Trading Metrics calculated at close of trading on 17-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
6,264.50 |
6,342.75 |
78.25 |
1.2% |
6,312.50 |
High |
6,358.50 |
6,351.75 |
-6.75 |
-0.1% |
6,358.50 |
Low |
6,260.75 |
6,308.50 |
47.75 |
0.8% |
6,230.75 |
Close |
6,341.00 |
6,313.25 |
-27.75 |
-0.4% |
6,313.25 |
Range |
97.75 |
43.25 |
-54.50 |
-55.8% |
127.75 |
ATR |
58.92 |
57.80 |
-1.12 |
-1.9% |
0.00 |
Volume |
339,694 |
275,846 |
-63,848 |
-18.8% |
1,587,330 |
|
Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,454.25 |
6,427.00 |
6,337.00 |
|
R3 |
6,411.00 |
6,383.75 |
6,325.25 |
|
R2 |
6,367.75 |
6,367.75 |
6,321.25 |
|
R1 |
6,340.50 |
6,340.50 |
6,317.25 |
6,332.50 |
PP |
6,324.50 |
6,324.50 |
6,324.50 |
6,320.50 |
S1 |
6,297.25 |
6,297.25 |
6,309.25 |
6,289.25 |
S2 |
6,281.25 |
6,281.25 |
6,305.25 |
|
S3 |
6,238.00 |
6,254.00 |
6,301.25 |
|
S4 |
6,194.75 |
6,210.75 |
6,289.50 |
|
|
Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,684.00 |
6,626.50 |
6,383.50 |
|
R3 |
6,556.25 |
6,498.75 |
6,348.50 |
|
R2 |
6,428.50 |
6,428.50 |
6,336.75 |
|
R1 |
6,371.00 |
6,371.00 |
6,325.00 |
6,399.75 |
PP |
6,300.75 |
6,300.75 |
6,300.75 |
6,315.25 |
S1 |
6,243.25 |
6,243.25 |
6,301.50 |
6,272.00 |
S2 |
6,173.00 |
6,173.00 |
6,289.75 |
|
S3 |
6,045.25 |
6,115.50 |
6,278.00 |
|
S4 |
5,917.50 |
5,987.75 |
6,243.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,358.50 |
6,230.75 |
127.75 |
2.0% |
61.00 |
1.0% |
65% |
False |
False |
317,466 |
10 |
6,358.50 |
6,230.75 |
127.75 |
2.0% |
58.00 |
0.9% |
65% |
False |
False |
312,512 |
20 |
6,358.50 |
6,011.00 |
347.50 |
5.5% |
62.50 |
1.0% |
87% |
False |
False |
320,254 |
40 |
6,358.50 |
5,842.00 |
516.50 |
8.2% |
53.75 |
0.9% |
91% |
False |
False |
282,549 |
60 |
6,358.50 |
5,784.50 |
574.00 |
9.1% |
54.75 |
0.9% |
92% |
False |
False |
240,355 |
80 |
6,358.50 |
5,760.00 |
598.50 |
9.5% |
58.50 |
0.9% |
92% |
False |
False |
180,574 |
100 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
60.25 |
1.0% |
94% |
False |
False |
144,557 |
120 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
62.75 |
1.0% |
94% |
False |
False |
120,498 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,535.50 |
2.618 |
6,465.00 |
1.618 |
6,421.75 |
1.000 |
6,395.00 |
0.618 |
6,378.50 |
HIGH |
6,351.75 |
0.618 |
6,335.25 |
0.500 |
6,330.00 |
0.382 |
6,325.00 |
LOW |
6,308.50 |
0.618 |
6,281.75 |
1.000 |
6,265.25 |
1.618 |
6,238.50 |
2.618 |
6,195.25 |
4.250 |
6,124.75 |
|
|
Fisher Pivots for day following 17-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
6,330.00 |
6,307.00 |
PP |
6,324.50 |
6,300.75 |
S1 |
6,319.00 |
6,294.50 |
|