Trading Metrics calculated at close of trading on 22-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,500.15 |
23,597.24 |
97.09 |
0.4% |
23,367.47 |
High |
23,617.80 |
23,605.77 |
-12.03 |
-0.1% |
23,492.19 |
Low |
23,500.15 |
23,507.61 |
7.46 |
0.0% |
23,242.75 |
Close |
23,590.83 |
23,526.18 |
-64.65 |
-0.3% |
23,358.24 |
Range |
117.65 |
98.16 |
-19.49 |
-16.6% |
249.44 |
ATR |
129.46 |
127.22 |
-2.24 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,841.00 |
23,781.75 |
23,580.17 |
|
R3 |
23,742.84 |
23,683.59 |
23,553.17 |
|
R2 |
23,644.68 |
23,644.68 |
23,544.18 |
|
R1 |
23,585.43 |
23,585.43 |
23,535.18 |
23,565.98 |
PP |
23,546.52 |
23,546.52 |
23,546.52 |
23,536.79 |
S1 |
23,487.27 |
23,487.27 |
23,517.18 |
23,467.82 |
S2 |
23,448.36 |
23,448.36 |
23,508.18 |
|
S3 |
23,350.20 |
23,389.11 |
23,499.19 |
|
S4 |
23,252.04 |
23,290.95 |
23,472.19 |
|
|
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 |
23,356.01 |
261.79 |
1.1% |
103.34 |
0.4% |
65% |
False |
False |
|
10 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
114.58 |
0.5% |
76% |
False |
False |
|
20 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
105.75 |
0.4% |
76% |
False |
False |
|
40 |
23,617.80 |
22,288.97 |
1,328.83 |
5.6% |
98.44 |
0.4% |
93% |
False |
False |
|
60 |
23,617.80 |
21,709.63 |
1,908.17 |
8.1% |
95.33 |
0.4% |
95% |
False |
False |
|
80 |
23,617.80 |
21,600.34 |
2,017.46 |
8.6% |
97.54 |
0.4% |
95% |
False |
False |
|
100 |
23,617.80 |
21,279.30 |
2,338.50 |
9.9% |
96.33 |
0.4% |
96% |
False |
False |
|
120 |
23,617.80 |
21,113.31 |
2,504.49 |
10.6% |
98.59 |
0.4% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,022.95 |
2.618 |
23,862.75 |
1.618 |
23,764.59 |
1.000 |
23,703.93 |
0.618 |
23,666.43 |
HIGH |
23,605.77 |
0.618 |
23,568.27 |
0.500 |
23,556.69 |
0.382 |
23,545.11 |
LOW |
23,507.61 |
0.618 |
23,446.95 |
1.000 |
23,409.45 |
1.618 |
23,348.79 |
2.618 |
23,250.63 |
4.250 |
23,090.43 |
|
|
Fisher Pivots for day following 22-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,556.69 |
23,513.85 |
PP |
23,546.52 |
23,501.52 |
S1 |
23,536.35 |
23,489.19 |
|