| Trading Metrics calculated at close of trading on 29-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,293.9 |
1,293.4 |
-0.5 |
0.0% |
1,294.1 |
| High |
1,297.0 |
1,296.2 |
-0.8 |
-0.1% |
1,295.1 |
| Low |
1,290.1 |
1,281.1 |
-9.0 |
-0.7% |
1,274.1 |
| Close |
1,294.9 |
1,282.1 |
-12.8 |
-1.0% |
1,287.3 |
| Range |
6.9 |
15.1 |
8.2 |
118.8% |
21.0 |
| ATR |
12.5 |
12.7 |
0.2 |
1.5% |
0.0 |
| Volume |
275,442 |
47,244 |
-228,198 |
-82.8% |
1,492,646 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,331.8 |
1,322.0 |
1,290.4 |
|
| R3 |
1,316.7 |
1,306.9 |
1,286.3 |
|
| R2 |
1,301.6 |
1,301.6 |
1,284.9 |
|
| R1 |
1,291.8 |
1,291.8 |
1,283.5 |
1,289.2 |
| PP |
1,286.5 |
1,286.5 |
1,286.5 |
1,285.1 |
| S1 |
1,276.7 |
1,276.7 |
1,280.7 |
1,274.1 |
| S2 |
1,271.4 |
1,271.4 |
1,279.3 |
|
| S3 |
1,256.3 |
1,261.6 |
1,277.9 |
|
| S4 |
1,241.2 |
1,246.5 |
1,273.8 |
|
|
| 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 |
1,278.6 |
20.4 |
1.6% |
11.8 |
0.9% |
17% |
False |
False |
276,274 |
| 10 |
1,299.0 |
1,274.1 |
24.9 |
1.9% |
12.9 |
1.0% |
32% |
False |
False |
323,176 |
| 20 |
1,299.0 |
1,265.9 |
33.1 |
2.6% |
12.6 |
1.0% |
49% |
False |
False |
337,249 |
| 40 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.5 |
1.0% |
42% |
False |
False |
317,282 |
| 60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.0 |
1.0% |
19% |
False |
False |
317,488 |
| 80 |
1,362.4 |
1,257.1 |
105.3 |
8.2% |
13.6 |
1.1% |
24% |
False |
False |
316,486 |
| 100 |
1,362.4 |
1,214.6 |
147.8 |
11.5% |
13.1 |
1.0% |
46% |
False |
False |
274,438 |
| 120 |
1,362.4 |
1,211.1 |
151.3 |
11.8% |
12.9 |
1.0% |
47% |
False |
False |
230,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,360.4 |
|
2.618 |
1,335.7 |
|
1.618 |
1,320.6 |
|
1.000 |
1,311.3 |
|
0.618 |
1,305.5 |
|
HIGH |
1,296.2 |
|
0.618 |
1,290.4 |
|
0.500 |
1,288.7 |
|
0.382 |
1,286.9 |
|
LOW |
1,281.1 |
|
0.618 |
1,271.8 |
|
1.000 |
1,266.0 |
|
1.618 |
1,256.7 |
|
2.618 |
1,241.6 |
|
4.250 |
1,216.9 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,288.7 |
1,290.1 |
| PP |
1,286.5 |
1,287.4 |
| S1 |
1,284.3 |
1,284.8 |
|