Trading Metrics calculated at close of trading on 16-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,334.59 |
23,365.34 |
30.75 |
0.1% |
23,533.96 |
High |
23,344.99 |
23,492.19 |
147.20 |
0.6% |
23,602.12 |
Low |
23,242.75 |
23,365.34 |
122.59 |
0.5% |
23,310.02 |
Close |
23,271.28 |
23,458.36 |
187.08 |
0.8% |
23,422.21 |
Range |
102.24 |
126.85 |
24.61 |
24.1% |
292.10 |
ATR |
121.84 |
128.92 |
7.08 |
5.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,819.18 |
23,765.62 |
23,528.13 |
|
R3 |
23,692.33 |
23,638.77 |
23,493.24 |
|
R2 |
23,565.48 |
23,565.48 |
23,481.62 |
|
R1 |
23,511.92 |
23,511.92 |
23,469.99 |
23,538.70 |
PP |
23,438.63 |
23,438.63 |
23,438.63 |
23,452.02 |
S1 |
23,385.07 |
23,385.07 |
23,446.73 |
23,411.85 |
S2 |
23,311.78 |
23,311.78 |
23,435.10 |
|
S3 |
23,184.93 |
23,258.22 |
23,423.48 |
|
S4 |
23,058.08 |
23,131.37 |
23,388.59 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,321.08 |
24,163.75 |
23,582.87 |
|
R3 |
24,028.98 |
23,871.65 |
23,502.54 |
|
R2 |
23,736.88 |
23,736.88 |
23,475.76 |
|
R1 |
23,579.55 |
23,579.55 |
23,448.99 |
23,512.17 |
PP |
23,444.78 |
23,444.78 |
23,444.78 |
23,411.09 |
S1 |
23,287.45 |
23,287.45 |
23,395.43 |
23,220.07 |
S2 |
23,152.68 |
23,152.68 |
23,368.66 |
|
S3 |
22,860.58 |
22,995.35 |
23,341.88 |
|
S4 |
22,568.48 |
22,703.25 |
23,261.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,492.19 |
23,242.75 |
249.44 |
1.1% |
109.84 |
0.5% |
86% |
True |
False |
|
10 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
106.79 |
0.5% |
60% |
False |
False |
|
20 |
23,602.12 |
23,201.78 |
400.34 |
1.7% |
114.45 |
0.5% |
64% |
False |
False |
|
40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
98.98 |
0.4% |
90% |
False |
False |
|
60 |
23,602.12 |
21,673.58 |
1,928.54 |
8.2% |
97.12 |
0.4% |
93% |
False |
False |
|
80 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
96.59 |
0.4% |
93% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
99.12 |
0.4% |
94% |
False |
False |
|
120 |
23,602.12 |
20,942.57 |
2,659.55 |
11.3% |
98.76 |
0.4% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,031.30 |
2.618 |
23,824.28 |
1.618 |
23,697.43 |
1.000 |
23,619.04 |
0.618 |
23,570.58 |
HIGH |
23,492.19 |
0.618 |
23,443.73 |
0.500 |
23,428.77 |
0.382 |
23,413.80 |
LOW |
23,365.34 |
0.618 |
23,286.95 |
1.000 |
23,238.49 |
1.618 |
23,160.10 |
2.618 |
23,033.25 |
4.250 |
22,826.23 |
|
|
Fisher Pivots for day following 16-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,448.50 |
23,428.06 |
PP |
23,438.63 |
23,397.77 |
S1 |
23,428.77 |
23,367.47 |
|