Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,291.9 |
1,288.0 |
-3.9 |
-0.3% |
1,294.1 |
High |
1,293.3 |
1,299.0 |
5.7 |
0.4% |
1,295.1 |
Low |
1,285.1 |
1,286.2 |
1.1 |
0.1% |
1,274.1 |
Close |
1,287.3 |
1,294.4 |
7.1 |
0.6% |
1,287.3 |
Range |
8.2 |
12.8 |
4.6 |
56.1% |
21.0 |
ATR |
13.0 |
13.0 |
0.0 |
-0.1% |
0.0 |
Volume |
347,029 |
321,348 |
-25,681 |
-7.4% |
1,492,646 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,331.6 |
1,325.8 |
1,301.4 |
|
R3 |
1,318.8 |
1,313.0 |
1,297.9 |
|
R2 |
1,306.0 |
1,306.0 |
1,296.7 |
|
R1 |
1,300.2 |
1,300.2 |
1,295.6 |
1,303.1 |
PP |
1,293.2 |
1,293.2 |
1,293.2 |
1,294.7 |
S1 |
1,287.4 |
1,287.4 |
1,293.2 |
1,290.3 |
S2 |
1,280.4 |
1,280.4 |
1,292.1 |
|
S3 |
1,267.6 |
1,274.6 |
1,290.9 |
|
S4 |
1,254.8 |
1,261.8 |
1,287.4 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,348.5 |
1,338.9 |
1,298.9 |
|
R3 |
1,327.5 |
1,317.9 |
1,293.1 |
|
R2 |
1,306.5 |
1,306.5 |
1,291.2 |
|
R1 |
1,296.9 |
1,296.9 |
1,289.2 |
1,291.2 |
PP |
1,285.5 |
1,285.5 |
1,285.5 |
1,282.7 |
S1 |
1,275.9 |
1,275.9 |
1,285.4 |
1,270.2 |
S2 |
1,264.5 |
1,264.5 |
1,283.5 |
|
S3 |
1,243.5 |
1,254.9 |
1,281.5 |
|
S4 |
1,222.5 |
1,233.9 |
1,275.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,299.0 |
1,274.1 |
24.9 |
1.9% |
13.3 |
1.0% |
82% |
True |
False |
362,798 |
10 |
1,299.0 |
1,269.7 |
29.3 |
2.3% |
12.6 |
1.0% |
84% |
True |
False |
348,518 |
20 |
1,299.0 |
1,265.9 |
33.1 |
2.6% |
12.5 |
1.0% |
86% |
True |
False |
347,744 |
40 |
1,308.4 |
1,262.8 |
45.6 |
3.5% |
12.3 |
1.0% |
69% |
False |
False |
321,218 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.7% |
13.2 |
1.0% |
32% |
False |
False |
324,518 |
80 |
1,362.4 |
1,257.1 |
105.3 |
8.1% |
13.5 |
1.0% |
35% |
False |
False |
317,378 |
100 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.2 |
1.0% |
55% |
False |
False |
271,657 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.7% |
13.0 |
1.0% |
55% |
False |
False |
228,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,353.4 |
2.618 |
1,332.5 |
1.618 |
1,319.7 |
1.000 |
1,311.8 |
0.618 |
1,306.9 |
HIGH |
1,299.0 |
0.618 |
1,294.1 |
0.500 |
1,292.6 |
0.382 |
1,291.1 |
LOW |
1,286.2 |
0.618 |
1,278.3 |
1.000 |
1,273.4 |
1.618 |
1,265.5 |
2.618 |
1,252.7 |
4.250 |
1,231.8 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,293.8 |
1,292.5 |
PP |
1,293.2 |
1,290.7 |
S1 |
1,292.6 |
1,288.8 |
|