| 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 |
13,123.0 |
13,075.5 |
-47.5 |
-0.4% |
13,475.0 |
| High |
13,161.0 |
13,136.0 |
-25.0 |
-0.2% |
13,533.0 |
| Low |
12,957.5 |
12,996.5 |
39.0 |
0.3% |
13,102.0 |
| Close |
13,087.5 |
13,033.0 |
-54.5 |
-0.4% |
13,121.0 |
| Range |
203.5 |
139.5 |
-64.0 |
-31.4% |
431.0 |
| ATR |
121.1 |
122.4 |
1.3 |
1.1% |
0.0 |
| Volume |
94,194 |
117,216 |
23,022 |
24.4% |
498,352 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,473.7 |
13,392.8 |
13,109.7 |
|
| R3 |
13,334.2 |
13,253.3 |
13,071.4 |
|
| R2 |
13,194.7 |
13,194.7 |
13,058.6 |
|
| R1 |
13,113.8 |
13,113.8 |
13,045.8 |
13,084.5 |
| PP |
13,055.2 |
13,055.2 |
13,055.2 |
13,040.5 |
| S1 |
12,974.3 |
12,974.3 |
13,020.2 |
12,945.0 |
| S2 |
12,915.7 |
12,915.7 |
13,007.4 |
|
| S3 |
12,776.2 |
12,834.8 |
12,994.6 |
|
| S4 |
12,636.7 |
12,695.3 |
12,956.3 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,545.0 |
14,264.0 |
13,358.1 |
|
| R3 |
14,114.0 |
13,833.0 |
13,239.5 |
|
| R2 |
13,683.0 |
13,683.0 |
13,200.0 |
|
| R1 |
13,402.0 |
13,402.0 |
13,160.5 |
13,327.0 |
| PP |
13,252.0 |
13,252.0 |
13,252.0 |
13,214.5 |
| S1 |
12,971.0 |
12,971.0 |
13,081.5 |
12,896.0 |
| S2 |
12,821.0 |
12,821.0 |
13,042.0 |
|
| S3 |
12,390.0 |
12,540.0 |
13,002.5 |
|
| S4 |
11,959.0 |
12,109.0 |
12,884.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,418.0 |
12,957.5 |
460.5 |
3.5% |
165.6 |
1.3% |
16% |
False |
False |
108,385 |
| 10 |
13,533.0 |
12,957.5 |
575.5 |
4.4% |
139.0 |
1.1% |
13% |
False |
False |
88,982 |
| 20 |
13,533.0 |
12,903.0 |
630.0 |
4.8% |
120.4 |
0.9% |
21% |
False |
False |
81,672 |
| 40 |
13,533.0 |
12,504.0 |
1,029.0 |
7.9% |
95.4 |
0.7% |
51% |
False |
False |
68,746 |
| 60 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
98.0 |
0.8% |
70% |
False |
False |
53,641 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
103.2 |
0.8% |
70% |
False |
False |
40,296 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
107.8 |
0.8% |
70% |
False |
False |
32,290 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
105.2 |
0.8% |
70% |
False |
False |
26,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,728.9 |
|
2.618 |
13,501.2 |
|
1.618 |
13,361.7 |
|
1.000 |
13,275.5 |
|
0.618 |
13,222.2 |
|
HIGH |
13,136.0 |
|
0.618 |
13,082.7 |
|
0.500 |
13,066.3 |
|
0.382 |
13,049.8 |
|
LOW |
12,996.5 |
|
0.618 |
12,910.3 |
|
1.000 |
12,857.0 |
|
1.618 |
12,770.8 |
|
2.618 |
12,631.3 |
|
4.250 |
12,403.6 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,066.3 |
13,086.5 |
| PP |
13,055.2 |
13,068.7 |
| S1 |
13,044.1 |
13,050.8 |
|