Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,552.86 |
23,625.19 |
72.33 |
0.3% |
23,370.71 |
High |
23,638.92 |
23,849.61 |
210.69 |
0.9% |
23,617.80 |
Low |
23,545.02 |
23,617.11 |
72.09 |
0.3% |
23,360.58 |
Close |
23,580.78 |
23,836.71 |
255.93 |
1.1% |
23,557.99 |
Range |
93.90 |
232.50 |
138.60 |
147.6% |
257.22 |
ATR |
121.24 |
131.79 |
10.54 |
8.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,465.31 |
24,383.51 |
23,964.59 |
|
R3 |
24,232.81 |
24,151.01 |
23,900.65 |
|
R2 |
24,000.31 |
24,000.31 |
23,879.34 |
|
R1 |
23,918.51 |
23,918.51 |
23,858.02 |
23,959.41 |
PP |
23,767.81 |
23,767.81 |
23,767.81 |
23,788.26 |
S1 |
23,686.01 |
23,686.01 |
23,815.40 |
23,726.91 |
S2 |
23,535.31 |
23,535.31 |
23,794.09 |
|
S3 |
23,302.81 |
23,453.51 |
23,772.77 |
|
S4 |
23,070.31 |
23,221.01 |
23,708.84 |
|
|
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 |
23,849.61 |
23,500.15 |
349.46 |
1.5% |
117.96 |
0.5% |
96% |
True |
False |
|
10 |
23,849.61 |
23,242.75 |
606.86 |
2.5% |
113.55 |
0.5% |
98% |
True |
False |
|
20 |
23,849.61 |
23,242.75 |
606.86 |
2.5% |
110.64 |
0.5% |
98% |
True |
False |
|
40 |
23,849.61 |
22,562.90 |
1,286.71 |
5.4% |
99.74 |
0.4% |
99% |
True |
False |
|
60 |
23,849.61 |
21,709.63 |
2,139.98 |
9.0% |
97.99 |
0.4% |
99% |
True |
False |
|
80 |
23,849.61 |
21,600.34 |
2,249.27 |
9.4% |
99.84 |
0.4% |
99% |
True |
False |
|
100 |
23,849.61 |
21,279.30 |
2,570.31 |
10.8% |
97.04 |
0.4% |
99% |
True |
False |
|
120 |
23,849.61 |
21,159.45 |
2,690.16 |
11.3% |
99.49 |
0.4% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,837.74 |
2.618 |
24,458.30 |
1.618 |
24,225.80 |
1.000 |
24,082.11 |
0.618 |
23,993.30 |
HIGH |
23,849.61 |
0.618 |
23,760.80 |
0.500 |
23,733.36 |
0.382 |
23,705.93 |
LOW |
23,617.11 |
0.618 |
23,473.43 |
1.000 |
23,384.61 |
1.618 |
23,240.93 |
2.618 |
23,008.43 |
4.250 |
22,628.99 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,802.26 |
23,790.25 |
PP |
23,767.81 |
23,743.78 |
S1 |
23,733.36 |
23,697.32 |
|