| 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 |
22,660 |
22,525 |
-135 |
-0.6% |
22,625 |
| High |
22,750 |
22,645 |
-105 |
-0.5% |
23,445 |
| Low |
22,355 |
22,130 |
-225 |
-1.0% |
22,335 |
| Close |
22,485 |
22,375 |
-110 |
-0.5% |
22,485 |
| Range |
395 |
515 |
120 |
30.4% |
1,110 |
| ATR |
319 |
333 |
14 |
4.4% |
0 |
| Volume |
27,660 |
22,380 |
-5,280 |
-19.1% |
131,790 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,928 |
23,667 |
22,658 |
|
| R3 |
23,413 |
23,152 |
22,517 |
|
| R2 |
22,898 |
22,898 |
22,470 |
|
| R1 |
22,637 |
22,637 |
22,422 |
22,510 |
| PP |
22,383 |
22,383 |
22,383 |
22,320 |
| S1 |
22,122 |
22,122 |
22,328 |
21,995 |
| S2 |
21,868 |
21,868 |
22,281 |
|
| S3 |
21,353 |
21,607 |
22,234 |
|
| S4 |
20,838 |
21,092 |
22,092 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
26,085 |
25,395 |
23,096 |
|
| R3 |
24,975 |
24,285 |
22,790 |
|
| R2 |
23,865 |
23,865 |
22,689 |
|
| R1 |
23,175 |
23,175 |
22,587 |
22,965 |
| PP |
22,755 |
22,755 |
22,755 |
22,650 |
| S1 |
22,065 |
22,065 |
22,383 |
21,855 |
| S2 |
21,645 |
21,645 |
22,282 |
|
| S3 |
20,535 |
20,955 |
22,180 |
|
| S4 |
19,425 |
19,845 |
21,875 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
23,445 |
22,130 |
1,315 |
5.9% |
542 |
2.4% |
19% |
False |
True |
28,235 |
| 10 |
23,445 |
21,855 |
1,590 |
7.1% |
418 |
1.9% |
33% |
False |
False |
20,668 |
| 20 |
23,445 |
21,240 |
2,205 |
9.9% |
332 |
1.5% |
51% |
False |
False |
17,019 |
| 40 |
23,445 |
20,000 |
3,445 |
15.4% |
249 |
1.1% |
69% |
False |
False |
13,098 |
| 60 |
23,445 |
18,980 |
4,465 |
20.0% |
233 |
1.0% |
76% |
False |
False |
10,705 |
| 80 |
23,445 |
18,980 |
4,465 |
20.0% |
207 |
0.9% |
76% |
False |
False |
8,032 |
| 100 |
23,445 |
18,980 |
4,465 |
20.0% |
183 |
0.8% |
76% |
False |
False |
6,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,834 |
|
2.618 |
23,993 |
|
1.618 |
23,478 |
|
1.000 |
23,160 |
|
0.618 |
22,963 |
|
HIGH |
22,645 |
|
0.618 |
22,448 |
|
0.500 |
22,388 |
|
0.382 |
22,327 |
|
LOW |
22,130 |
|
0.618 |
21,812 |
|
1.000 |
21,615 |
|
1.618 |
21,297 |
|
2.618 |
20,782 |
|
4.250 |
19,941 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,388 |
22,788 |
| PP |
22,383 |
22,650 |
| S1 |
22,379 |
22,513 |
|