Trading Metrics calculated at close of trading on 09-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,542.60 |
23,492.09 |
-50.51 |
-0.2% |
23,405.75 |
High |
23,575.00 |
23,516.74 |
-58.26 |
-0.2% |
23,557.06 |
Low |
23,510.56 |
23,310.02 |
-200.54 |
-0.9% |
23,327.87 |
Close |
23,563.36 |
23,461.94 |
-101.42 |
-0.4% |
23,539.19 |
Range |
64.44 |
206.72 |
142.28 |
220.8% |
229.19 |
ATR |
107.33 |
117.76 |
10.43 |
9.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,049.73 |
23,962.55 |
23,575.64 |
|
R3 |
23,843.01 |
23,755.83 |
23,518.79 |
|
R2 |
23,636.29 |
23,636.29 |
23,499.84 |
|
R1 |
23,549.11 |
23,549.11 |
23,480.89 |
23,489.34 |
PP |
23,429.57 |
23,429.57 |
23,429.57 |
23,399.68 |
S1 |
23,342.39 |
23,342.39 |
23,442.99 |
23,282.62 |
S2 |
23,222.85 |
23,222.85 |
23,424.04 |
|
S3 |
23,016.13 |
23,135.67 |
23,405.09 |
|
S4 |
22,809.41 |
22,928.95 |
23,348.24 |
|
|
Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,162.28 |
24,079.92 |
23,665.24 |
|
R3 |
23,933.09 |
23,850.73 |
23,602.22 |
|
R2 |
23,703.90 |
23,703.90 |
23,581.21 |
|
R1 |
23,621.54 |
23,621.54 |
23,560.20 |
23,662.72 |
PP |
23,474.71 |
23,474.71 |
23,474.71 |
23,495.30 |
S1 |
23,392.35 |
23,392.35 |
23,518.18 |
23,433.53 |
S2 |
23,245.52 |
23,245.52 |
23,497.17 |
|
S3 |
23,016.33 |
23,163.16 |
23,476.16 |
|
S4 |
22,787.14 |
22,933.97 |
23,413.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,602.12 |
23,310.02 |
292.10 |
1.2% |
103.74 |
0.4% |
52% |
False |
True |
|
10 |
23,602.12 |
23,310.02 |
292.10 |
1.2% |
109.70 |
0.5% |
52% |
False |
True |
|
20 |
23,602.12 |
22,855.93 |
746.19 |
3.2% |
105.85 |
0.5% |
81% |
False |
False |
|
40 |
23,602.12 |
22,214.52 |
1,387.60 |
5.9% |
93.74 |
0.4% |
90% |
False |
False |
|
60 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
100.26 |
0.4% |
93% |
False |
False |
|
80 |
23,602.12 |
21,496.13 |
2,105.99 |
9.0% |
94.83 |
0.4% |
93% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
98.70 |
0.4% |
94% |
False |
False |
|
120 |
23,602.12 |
20,896.22 |
2,705.90 |
11.5% |
96.78 |
0.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,395.30 |
2.618 |
24,057.93 |
1.618 |
23,851.21 |
1.000 |
23,723.46 |
0.618 |
23,644.49 |
HIGH |
23,516.74 |
0.618 |
23,437.77 |
0.500 |
23,413.38 |
0.382 |
23,388.99 |
LOW |
23,310.02 |
0.618 |
23,182.27 |
1.000 |
23,103.30 |
1.618 |
22,975.55 |
2.618 |
22,768.83 |
4.250 |
22,431.46 |
|
|
Fisher Pivots for day following 09-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,445.75 |
23,459.98 |
PP |
23,429.57 |
23,458.03 |
S1 |
23,413.38 |
23,456.07 |
|