Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,293.4 |
1,283.1 |
-10.3 |
-0.8% |
1,294.1 |
High |
1,296.2 |
1,284.5 |
-11.7 |
-0.9% |
1,295.1 |
Low |
1,281.1 |
1,269.7 |
-11.4 |
-0.9% |
1,274.1 |
Close |
1,282.1 |
1,273.2 |
-8.9 |
-0.7% |
1,287.3 |
Range |
15.1 |
14.8 |
-0.3 |
-2.0% |
21.0 |
ATR |
12.7 |
12.9 |
0.1 |
1.2% |
0.0 |
Volume |
47,244 |
3,049 |
-44,195 |
-93.5% |
1,492,646 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,320.2 |
1,311.5 |
1,281.3 |
|
R3 |
1,305.4 |
1,296.7 |
1,277.3 |
|
R2 |
1,290.6 |
1,290.6 |
1,275.9 |
|
R1 |
1,281.9 |
1,281.9 |
1,274.6 |
1,278.9 |
PP |
1,275.8 |
1,275.8 |
1,275.8 |
1,274.3 |
S1 |
1,267.1 |
1,267.1 |
1,271.8 |
1,264.1 |
S2 |
1,261.0 |
1,261.0 |
1,270.5 |
|
S3 |
1,246.2 |
1,252.3 |
1,269.1 |
|
S4 |
1,231.4 |
1,237.5 |
1,265.1 |
|
|
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 |
1,269.7 |
29.3 |
2.3% |
11.6 |
0.9% |
12% |
False |
True |
198,822 |
10 |
1,299.0 |
1,269.7 |
29.3 |
2.3% |
13.0 |
1.0% |
12% |
False |
True |
280,116 |
20 |
1,299.0 |
1,265.9 |
33.1 |
2.6% |
12.6 |
1.0% |
22% |
False |
False |
318,170 |
40 |
1,308.4 |
1,262.8 |
45.6 |
3.6% |
12.5 |
1.0% |
23% |
False |
False |
310,531 |
60 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.1 |
1.0% |
10% |
False |
False |
312,383 |
80 |
1,362.4 |
1,262.8 |
99.6 |
7.8% |
13.6 |
1.1% |
10% |
False |
False |
313,429 |
100 |
1,362.4 |
1,219.8 |
142.6 |
11.2% |
13.1 |
1.0% |
37% |
False |
False |
274,251 |
120 |
1,362.4 |
1,211.1 |
151.3 |
11.9% |
13.0 |
1.0% |
41% |
False |
False |
230,692 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,347.4 |
2.618 |
1,323.2 |
1.618 |
1,308.4 |
1.000 |
1,299.3 |
0.618 |
1,293.6 |
HIGH |
1,284.5 |
0.618 |
1,278.8 |
0.500 |
1,277.1 |
0.382 |
1,275.4 |
LOW |
1,269.7 |
0.618 |
1,260.6 |
1.000 |
1,254.9 |
1.618 |
1,245.8 |
2.618 |
1,231.0 |
4.250 |
1,206.8 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,277.1 |
1,283.4 |
PP |
1,275.8 |
1,280.0 |
S1 |
1,274.5 |
1,276.6 |
|