| 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 |
23,388.40 |
23,334.59 |
-53.81 |
-0.2% |
23,533.96 |
| High |
23,414.08 |
23,344.99 |
-69.09 |
-0.3% |
23,602.12 |
| Low |
23,271.57 |
23,242.75 |
-28.82 |
-0.1% |
23,310.02 |
| Close |
23,409.47 |
23,271.28 |
-138.19 |
-0.6% |
23,422.21 |
| Range |
142.51 |
102.24 |
-40.27 |
-28.3% |
292.10 |
| ATR |
118.39 |
121.84 |
3.45 |
2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,593.06 |
23,534.41 |
23,327.51 |
|
| R3 |
23,490.82 |
23,432.17 |
23,299.40 |
|
| R2 |
23,388.58 |
23,388.58 |
23,290.02 |
|
| R1 |
23,329.93 |
23,329.93 |
23,280.65 |
23,308.14 |
| PP |
23,286.34 |
23,286.34 |
23,286.34 |
23,275.44 |
| S1 |
23,227.69 |
23,227.69 |
23,261.91 |
23,205.90 |
| S2 |
23,184.10 |
23,184.10 |
23,252.54 |
|
| S3 |
23,081.86 |
23,125.45 |
23,243.16 |
|
| S4 |
22,979.62 |
23,023.21 |
23,215.05 |
|
|
| 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 |
23,516.74 |
23,242.75 |
273.99 |
1.2% |
125.81 |
0.5% |
10% |
False |
True |
|
| 10 |
23,602.12 |
23,242.75 |
359.37 |
1.5% |
112.14 |
0.5% |
8% |
False |
True |
|
| 20 |
23,602.12 |
23,052.67 |
549.45 |
2.4% |
113.84 |
0.5% |
40% |
False |
False |
|
| 40 |
23,602.12 |
22,219.11 |
1,383.01 |
5.9% |
97.38 |
0.4% |
76% |
False |
False |
|
| 60 |
23,602.12 |
21,673.58 |
1,928.54 |
8.3% |
95.98 |
0.4% |
83% |
False |
False |
|
| 80 |
23,602.12 |
21,600.34 |
2,001.78 |
8.6% |
95.75 |
0.4% |
83% |
False |
False |
|
| 100 |
23,602.12 |
21,197.08 |
2,405.04 |
10.3% |
99.15 |
0.4% |
86% |
False |
False |
|
| 120 |
23,602.12 |
20,942.57 |
2,659.55 |
11.4% |
98.16 |
0.4% |
88% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,779.51 |
|
2.618 |
23,612.65 |
|
1.618 |
23,510.41 |
|
1.000 |
23,447.23 |
|
0.618 |
23,408.17 |
|
HIGH |
23,344.99 |
|
0.618 |
23,305.93 |
|
0.500 |
23,293.87 |
|
0.382 |
23,281.81 |
|
LOW |
23,242.75 |
|
0.618 |
23,179.57 |
|
1.000 |
23,140.51 |
|
1.618 |
23,077.33 |
|
2.618 |
22,975.09 |
|
4.250 |
22,808.23 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
23,293.87 |
23,352.22 |
| PP |
23,286.34 |
23,325.24 |
| S1 |
23,278.81 |
23,298.26 |
|