Trading Metrics calculated at close of trading on 10-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,492.09 |
23,432.71 |
-59.38 |
-0.3% |
23,533.96 |
High |
23,516.74 |
23,452.20 |
-64.54 |
-0.3% |
23,602.12 |
Low |
23,310.02 |
23,392.96 |
82.94 |
0.4% |
23,310.02 |
Close |
23,461.94 |
23,422.21 |
-39.73 |
-0.2% |
23,422.21 |
Range |
206.72 |
59.24 |
-147.48 |
-71.3% |
292.10 |
ATR |
117.76 |
114.27 |
-3.48 |
-3.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,600.18 |
23,570.43 |
23,454.79 |
|
R3 |
23,540.94 |
23,511.19 |
23,438.50 |
|
R2 |
23,481.70 |
23,481.70 |
23,433.07 |
|
R1 |
23,451.95 |
23,451.95 |
23,427.64 |
23,437.21 |
PP |
23,422.46 |
23,422.46 |
23,422.46 |
23,415.08 |
S1 |
23,392.71 |
23,392.71 |
23,416.78 |
23,377.97 |
S2 |
23,363.22 |
23,363.22 |
23,411.35 |
|
S3 |
23,303.98 |
23,333.47 |
23,405.92 |
|
S4 |
23,244.74 |
23,274.23 |
23,389.63 |
|
|
Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,321.08 |
24,163.75 |
23,582.87 |
|
R3 |
24,028.98 |
23,871.65 |
23,502.54 |
|
R2 |
23,736.88 |
23,736.88 |
23,475.76 |
|
R1 |
23,579.55 |
23,579.55 |
23,448.99 |
23,512.17 |
PP |
23,444.78 |
23,444.78 |
23,444.78 |
23,411.09 |
S1 |
23,287.45 |
23,287.45 |
23,395.43 |
23,220.07 |
S2 |
23,152.68 |
23,152.68 |
23,368.66 |
|
S3 |
22,860.58 |
22,995.35 |
23,341.88 |
|
S4 |
22,568.48 |
22,703.25 |
23,261.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
23,602.12 |
23,310.02 |
292.10 |
1.2% |
100.49 |
0.4% |
38% |
False |
False |
|
10 |
23,602.12 |
23,310.02 |
292.10 |
1.2% |
106.00 |
0.5% |
38% |
False |
False |
|
20 |
23,602.12 |
22,887.12 |
715.00 |
3.1% |
106.34 |
0.5% |
75% |
False |
False |
|
40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
93.71 |
0.4% |
87% |
False |
False |
|
60 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
97.34 |
0.4% |
91% |
False |
False |
|
80 |
23,602.12 |
21,496.13 |
2,105.99 |
9.0% |
94.51 |
0.4% |
91% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
98.27 |
0.4% |
93% |
False |
False |
|
120 |
23,602.12 |
20,933.58 |
2,668.54 |
11.4% |
96.74 |
0.4% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,703.97 |
2.618 |
23,607.29 |
1.618 |
23,548.05 |
1.000 |
23,511.44 |
0.618 |
23,488.81 |
HIGH |
23,452.20 |
0.618 |
23,429.57 |
0.500 |
23,422.58 |
0.382 |
23,415.59 |
LOW |
23,392.96 |
0.618 |
23,356.35 |
1.000 |
23,333.72 |
1.618 |
23,297.11 |
2.618 |
23,237.87 |
4.250 |
23,141.19 |
|
|
Fisher Pivots for day following 10-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,422.58 |
23,442.51 |
PP |
23,422.46 |
23,435.74 |
S1 |
23,422.33 |
23,428.98 |
|