Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,811 |
23,918 |
107 |
0.4% |
23,326 |
High |
23,946 |
24,331 |
385 |
1.6% |
23,593 |
Low |
23,791 |
23,897 |
106 |
0.4% |
23,236 |
Close |
23,921 |
24,279 |
358 |
1.5% |
23,512 |
Range |
155 |
434 |
279 |
180.0% |
357 |
ATR |
152 |
172 |
20 |
13.2% |
0 |
Volume |
1,588 |
2,860 |
1,272 |
80.1% |
1,015 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
25,471 |
25,309 |
24,518 |
|
R3 |
25,037 |
24,875 |
24,398 |
|
R2 |
24,603 |
24,603 |
24,359 |
|
R1 |
24,441 |
24,441 |
24,319 |
24,522 |
PP |
24,169 |
24,169 |
24,169 |
24,210 |
S1 |
24,007 |
24,007 |
24,239 |
24,088 |
S2 |
23,735 |
23,735 |
24,200 |
|
S3 |
23,301 |
23,573 |
24,160 |
|
S4 |
22,867 |
23,139 |
24,040 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,518 |
24,372 |
23,708 |
|
R3 |
24,161 |
24,015 |
23,610 |
|
R2 |
23,804 |
23,804 |
23,578 |
|
R1 |
23,658 |
23,658 |
23,545 |
23,731 |
PP |
23,447 |
23,447 |
23,447 |
23,484 |
S1 |
23,301 |
23,301 |
23,479 |
23,374 |
S2 |
23,090 |
23,090 |
23,447 |
|
S3 |
22,733 |
22,944 |
23,414 |
|
S4 |
22,376 |
22,587 |
23,316 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
24,331 |
23,431 |
900 |
3.7% |
232 |
1.0% |
94% |
True |
False |
1,151 |
10 |
24,331 |
23,236 |
1,095 |
4.5% |
201 |
0.8% |
95% |
True |
False |
760 |
20 |
24,331 |
23,201 |
1,130 |
4.7% |
170 |
0.7% |
95% |
True |
False |
456 |
40 |
24,331 |
22,582 |
1,749 |
7.2% |
139 |
0.6% |
97% |
True |
False |
291 |
60 |
24,331 |
21,654 |
2,677 |
11.0% |
122 |
0.5% |
98% |
True |
False |
232 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
26,176 |
2.618 |
25,467 |
1.618 |
25,033 |
1.000 |
24,765 |
0.618 |
24,599 |
HIGH |
24,331 |
0.618 |
24,165 |
0.500 |
24,114 |
0.382 |
24,063 |
LOW |
23,897 |
0.618 |
23,629 |
1.000 |
23,463 |
1.618 |
23,195 |
2.618 |
22,761 |
4.250 |
22,053 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
24,224 |
24,162 |
PP |
24,169 |
24,044 |
S1 |
24,114 |
23,927 |
|