Trading Metrics calculated at close of trading on 21-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,370.71 |
23,500.15 |
129.44 |
0.6% |
23,367.47 |
High |
23,456.88 |
23,617.80 |
160.92 |
0.7% |
23,492.19 |
Low |
23,360.58 |
23,500.15 |
139.57 |
0.6% |
23,242.75 |
Close |
23,430.33 |
23,590.83 |
160.50 |
0.7% |
23,358.24 |
Range |
96.30 |
117.65 |
21.35 |
22.2% |
249.44 |
ATR |
124.99 |
129.46 |
4.46 |
3.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,922.54 |
23,874.34 |
23,655.54 |
|
R3 |
23,804.89 |
23,756.69 |
23,623.18 |
|
R2 |
23,687.24 |
23,687.24 |
23,612.40 |
|
R1 |
23,639.04 |
23,639.04 |
23,601.61 |
23,663.14 |
PP |
23,569.59 |
23,569.59 |
23,569.59 |
23,581.65 |
S1 |
23,521.39 |
23,521.39 |
23,580.05 |
23,545.49 |
S2 |
23,451.94 |
23,451.94 |
23,569.26 |
|
S3 |
23,334.29 |
23,403.74 |
23,558.48 |
|
S4 |
23,216.64 |
23,286.09 |
23,526.12 |
|
|
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 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
104.16 |
0.4% |
93% |
True |
False |
|
10 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
111.21 |
0.5% |
93% |
True |
False |
|
20 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
110.86 |
0.5% |
93% |
True |
False |
|
40 |
23,617.80 |
22,254.93 |
1,362.87 |
5.8% |
98.89 |
0.4% |
98% |
True |
False |
|
60 |
23,617.80 |
21,673.58 |
1,944.22 |
8.2% |
97.12 |
0.4% |
99% |
True |
False |
|
80 |
23,617.80 |
21,600.34 |
2,017.46 |
8.6% |
96.94 |
0.4% |
99% |
True |
False |
|
100 |
23,617.80 |
21,279.30 |
2,338.50 |
9.9% |
97.06 |
0.4% |
99% |
True |
False |
|
120 |
23,617.80 |
21,113.31 |
2,504.49 |
10.6% |
98.24 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,117.81 |
2.618 |
23,925.81 |
1.618 |
23,808.16 |
1.000 |
23,735.45 |
0.618 |
23,690.51 |
HIGH |
23,617.80 |
0.618 |
23,572.86 |
0.500 |
23,558.98 |
0.382 |
23,545.09 |
LOW |
23,500.15 |
0.618 |
23,427.44 |
1.000 |
23,382.50 |
1.618 |
23,309.79 |
2.618 |
23,192.14 |
4.250 |
23,000.14 |
|
|
Fisher Pivots for day following 21-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,580.21 |
23,556.19 |
PP |
23,569.59 |
23,521.55 |
S1 |
23,558.98 |
23,486.91 |
|