Trading Metrics calculated at close of trading on 24-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,597.24 |
23,552.75 |
-44.49 |
-0.2% |
23,370.71 |
High |
23,605.77 |
23,599.18 |
-6.59 |
0.0% |
23,617.80 |
Low |
23,507.61 |
23,551.59 |
43.98 |
0.2% |
23,360.58 |
Close |
23,526.18 |
23,557.99 |
31.81 |
0.1% |
23,557.99 |
Range |
98.16 |
47.59 |
-50.57 |
-51.5% |
257.22 |
ATR |
127.22 |
123.35 |
-3.87 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,712.36 |
23,682.76 |
23,584.16 |
|
R3 |
23,664.77 |
23,635.17 |
23,571.08 |
|
R2 |
23,617.18 |
23,617.18 |
23,566.71 |
|
R1 |
23,587.58 |
23,587.58 |
23,562.35 |
23,602.38 |
PP |
23,569.59 |
23,569.59 |
23,569.59 |
23,576.99 |
S1 |
23,539.99 |
23,539.99 |
23,553.63 |
23,554.79 |
S2 |
23,522.00 |
23,522.00 |
23,549.27 |
|
S3 |
23,474.41 |
23,492.40 |
23,544.90 |
|
S4 |
23,426.82 |
23,444.81 |
23,531.82 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,283.78 |
24,178.11 |
23,699.46 |
|
R3 |
24,026.56 |
23,920.89 |
23,628.73 |
|
R2 |
23,769.34 |
23,769.34 |
23,605.15 |
|
R1 |
23,663.67 |
23,663.67 |
23,581.57 |
23,716.51 |
PP |
23,512.12 |
23,512.12 |
23,512.12 |
23,538.54 |
S1 |
23,406.45 |
23,406.45 |
23,534.41 |
23,459.29 |
S2 |
23,254.90 |
23,254.90 |
23,510.83 |
|
S3 |
22,997.68 |
23,149.23 |
23,487.25 |
|
S4 |
22,740.46 |
22,892.01 |
23,416.52 |
|
|
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% |
87.49 |
0.4% |
77% |
False |
False |
|
10 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
98.66 |
0.4% |
84% |
False |
False |
|
20 |
23,617.80 |
23,242.75 |
375.05 |
1.6% |
104.18 |
0.4% |
84% |
False |
False |
|
40 |
23,617.80 |
22,332.96 |
1,284.84 |
5.5% |
96.98 |
0.4% |
95% |
False |
False |
|
60 |
23,617.80 |
21,709.63 |
1,908.17 |
8.1% |
94.87 |
0.4% |
97% |
False |
False |
|
80 |
23,617.80 |
21,600.34 |
2,017.46 |
8.6% |
97.28 |
0.4% |
97% |
False |
False |
|
100 |
23,617.80 |
21,279.30 |
2,338.50 |
9.9% |
95.80 |
0.4% |
97% |
False |
False |
|
120 |
23,617.80 |
21,113.31 |
2,504.49 |
10.6% |
98.47 |
0.4% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,801.44 |
2.618 |
23,723.77 |
1.618 |
23,676.18 |
1.000 |
23,646.77 |
0.618 |
23,628.59 |
HIGH |
23,599.18 |
0.618 |
23,581.00 |
0.500 |
23,575.39 |
0.382 |
23,569.77 |
LOW |
23,551.59 |
0.618 |
23,522.18 |
1.000 |
23,504.00 |
1.618 |
23,474.59 |
2.618 |
23,427.00 |
4.250 |
23,349.33 |
|
|
Fisher Pivots for day following 24-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,575.39 |
23,558.98 |
PP |
23,569.59 |
23,558.65 |
S1 |
23,563.79 |
23,558.32 |
|