Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
23,625.19 |
23,883.26 |
258.07 |
1.1% |
23,370.71 |
High |
23,849.61 |
23,959.76 |
110.15 |
0.5% |
23,617.80 |
Low |
23,617.11 |
23,872.59 |
255.48 |
1.1% |
23,360.58 |
Close |
23,836.71 |
23,940.68 |
103.97 |
0.4% |
23,557.99 |
Range |
232.50 |
87.17 |
-145.33 |
-62.5% |
257.22 |
ATR |
131.79 |
131.16 |
-0.62 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
24,185.85 |
24,150.44 |
23,988.62 |
|
R3 |
24,098.68 |
24,063.27 |
23,964.65 |
|
R2 |
24,011.51 |
24,011.51 |
23,956.66 |
|
R1 |
23,976.10 |
23,976.10 |
23,948.67 |
23,993.81 |
PP |
23,924.34 |
23,924.34 |
23,924.34 |
23,933.20 |
S1 |
23,888.93 |
23,888.93 |
23,932.69 |
23,906.64 |
S2 |
23,837.17 |
23,837.17 |
23,924.70 |
|
S3 |
23,750.00 |
23,801.76 |
23,916.71 |
|
S4 |
23,662.83 |
23,714.59 |
23,892.74 |
|
|
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 |
23,959.76 |
23,507.61 |
452.15 |
1.9% |
111.86 |
0.5% |
96% |
True |
False |
|
10 |
23,959.76 |
23,242.75 |
717.01 |
3.0% |
108.01 |
0.5% |
97% |
True |
False |
|
20 |
23,959.76 |
23,242.75 |
717.01 |
3.0% |
111.41 |
0.5% |
97% |
True |
False |
|
40 |
23,959.76 |
22,632.80 |
1,326.96 |
5.5% |
99.84 |
0.4% |
99% |
True |
False |
|
60 |
23,959.76 |
21,731.12 |
2,228.64 |
9.3% |
95.92 |
0.4% |
99% |
True |
False |
|
80 |
23,959.76 |
21,600.34 |
2,359.42 |
9.9% |
100.44 |
0.4% |
99% |
True |
False |
|
100 |
23,959.76 |
21,279.30 |
2,680.46 |
11.2% |
97.16 |
0.4% |
99% |
True |
False |
|
120 |
23,959.76 |
21,186.15 |
2,773.61 |
11.6% |
99.00 |
0.4% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
24,330.23 |
2.618 |
24,187.97 |
1.618 |
24,100.80 |
1.000 |
24,046.93 |
0.618 |
24,013.63 |
HIGH |
23,959.76 |
0.618 |
23,926.46 |
0.500 |
23,916.18 |
0.382 |
23,905.89 |
LOW |
23,872.59 |
0.618 |
23,818.72 |
1.000 |
23,785.42 |
1.618 |
23,731.55 |
2.618 |
23,644.38 |
4.250 |
23,502.12 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
23,932.51 |
23,877.92 |
PP |
23,924.34 |
23,815.15 |
S1 |
23,916.18 |
23,752.39 |
|