| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
22,370 |
22,315 |
-55 |
-0.2% |
22,625 |
| High |
22,555 |
22,340 |
-215 |
-1.0% |
23,445 |
| Low |
22,275 |
21,845 |
-430 |
-1.9% |
22,335 |
| Close |
22,315 |
22,120 |
-195 |
-0.9% |
22,485 |
| Range |
280 |
495 |
215 |
76.8% |
1,110 |
| ATR |
330 |
341 |
12 |
3.6% |
0 |
| Volume |
19,898 |
34,870 |
14,972 |
75.2% |
131,790 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,587 |
23,348 |
22,392 |
|
| R3 |
23,092 |
22,853 |
22,256 |
|
| R2 |
22,597 |
22,597 |
22,211 |
|
| R1 |
22,358 |
22,358 |
22,166 |
22,230 |
| PP |
22,102 |
22,102 |
22,102 |
22,038 |
| S1 |
21,863 |
21,863 |
22,075 |
21,735 |
| S2 |
21,607 |
21,607 |
22,029 |
|
| S3 |
21,112 |
21,368 |
21,984 |
|
| S4 |
20,617 |
20,873 |
21,848 |
|
|
| 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 |
21,845 |
1,600 |
7.2% |
559 |
2.5% |
17% |
False |
True |
33,090 |
| 10 |
23,445 |
21,845 |
1,600 |
7.2% |
413 |
1.9% |
17% |
False |
True |
22,894 |
| 20 |
23,445 |
21,240 |
2,205 |
10.0% |
356 |
1.6% |
40% |
False |
False |
18,664 |
| 40 |
23,445 |
20,135 |
3,310 |
15.0% |
259 |
1.2% |
60% |
False |
False |
13,949 |
| 60 |
23,445 |
18,980 |
4,465 |
20.2% |
239 |
1.1% |
70% |
False |
False |
11,613 |
| 80 |
23,445 |
18,980 |
4,465 |
20.2% |
216 |
1.0% |
70% |
False |
False |
8,716 |
| 100 |
23,445 |
18,980 |
4,465 |
20.2% |
190 |
0.9% |
70% |
False |
False |
6,973 |
| 120 |
23,445 |
18,980 |
4,465 |
20.2% |
165 |
0.7% |
70% |
False |
False |
5,811 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
24,444 |
|
2.618 |
23,636 |
|
1.618 |
23,141 |
|
1.000 |
22,835 |
|
0.618 |
22,646 |
|
HIGH |
22,340 |
|
0.618 |
22,151 |
|
0.500 |
22,093 |
|
0.382 |
22,034 |
|
LOW |
21,845 |
|
0.618 |
21,539 |
|
1.000 |
21,350 |
|
1.618 |
21,044 |
|
2.618 |
20,549 |
|
4.250 |
19,741 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,111 |
22,245 |
| PP |
22,102 |
22,203 |
| S1 |
22,093 |
22,162 |
|