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 |
23,433.77 |
23,370.71 |
-63.06 |
-0.3% |
23,367.47 |
High |
23,433.77 |
23,456.88 |
23.11 |
0.1% |
23,492.19 |
Low |
23,356.01 |
23,360.58 |
4.57 |
0.0% |
23,242.75 |
Close |
23,358.24 |
23,430.33 |
72.09 |
0.3% |
23,358.24 |
Range |
77.76 |
96.30 |
18.54 |
23.8% |
249.44 |
ATR |
127.02 |
124.99 |
-2.03 |
-1.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,704.83 |
23,663.88 |
23,483.30 |
|
R3 |
23,608.53 |
23,567.58 |
23,456.81 |
|
R2 |
23,512.23 |
23,512.23 |
23,447.99 |
|
R1 |
23,471.28 |
23,471.28 |
23,439.16 |
23,491.76 |
PP |
23,415.93 |
23,415.93 |
23,415.93 |
23,426.17 |
S1 |
23,374.98 |
23,374.98 |
23,421.50 |
23,395.46 |
S2 |
23,319.63 |
23,319.63 |
23,412.68 |
|
S3 |
23,223.33 |
23,278.68 |
23,403.85 |
|
S4 |
23,127.03 |
23,182.38 |
23,377.37 |
|
|
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% |
109.13 |
0.5% |
75% |
False |
False |
|
10 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
111.23 |
0.5% |
52% |
False |
False |
|
20 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
112.08 |
0.5% |
52% |
False |
False |
|
40 |
23,602.12 |
22,254.93 |
1,347.19 |
5.7% |
98.19 |
0.4% |
87% |
False |
False |
|
60 |
23,602.12 |
21,673.58 |
1,928.54 |
8.2% |
96.72 |
0.4% |
91% |
False |
False |
|
80 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
96.32 |
0.4% |
91% |
False |
False |
|
100 |
23,602.12 |
21,279.30 |
2,322.82 |
9.9% |
96.89 |
0.4% |
93% |
False |
False |
|
120 |
23,602.12 |
21,113.31 |
2,488.81 |
10.6% |
98.06 |
0.4% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,866.16 |
2.618 |
23,708.99 |
1.618 |
23,612.69 |
1.000 |
23,553.18 |
0.618 |
23,516.39 |
HIGH |
23,456.88 |
0.618 |
23,420.09 |
0.500 |
23,408.73 |
0.382 |
23,397.37 |
LOW |
23,360.58 |
0.618 |
23,301.07 |
1.000 |
23,264.28 |
1.618 |
23,204.77 |
2.618 |
23,108.47 |
4.250 |
22,951.31 |
|
|
Fisher Pivots for day following 20-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,423.13 |
23,428.25 |
PP |
23,415.93 |
23,426.18 |
S1 |
23,408.73 |
23,424.10 |
|