Trading Metrics calculated at close of trading on 23-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
23-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,570.0 |
3,542.0 |
-28.0 |
-0.8% |
3,581.0 |
High |
3,579.0 |
3,564.0 |
-15.0 |
-0.4% |
3,581.0 |
Low |
3,541.0 |
3,530.0 |
-11.0 |
-0.3% |
3,505.0 |
Close |
3,547.0 |
3,553.0 |
6.0 |
0.2% |
3,531.0 |
Range |
38.0 |
34.0 |
-4.0 |
-10.5% |
76.0 |
ATR |
32.5 |
32.6 |
0.1 |
0.3% |
0.0 |
Volume |
9,816 |
358,564 |
348,748 |
3,552.9% |
2,447 |
|
Daily Pivots for day following 23-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,651.0 |
3,636.0 |
3,571.7 |
|
R3 |
3,617.0 |
3,602.0 |
3,562.4 |
|
R2 |
3,583.0 |
3,583.0 |
3,559.2 |
|
R1 |
3,568.0 |
3,568.0 |
3,556.1 |
3,575.5 |
PP |
3,549.0 |
3,549.0 |
3,549.0 |
3,552.8 |
S1 |
3,534.0 |
3,534.0 |
3,549.9 |
3,541.5 |
S2 |
3,515.0 |
3,515.0 |
3,546.8 |
|
S3 |
3,481.0 |
3,500.0 |
3,543.7 |
|
S4 |
3,447.0 |
3,466.0 |
3,534.3 |
|
|
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% |
35.8 |
1.0% |
61% |
False |
False |
76,827 |
10 |
3,599.0 |
3,505.0 |
94.0 |
2.6% |
34.8 |
1.0% |
51% |
False |
False |
38,699 |
20 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
30.8 |
0.9% |
26% |
False |
False |
22,119 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
27.6 |
0.8% |
26% |
False |
False |
12,671 |
60 |
3,689.0 |
3,375.0 |
314.0 |
8.8% |
24.3 |
0.7% |
57% |
False |
False |
9,067 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,708.5 |
2.618 |
3,653.0 |
1.618 |
3,619.0 |
1.000 |
3,598.0 |
0.618 |
3,585.0 |
HIGH |
3,564.0 |
0.618 |
3,551.0 |
0.500 |
3,547.0 |
0.382 |
3,543.0 |
LOW |
3,530.0 |
0.618 |
3,509.0 |
1.000 |
3,496.0 |
1.618 |
3,475.0 |
2.618 |
3,441.0 |
4.250 |
3,385.5 |
|
|
Fisher Pivots for day following 23-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,551.0 |
3,554.5 |
PP |
3,549.0 |
3,554.0 |
S1 |
3,547.0 |
3,553.5 |
|