0 |
Close |
3,563.0 |
3,547.0 |
-16.0 |
-0.4% |
3,531.0 |
Range |
41.0 |
38.0 |
-3.0 |
-7.3% |
76.0 |
ATR |
32.1 |
32.5 |
0.4 |
1.3% |
0.0 |
Volume |
14,734 |
9,816 |
-4,918 |
-33.4% |
2,447 |
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,669.7 |
3,646.3 |
3,567.9 |
|
R3 |
3,631.7 |
3,608.3 |
3,557.5 |
|
R2 |
3,593.7 |
3,593.7 |
3,554.0 |
|
R1 |
3,570.3 |
3,570.3 |
3,550.5 |
3,563.0 |
PP |
3,555.7 |
3,555.7 |
3,555.7 |
3,552.0 |
S1 |
3,532.3 |
3,532.3 |
3,543.5 |
3,525.0 |
S2 |
3,517.7 |
3,517.7 |
3,540.0 |
|
S3 |
3,479.7 |
3,494.3 |
3,536.6 |
|
S4 |
3,441.7 |
3,456.3 |
3,526.1 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.0 |
3,725.0 |
3,572.8 |
|
R3 |
3,691.0 |
3,649.0 |
3,551.9 |
|
R2 |
3,615.0 |
3,615.0 |
3,544.9 |
|
R1 |
3,573.0 |
3,573.0 |
3,538.0 |
3,556.0 |
PP |
3,539.0 |
3,539.0 |
3,539.0 |
3,530.5 |
S1 |
3,497.0 |
3,497.0 |
3,524.0 |
3,480.0 |
S2 |
3,463.0 |
3,463.0 |
3,517.1 |
|
S3 |
3,387.0 |
3,421.0 |
3,510.1 |
|
S4 |
3,311.0 |
3,345.0 |
3,489.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,579.0 |
3,513.0 |
66.0 |
1.9% |
33.2 |
0.9% |
52% |
True |
False |
5,204 |
10 |
3,640.0 |
3,505.0 |
135.0 |
3.8% |
38.2 |
1.1% |
31% |
False |
False |
2,893 |
20 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
32.5 |
0.9% |
23% |
False |
False |
4,502 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
26.9 |
0.8% |
23% |
False |
False |
3,707 |
60 |
3,689.0 |
3,375.0 |
314.0 |
8.9% |
24.0 |
0.7% |
55% |
False |
False |
3,092 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,740.5 |
2.618 |
3,678.5 |
1.618 |
3,640.5 |
1.000 |
3,617.0 |
0.618 |
3,602.5 |
HIGH |
3,579.0 |
0.618 |
3,564.5 |
0.500 |
3,560.0 |
0.382 |
3,555.5 |
LOW |
3,541.0 |
0.618 |
3,517.5 |
1.000 |
3,503.0 |
1.618 |
3,479.5 |
2.618 |
3,441.5 |
4.250 |
3,379.5 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,560.0 |
3,546.7 |
PP |
3,555.7 |
3,546.3 |
S1 |
3,551.3 |
3,546.0 |
|