Trading Metrics calculated at close of trading on 20-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
258.22 |
258.14 |
-0.08 |
0.0% |
257.31 |
High |
258.59 |
258.53 |
-0.07 |
0.0% |
259.04 |
Low |
257.77 |
257.86 |
0.09 |
0.0% |
255.63 |
Close |
257.86 |
258.30 |
0.44 |
0.2% |
257.86 |
Range |
0.82 |
0.67 |
-0.16 |
-18.9% |
3.41 |
ATR |
1.41 |
1.36 |
-0.05 |
-3.8% |
0.00 |
Volume |
75,756,800 |
48,075,500 |
-27,681,300 |
-36.5% |
335,889,004 |
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
260.22 |
259.93 |
258.67 |
|
R3 |
259.56 |
259.26 |
258.48 |
|
R2 |
258.89 |
258.89 |
258.42 |
|
R1 |
258.60 |
258.60 |
258.36 |
258.75 |
PP |
258.23 |
258.23 |
258.23 |
258.30 |
S1 |
257.93 |
257.93 |
258.24 |
258.08 |
S2 |
257.56 |
257.56 |
258.18 |
|
S3 |
256.90 |
257.27 |
258.12 |
|
S4 |
256.23 |
256.60 |
257.93 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
267.74 |
266.21 |
259.74 |
|
R3 |
264.33 |
262.80 |
258.80 |
|
R2 |
260.92 |
260.92 |
258.49 |
|
R1 |
259.39 |
259.39 |
258.17 |
260.16 |
PP |
257.51 |
257.51 |
257.51 |
257.89 |
S1 |
255.98 |
255.98 |
257.55 |
256.75 |
S2 |
254.10 |
254.10 |
257.23 |
|
S3 |
250.69 |
252.57 |
256.92 |
|
S4 |
247.28 |
249.16 |
255.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
259.04 |
255.63 |
3.41 |
1.3% |
1.19 |
0.5% |
78% |
False |
False |
66,747,180 |
10 |
259.35 |
255.63 |
3.72 |
1.4% |
1.26 |
0.5% |
72% |
False |
False |
64,700,620 |
20 |
259.35 |
254.00 |
5.35 |
2.1% |
1.27 |
0.5% |
80% |
False |
False |
65,375,120 |
40 |
259.35 |
248.81 |
10.55 |
4.1% |
1.12 |
0.4% |
90% |
False |
False |
61,324,100 |
60 |
259.35 |
242.93 |
16.42 |
6.4% |
1.12 |
0.4% |
94% |
False |
False |
62,190,525 |
80 |
259.35 |
241.83 |
17.52 |
6.8% |
1.19 |
0.5% |
94% |
False |
False |
63,709,564 |
100 |
259.35 |
240.34 |
19.01 |
7.4% |
1.18 |
0.5% |
94% |
False |
False |
61,807,396 |
120 |
259.35 |
239.96 |
19.39 |
7.5% |
1.22 |
0.5% |
95% |
False |
False |
63,314,241 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
261.35 |
2.618 |
260.27 |
1.618 |
259.60 |
1.000 |
259.19 |
0.618 |
258.94 |
HIGH |
258.53 |
0.618 |
258.27 |
0.500 |
258.19 |
0.382 |
258.11 |
LOW |
257.86 |
0.618 |
257.45 |
1.000 |
257.20 |
1.618 |
256.78 |
2.618 |
256.12 |
4.250 |
255.03 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
258.26 |
258.29 |
PP |
258.23 |
258.27 |
S1 |
258.19 |
258.26 |
|