Trading Metrics calculated at close of trading on 15-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
257.41 |
256.62 |
-0.79 |
-0.3% |
258.30 |
High |
257.85 |
257.22 |
-0.63 |
-0.2% |
259.35 |
Low |
256.52 |
255.63 |
-0.89 |
-0.3% |
256.36 |
Close |
257.73 |
256.44 |
-1.29 |
-0.5% |
258.09 |
Range |
1.33 |
1.59 |
0.26 |
19.5% |
2.99 |
ATR |
1.31 |
1.37 |
0.06 |
4.3% |
0.00 |
Volume |
61,315,100 |
80,811,504 |
19,496,404 |
31.8% |
312,694,204 |
|
Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
261.20 |
260.41 |
257.31 |
|
R3 |
259.61 |
258.82 |
256.88 |
|
R2 |
258.02 |
258.02 |
256.73 |
|
R1 |
257.23 |
257.23 |
256.59 |
256.83 |
PP |
256.43 |
256.43 |
256.43 |
256.23 |
S1 |
255.64 |
255.64 |
256.29 |
255.24 |
S2 |
254.84 |
254.84 |
256.15 |
|
S3 |
253.25 |
254.05 |
256.00 |
|
S4 |
251.66 |
252.46 |
255.57 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
266.90 |
265.49 |
259.73 |
|
R3 |
263.91 |
262.50 |
258.91 |
|
R2 |
260.92 |
260.92 |
258.64 |
|
R1 |
259.51 |
259.51 |
258.36 |
258.72 |
PP |
257.93 |
257.93 |
257.93 |
257.54 |
S1 |
256.52 |
256.52 |
257.82 |
255.73 |
S2 |
254.94 |
254.94 |
257.54 |
|
S3 |
251.95 |
253.53 |
257.27 |
|
S4 |
248.96 |
250.54 |
256.45 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
258.59 |
255.63 |
2.96 |
1.2% |
1.44 |
0.6% |
27% |
False |
True |
69,485,061 |
10 |
259.35 |
255.63 |
3.72 |
1.5% |
1.31 |
0.5% |
22% |
False |
True |
62,108,860 |
20 |
259.35 |
254.00 |
5.35 |
2.1% |
1.33 |
0.5% |
46% |
False |
False |
66,544,420 |
40 |
259.35 |
248.08 |
11.27 |
4.4% |
1.12 |
0.4% |
74% |
False |
False |
60,446,107 |
60 |
259.35 |
242.93 |
16.42 |
6.4% |
1.13 |
0.4% |
82% |
False |
False |
61,753,558 |
80 |
259.35 |
241.83 |
17.52 |
6.8% |
1.20 |
0.5% |
83% |
False |
False |
63,419,825 |
100 |
259.35 |
239.96 |
19.39 |
7.6% |
1.22 |
0.5% |
85% |
False |
False |
62,483,702 |
120 |
259.35 |
239.96 |
19.39 |
7.6% |
1.22 |
0.5% |
85% |
False |
False |
63,350,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
263.98 |
2.618 |
261.38 |
1.618 |
259.79 |
1.000 |
258.81 |
0.618 |
258.20 |
HIGH |
257.22 |
0.618 |
256.61 |
0.500 |
256.43 |
0.382 |
256.24 |
LOW |
255.63 |
0.618 |
254.65 |
1.000 |
254.04 |
1.618 |
253.06 |
2.618 |
251.47 |
4.250 |
248.87 |
|
|
Fisher Pivots for day following 15-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
256.44 |
257.11 |
PP |
256.43 |
256.89 |
S1 |
256.43 |
256.66 |
|