| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,600.42 |
2,602.66 |
2.24 |
0.1% |
2,579.49 |
| High |
2,604.21 |
2,606.41 |
2.20 |
0.1% |
2,604.21 |
| Low |
2,600.42 |
2,598.87 |
-1.55 |
-0.1% |
2,578.24 |
| Close |
2,602.42 |
2,601.42 |
-1.00 |
0.0% |
2,602.42 |
| Range |
3.79 |
7.54 |
3.75 |
98.9% |
25.97 |
| ATR |
12.77 |
12.40 |
-0.37 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,624.85 |
2,620.68 |
2,605.57 |
|
| R3 |
2,617.31 |
2,613.14 |
2,603.49 |
|
| R2 |
2,609.77 |
2,609.77 |
2,602.80 |
|
| R1 |
2,605.60 |
2,605.60 |
2,602.11 |
2,603.92 |
| PP |
2,602.23 |
2,602.23 |
2,602.23 |
2,601.39 |
| S1 |
2,598.06 |
2,598.06 |
2,600.73 |
2,596.38 |
| S2 |
2,594.69 |
2,594.69 |
2,600.04 |
|
| S3 |
2,587.15 |
2,590.52 |
2,599.35 |
|
| S4 |
2,579.61 |
2,582.98 |
2,597.27 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.87 |
2,663.61 |
2,616.70 |
|
| R3 |
2,646.90 |
2,637.64 |
2,609.56 |
|
| R2 |
2,620.93 |
2,620.93 |
2,607.18 |
|
| R1 |
2,611.67 |
2,611.67 |
2,604.80 |
2,616.30 |
| PP |
2,594.96 |
2,594.96 |
2,594.96 |
2,597.27 |
| S1 |
2,585.70 |
2,585.70 |
2,600.04 |
2,590.33 |
| S2 |
2,568.99 |
2,568.99 |
2,597.66 |
|
| S3 |
2,543.02 |
2,559.73 |
2,595.28 |
|
| S4 |
2,517.05 |
2,533.76 |
2,588.14 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,606.41 |
2,578.24 |
28.17 |
1.1% |
7.08 |
0.3% |
82% |
True |
False |
|
| 10 |
2,606.41 |
2,557.45 |
48.96 |
1.9% |
10.05 |
0.4% |
90% |
True |
False |
|
| 20 |
2,606.41 |
2,557.45 |
48.96 |
1.9% |
10.88 |
0.4% |
90% |
True |
False |
|
| 40 |
2,606.41 |
2,520.40 |
86.01 |
3.3% |
10.17 |
0.4% |
94% |
True |
False |
|
| 60 |
2,606.41 |
2,446.55 |
159.86 |
6.1% |
10.06 |
0.4% |
97% |
True |
False |
|
| 80 |
2,606.41 |
2,417.35 |
189.06 |
7.3% |
11.25 |
0.4% |
97% |
True |
False |
|
| 100 |
2,606.41 |
2,412.79 |
193.62 |
7.4% |
11.08 |
0.4% |
97% |
True |
False |
|
| 120 |
2,606.41 |
2,405.70 |
200.71 |
7.7% |
11.71 |
0.5% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,638.46 |
|
2.618 |
2,626.15 |
|
1.618 |
2,618.61 |
|
1.000 |
2,613.95 |
|
0.618 |
2,611.07 |
|
HIGH |
2,606.41 |
|
0.618 |
2,603.53 |
|
0.500 |
2,602.64 |
|
0.382 |
2,601.75 |
|
LOW |
2,598.87 |
|
0.618 |
2,594.21 |
|
1.000 |
2,591.33 |
|
1.618 |
2,586.67 |
|
2.618 |
2,579.13 |
|
4.250 |
2,566.83 |
|
|