Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,552.75 |
23,552.86 |
0.11 |
0.0% |
23,370.71 |
High |
23,599.18 |
23,638.92 |
39.74 |
0.2% |
23,617.80 |
Low |
23,551.59 |
23,545.02 |
-6.57 |
0.0% |
23,360.58 |
Close |
23,557.99 |
23,580.78 |
22.79 |
0.1% |
23,557.99 |
Range |
47.59 |
93.90 |
46.31 |
97.3% |
257.22 |
ATR |
123.35 |
121.24 |
-2.10 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,869.94 |
23,819.26 |
23,632.43 |
|
R3 |
23,776.04 |
23,725.36 |
23,606.60 |
|
R2 |
23,682.14 |
23,682.14 |
23,598.00 |
|
R1 |
23,631.46 |
23,631.46 |
23,589.39 |
23,656.80 |
PP |
23,588.24 |
23,588.24 |
23,588.24 |
23,600.91 |
S1 |
23,537.56 |
23,537.56 |
23,572.17 |
23,562.90 |
S2 |
23,494.34 |
23,494.34 |
23,563.57 |
|
S3 |
23,400.44 |
23,443.66 |
23,554.96 |
|
S4 |
23,306.54 |
23,349.76 |
23,529.14 |
|
|
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 |
23,638.92 |
23,360.58 |
278.34 |
1.2% |
90.72 |
0.4% |
79% |
True |
False |
|
10 |
23,638.92 |
23,242.75 |
396.17 |
1.7% |
102.13 |
0.4% |
85% |
True |
False |
|
20 |
23,638.92 |
23,242.75 |
396.17 |
1.7% |
104.06 |
0.4% |
85% |
True |
False |
|
40 |
23,638.92 |
22,416.00 |
1,222.92 |
5.2% |
97.51 |
0.4% |
95% |
True |
False |
|
60 |
23,638.92 |
21,709.63 |
1,929.29 |
8.2% |
95.18 |
0.4% |
97% |
True |
False |
|
80 |
23,638.92 |
21,600.34 |
2,038.58 |
8.6% |
97.78 |
0.4% |
97% |
True |
False |
|
100 |
23,638.92 |
21,279.30 |
2,359.62 |
10.0% |
95.46 |
0.4% |
98% |
True |
False |
|
120 |
23,638.92 |
21,138.16 |
2,500.76 |
10.6% |
98.62 |
0.4% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,038.00 |
2.618 |
23,884.75 |
1.618 |
23,790.85 |
1.000 |
23,732.82 |
0.618 |
23,696.95 |
HIGH |
23,638.92 |
0.618 |
23,603.05 |
0.500 |
23,591.97 |
0.382 |
23,580.89 |
LOW |
23,545.02 |
0.618 |
23,486.99 |
1.000 |
23,451.12 |
1.618 |
23,393.09 |
2.618 |
23,299.19 |
4.250 |
23,145.95 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,591.97 |
23,578.28 |
PP |
23,588.24 |
23,575.77 |
S1 |
23,584.51 |
23,573.27 |
|