| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,278.0 |
1,278.8 |
0.8 |
0.1% |
1,275.3 |
| High |
1,281.8 |
1,297.5 |
15.7 |
1.2% |
1,297.5 |
| Low |
1,274.9 |
1,278.1 |
3.2 |
0.3% |
1,269.7 |
| Close |
1,278.2 |
1,296.5 |
18.3 |
1.4% |
1,296.5 |
| Range |
6.9 |
19.4 |
12.5 |
181.2% |
27.8 |
| ATR |
12.2 |
12.8 |
0.5 |
4.2% |
0.0 |
| Volume |
274,425 |
387,015 |
112,590 |
41.0% |
1,671,190 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,348.9 |
1,342.1 |
1,307.2 |
|
| R3 |
1,329.5 |
1,322.7 |
1,301.8 |
|
| R2 |
1,310.1 |
1,310.1 |
1,300.1 |
|
| R1 |
1,303.3 |
1,303.3 |
1,298.3 |
1,306.7 |
| PP |
1,290.7 |
1,290.7 |
1,290.7 |
1,292.4 |
| S1 |
1,283.9 |
1,283.9 |
1,294.7 |
1,287.3 |
| S2 |
1,271.3 |
1,271.3 |
1,292.9 |
|
| S3 |
1,251.9 |
1,264.5 |
1,291.2 |
|
| S4 |
1,232.5 |
1,245.1 |
1,285.8 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,371.3 |
1,361.7 |
1,311.8 |
|
| R3 |
1,343.5 |
1,333.9 |
1,304.1 |
|
| R2 |
1,315.7 |
1,315.7 |
1,301.6 |
|
| R1 |
1,306.1 |
1,306.1 |
1,299.0 |
1,310.9 |
| PP |
1,287.9 |
1,287.9 |
1,287.9 |
1,290.3 |
| S1 |
1,278.3 |
1,278.3 |
1,294.0 |
1,283.1 |
| S2 |
1,260.1 |
1,260.1 |
1,291.4 |
|
| S3 |
1,232.3 |
1,250.5 |
1,288.9 |
|
| S4 |
1,204.5 |
1,222.7 |
1,281.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,297.5 |
1,269.7 |
27.8 |
2.1% |
11.9 |
0.9% |
96% |
True |
False |
334,238 |
| 10 |
1,297.5 |
1,266.4 |
31.1 |
2.4% |
12.3 |
0.9% |
97% |
True |
False |
347,011 |
| 20 |
1,297.5 |
1,263.8 |
33.7 |
2.6% |
12.1 |
0.9% |
97% |
True |
False |
341,045 |
| 40 |
1,317.1 |
1,262.8 |
54.3 |
4.2% |
12.9 |
1.0% |
62% |
False |
False |
318,345 |
| 60 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
13.8 |
1.1% |
34% |
False |
False |
326,174 |
| 80 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
13.4 |
1.0% |
37% |
False |
False |
307,797 |
| 100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.2 |
1.0% |
56% |
False |
False |
254,704 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.0 |
1.0% |
56% |
False |
False |
213,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,380.0 |
|
2.618 |
1,348.3 |
|
1.618 |
1,328.9 |
|
1.000 |
1,316.9 |
|
0.618 |
1,309.5 |
|
HIGH |
1,297.5 |
|
0.618 |
1,290.1 |
|
0.500 |
1,287.8 |
|
0.382 |
1,285.5 |
|
LOW |
1,278.1 |
|
0.618 |
1,266.1 |
|
1.000 |
1,258.7 |
|
1.618 |
1,246.7 |
|
2.618 |
1,227.3 |
|
4.250 |
1,195.7 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,293.6 |
1,293.1 |
| PP |
1,290.7 |
1,289.6 |
| S1 |
1,287.8 |
1,286.2 |
|