Trading Metrics calculated at close of trading on 13-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,432.71 |
23,367.47 |
-65.24 |
-0.3% |
23,533.96 |
High |
23,452.20 |
23,461.68 |
9.48 |
0.0% |
23,602.12 |
Low |
23,392.96 |
23,343.34 |
-49.62 |
-0.2% |
23,310.02 |
Close |
23,422.21 |
23,439.70 |
17.49 |
0.1% |
23,422.21 |
Range |
59.24 |
118.34 |
59.10 |
99.8% |
292.10 |
ATR |
114.27 |
114.56 |
0.29 |
0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,769.93 |
23,723.15 |
23,504.79 |
|
R3 |
23,651.59 |
23,604.81 |
23,472.24 |
|
R2 |
23,533.25 |
23,533.25 |
23,461.40 |
|
R1 |
23,486.47 |
23,486.47 |
23,450.55 |
23,509.86 |
PP |
23,414.91 |
23,414.91 |
23,414.91 |
23,426.60 |
S1 |
23,368.13 |
23,368.13 |
23,428.85 |
23,391.52 |
S2 |
23,296.57 |
23,296.57 |
23,418.00 |
|
S3 |
23,178.23 |
23,249.79 |
23,407.16 |
|
S4 |
23,059.89 |
23,131.45 |
23,374.61 |
|
|
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% |
113.33 |
0.5% |
44% |
False |
False |
|
10 |
23,602.12 |
23,310.02 |
292.10 |
1.2% |
107.74 |
0.5% |
44% |
False |
False |
|
20 |
23,602.12 |
22,948.23 |
653.89 |
2.8% |
108.61 |
0.5% |
75% |
False |
False |
|
40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
94.86 |
0.4% |
88% |
False |
False |
|
60 |
23,602.12 |
21,600.34 |
2,001.78 |
8.5% |
96.78 |
0.4% |
92% |
False |
False |
|
80 |
23,602.12 |
21,496.13 |
2,105.99 |
9.0% |
94.88 |
0.4% |
92% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
98.83 |
0.4% |
93% |
False |
False |
|
120 |
23,602.12 |
20,942.57 |
2,659.55 |
11.3% |
96.98 |
0.4% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
23,964.63 |
2.618 |
23,771.49 |
1.618 |
23,653.15 |
1.000 |
23,580.02 |
0.618 |
23,534.81 |
HIGH |
23,461.68 |
0.618 |
23,416.47 |
0.500 |
23,402.51 |
0.382 |
23,388.55 |
LOW |
23,343.34 |
0.618 |
23,270.21 |
1.000 |
23,225.00 |
1.618 |
23,151.87 |
2.618 |
23,033.53 |
4.250 |
22,840.40 |
|
|
Fisher Pivots for day following 13-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,427.30 |
23,430.93 |
PP |
23,414.91 |
23,422.15 |
S1 |
23,402.51 |
23,413.38 |
|