Trading Metrics calculated at close of trading on 14-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,367.47 |
23,388.40 |
20.93 |
0.1% |
23,533.96 |
High |
23,461.68 |
23,414.08 |
-47.60 |
-0.2% |
23,602.12 |
Low |
23,343.34 |
23,271.57 |
-71.77 |
-0.3% |
23,310.02 |
Close |
23,439.70 |
23,409.47 |
-30.23 |
-0.1% |
23,422.21 |
Range |
118.34 |
142.51 |
24.17 |
20.4% |
292.10 |
ATR |
114.56 |
118.39 |
3.83 |
3.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
23,792.57 |
23,743.53 |
23,487.85 |
|
R3 |
23,650.06 |
23,601.02 |
23,448.66 |
|
R2 |
23,507.55 |
23,507.55 |
23,435.60 |
|
R1 |
23,458.51 |
23,458.51 |
23,422.53 |
23,483.03 |
PP |
23,365.04 |
23,365.04 |
23,365.04 |
23,377.30 |
S1 |
23,316.00 |
23,316.00 |
23,396.41 |
23,340.52 |
S2 |
23,222.53 |
23,222.53 |
23,383.34 |
|
S3 |
23,080.02 |
23,173.49 |
23,370.28 |
|
S4 |
22,937.51 |
23,030.98 |
23,331.09 |
|
|
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 |
23,575.00 |
23,271.57 |
303.43 |
1.3% |
118.25 |
0.5% |
45% |
False |
True |
|
10 |
23,602.12 |
23,271.57 |
330.55 |
1.4% |
114.80 |
0.5% |
42% |
False |
True |
|
20 |
23,602.12 |
23,052.67 |
549.45 |
2.3% |
113.03 |
0.5% |
65% |
False |
False |
|
40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
97.29 |
0.4% |
86% |
False |
False |
|
60 |
23,602.12 |
21,673.58 |
1,928.54 |
8.2% |
97.18 |
0.4% |
90% |
False |
False |
|
80 |
23,602.12 |
21,577.37 |
2,024.75 |
8.6% |
95.64 |
0.4% |
90% |
False |
False |
|
100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
99.38 |
0.4% |
92% |
False |
False |
|
120 |
23,602.12 |
20,942.57 |
2,659.55 |
11.4% |
97.66 |
0.4% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,019.75 |
2.618 |
23,787.17 |
1.618 |
23,644.66 |
1.000 |
23,556.59 |
0.618 |
23,502.15 |
HIGH |
23,414.08 |
0.618 |
23,359.64 |
0.500 |
23,342.83 |
0.382 |
23,326.01 |
LOW |
23,271.57 |
0.618 |
23,183.50 |
1.000 |
23,129.06 |
1.618 |
23,040.99 |
2.618 |
22,898.48 |
4.250 |
22,665.90 |
|
|
Fisher Pivots for day following 14-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,387.26 |
23,395.19 |
PP |
23,365.04 |
23,380.91 |
S1 |
23,342.83 |
23,366.63 |
|