Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,542.0 |
3,558.0 |
16.0 |
0.5% |
3,514.0 |
High |
3,564.0 |
3,584.0 |
20.0 |
0.6% |
3,584.0 |
Low |
3,530.0 |
3,553.0 |
23.0 |
0.7% |
3,513.0 |
Close |
3,553.0 |
3,566.0 |
13.0 |
0.4% |
3,566.0 |
Range |
34.0 |
31.0 |
-3.0 |
-8.8% |
71.0 |
ATR |
32.6 |
32.5 |
-0.1 |
-0.4% |
0.0 |
Volume |
358,564 |
226,503 |
-132,061 |
-36.8% |
610,047 |
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,660.7 |
3,644.3 |
3,583.1 |
|
R3 |
3,629.7 |
3,613.3 |
3,574.5 |
|
R2 |
3,598.7 |
3,598.7 |
3,571.7 |
|
R1 |
3,582.3 |
3,582.3 |
3,568.8 |
3,590.5 |
PP |
3,567.7 |
3,567.7 |
3,567.7 |
3,571.8 |
S1 |
3,551.3 |
3,551.3 |
3,563.2 |
3,559.5 |
S2 |
3,536.7 |
3,536.7 |
3,560.3 |
|
S3 |
3,505.7 |
3,520.3 |
3,557.5 |
|
S4 |
3,474.7 |
3,489.3 |
3,549.0 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.3 |
3,737.7 |
3,605.1 |
|
R3 |
3,696.3 |
3,666.7 |
3,585.5 |
|
R2 |
3,625.3 |
3,625.3 |
3,579.0 |
|
R1 |
3,595.7 |
3,595.7 |
3,572.5 |
3,610.5 |
PP |
3,554.3 |
3,554.3 |
3,554.3 |
3,561.8 |
S1 |
3,524.7 |
3,524.7 |
3,559.5 |
3,539.5 |
S2 |
3,483.3 |
3,483.3 |
3,553.0 |
|
S3 |
3,412.3 |
3,453.7 |
3,546.5 |
|
S4 |
3,341.3 |
3,382.7 |
3,527.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,584.0 |
3,513.0 |
71.0 |
2.0% |
36.2 |
1.0% |
75% |
True |
False |
122,009 |
10 |
3,584.0 |
3,505.0 |
79.0 |
2.2% |
35.2 |
1.0% |
77% |
True |
False |
61,249 |
20 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
31.1 |
0.9% |
33% |
False |
False |
32,615 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
27.5 |
0.8% |
33% |
False |
False |
18,332 |
60 |
3,689.0 |
3,375.0 |
314.0 |
8.8% |
24.8 |
0.7% |
61% |
False |
False |
12,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,715.8 |
2.618 |
3,665.2 |
1.618 |
3,634.2 |
1.000 |
3,615.0 |
0.618 |
3,603.2 |
HIGH |
3,584.0 |
0.618 |
3,572.2 |
0.500 |
3,568.5 |
0.382 |
3,564.8 |
LOW |
3,553.0 |
0.618 |
3,533.8 |
1.000 |
3,522.0 |
1.618 |
3,502.8 |
2.618 |
3,471.8 |
4.250 |
3,421.3 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,568.5 |
3,563.0 |
PP |
3,567.7 |
3,560.0 |
S1 |
3,566.8 |
3,557.0 |
|