| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
12.57 |
12.60 |
0.03 |
0.2% |
12.50 |
| High |
12.60 |
12.74 |
0.14 |
1.1% |
12.67 |
| Low |
12.56 |
12.56 |
0.00 |
0.0% |
12.45 |
| Close |
12.58 |
12.73 |
0.15 |
1.2% |
12.62 |
| Range |
0.04 |
0.18 |
0.14 |
350.0% |
0.22 |
| ATR |
0.19 |
0.19 |
0.00 |
-0.2% |
0.00 |
| Volume |
5,070,880 |
42,972,161 |
37,901,281 |
747.4% |
44,573,735 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.22 |
13.15 |
12.83 |
|
| R3 |
13.04 |
12.97 |
12.78 |
|
| R2 |
12.86 |
12.86 |
12.76 |
|
| R1 |
12.79 |
12.79 |
12.75 |
12.83 |
| PP |
12.68 |
12.68 |
12.68 |
12.69 |
| S1 |
12.61 |
12.61 |
12.71 |
12.65 |
| S2 |
12.50 |
12.50 |
12.70 |
|
| S3 |
12.32 |
12.43 |
12.68 |
|
| S4 |
12.14 |
12.25 |
12.63 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13.24 |
13.15 |
12.74 |
|
| R3 |
13.02 |
12.93 |
12.68 |
|
| R2 |
12.80 |
12.80 |
12.66 |
|
| R1 |
12.71 |
12.71 |
12.64 |
12.76 |
| PP |
12.58 |
12.58 |
12.58 |
12.60 |
| S1 |
12.49 |
12.49 |
12.60 |
12.54 |
| S2 |
12.36 |
12.36 |
12.58 |
|
| S3 |
12.14 |
12.27 |
12.56 |
|
| S4 |
11.92 |
12.05 |
12.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12.74 |
12.48 |
0.26 |
2.0% |
0.10 |
0.8% |
96% |
True |
False |
13,834,193 |
| 10 |
12.74 |
12.08 |
0.66 |
5.2% |
0.14 |
1.1% |
98% |
True |
False |
13,484,648 |
| 20 |
12.74 |
11.43 |
1.31 |
10.3% |
0.20 |
1.5% |
99% |
True |
False |
11,441,056 |
| 40 |
12.74 |
11.43 |
1.31 |
10.3% |
0.18 |
1.4% |
99% |
True |
False |
10,420,278 |
| 60 |
12.74 |
11.43 |
1.31 |
10.3% |
0.15 |
1.2% |
99% |
True |
False |
8,706,174 |
| 80 |
12.74 |
11.43 |
1.31 |
10.3% |
0.15 |
1.2% |
99% |
True |
False |
9,224,394 |
| 100 |
12.74 |
11.43 |
1.31 |
10.3% |
0.12 |
1.0% |
99% |
True |
False |
8,441,657 |
| 120 |
12.74 |
11.43 |
1.31 |
10.3% |
0.11 |
0.9% |
99% |
True |
False |
7,620,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13.51 |
|
2.618 |
13.21 |
|
1.618 |
13.03 |
|
1.000 |
12.92 |
|
0.618 |
12.85 |
|
HIGH |
12.74 |
|
0.618 |
12.67 |
|
0.500 |
12.65 |
|
0.382 |
12.63 |
|
LOW |
12.56 |
|
0.618 |
12.45 |
|
1.000 |
12.38 |
|
1.618 |
12.27 |
|
2.618 |
12.09 |
|
4.250 |
11.80 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
12.70 |
12.69 |
| PP |
12.68 |
12.65 |
| S1 |
12.65 |
12.61 |
|