Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,365.34 |
23,433.77 |
68.43 |
0.3% |
23,367.47 |
High |
23,492.19 |
23,433.77 |
-58.42 |
-0.2% |
23,492.19 |
Low |
23,365.34 |
23,356.01 |
-9.33 |
0.0% |
23,242.75 |
Close |
23,458.36 |
23,358.24 |
-100.12 |
-0.4% |
23,358.24 |
Range |
126.85 |
77.76 |
-49.09 |
-38.7% |
249.44 |
ATR |
128.92 |
127.02 |
-1.90 |
-1.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,615.95 |
23,564.86 |
23,401.01 |
|
R3 |
23,538.19 |
23,487.10 |
23,379.62 |
|
R2 |
23,460.43 |
23,460.43 |
23,372.50 |
|
R1 |
23,409.34 |
23,409.34 |
23,365.37 |
23,396.01 |
PP |
23,382.67 |
23,382.67 |
23,382.67 |
23,376.01 |
S1 |
23,331.58 |
23,331.58 |
23,351.11 |
23,318.25 |
S2 |
23,304.91 |
23,304.91 |
23,343.98 |
|
S3 |
23,227.15 |
23,253.82 |
23,336.86 |
|
S4 |
23,149.39 |
23,176.06 |
23,315.47 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,112.71 |
23,984.92 |
23,495.43 |
|
R3 |
23,863.27 |
23,735.48 |
23,426.84 |
|
R2 |
23,613.83 |
23,613.83 |
23,403.97 |
|
R1 |
23,486.04 |
23,486.04 |
23,381.11 |
23,425.22 |
PP |
23,364.39 |
23,364.39 |
23,364.39 |
23,333.98 |
S1 |
23,236.60 |
23,236.60 |
23,335.37 |
23,175.78 |
S2 |
23,114.95 |
23,114.95 |
23,312.51 |
|
S3 |
22,865.51 |
22,987.16 |
23,289.64 |
|
S4 |
22,616.07 |
22,737.72 |
23,221.05 |
|
|
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% |
113.54 |
0.5% |
46% |
False |
False |
|
10 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
107.01 |
0.5% |
32% |
False |
False |
|
20 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
111.98 |
0.5% |
32% |
False |
False |
|
40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
99.30 |
0.4% |
82% |
False |
False |
|
60 |
23,602.12 |
21,673.58 |
1,928.54 |
8.3% |
96.68 |
0.4% |
87% |
False |
False |
|
80 |
23,602.12 |
21,600.34 |
2,001.78 |
8.6% |
96.18 |
0.4% |
88% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
98.83 |
0.4% |
90% |
False |
False |
|
120 |
23,602.12 |
20,994.22 |
2,607.90 |
11.2% |
98.50 |
0.4% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,764.25 |
2.618 |
23,637.35 |
1.618 |
23,559.59 |
1.000 |
23,511.53 |
0.618 |
23,481.83 |
HIGH |
23,433.77 |
0.618 |
23,404.07 |
0.500 |
23,394.89 |
0.382 |
23,385.71 |
LOW |
23,356.01 |
0.618 |
23,307.95 |
1.000 |
23,278.25 |
1.618 |
23,230.19 |
2.618 |
23,152.43 |
4.250 |
23,025.53 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,394.89 |
23,367.47 |
PP |
23,382.67 |
23,364.39 |
S1 |
23,370.46 |
23,361.32 |
|