| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
13,175.0 |
12,998.5 |
-176.5 |
-1.3% |
12,868.0 |
| High |
13,189.5 |
13,160.0 |
-29.5 |
-0.2% |
13,209.0 |
| Low |
12,961.5 |
12,975.0 |
13.5 |
0.1% |
12,853.0 |
| Close |
13,009.0 |
13,065.0 |
56.0 |
0.4% |
13,065.0 |
| Range |
228.0 |
185.0 |
-43.0 |
-18.9% |
356.0 |
| ATR |
143.7 |
146.6 |
3.0 |
2.1% |
0.0 |
| Volume |
77,997 |
97,382 |
19,385 |
24.9% |
361,552 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,621.7 |
13,528.3 |
13,166.8 |
|
| R3 |
13,436.7 |
13,343.3 |
13,115.9 |
|
| R2 |
13,251.7 |
13,251.7 |
13,098.9 |
|
| R1 |
13,158.3 |
13,158.3 |
13,082.0 |
13,205.0 |
| PP |
13,066.7 |
13,066.7 |
13,066.7 |
13,090.0 |
| S1 |
12,973.3 |
12,973.3 |
13,048.0 |
13,020.0 |
| S2 |
12,881.7 |
12,881.7 |
13,031.1 |
|
| S3 |
12,696.7 |
12,788.3 |
13,014.1 |
|
| S4 |
12,511.7 |
12,603.3 |
12,963.3 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,110.3 |
13,943.7 |
13,260.8 |
|
| R3 |
13,754.3 |
13,587.7 |
13,162.9 |
|
| R2 |
13,398.3 |
13,398.3 |
13,130.3 |
|
| R1 |
13,231.7 |
13,231.7 |
13,097.6 |
13,315.0 |
| PP |
13,042.3 |
13,042.3 |
13,042.3 |
13,084.0 |
| S1 |
12,875.7 |
12,875.7 |
13,032.4 |
12,959.0 |
| S2 |
12,686.3 |
12,686.3 |
12,999.7 |
|
| S3 |
12,330.3 |
12,519.7 |
12,967.1 |
|
| S4 |
11,974.3 |
12,163.7 |
12,869.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
13,209.0 |
12,853.0 |
356.0 |
2.7% |
191.2 |
1.5% |
60% |
False |
False |
91,062 |
| 10 |
13,215.5 |
12,842.5 |
373.0 |
2.9% |
165.6 |
1.3% |
60% |
False |
False |
93,501 |
| 20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
136.2 |
1.0% |
32% |
False |
False |
82,610 |
| 40 |
13,533.0 |
12,710.5 |
822.5 |
6.3% |
111.2 |
0.9% |
43% |
False |
False |
73,871 |
| 60 |
13,533.0 |
12,030.5 |
1,502.5 |
11.5% |
105.4 |
0.8% |
69% |
False |
False |
63,881 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
108.4 |
0.8% |
72% |
False |
False |
48,026 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.9 |
0.8% |
72% |
False |
False |
38,471 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
110.5 |
0.8% |
72% |
False |
False |
32,089 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,946.3 |
|
2.618 |
13,644.3 |
|
1.618 |
13,459.3 |
|
1.000 |
13,345.0 |
|
0.618 |
13,274.3 |
|
HIGH |
13,160.0 |
|
0.618 |
13,089.3 |
|
0.500 |
13,067.5 |
|
0.382 |
13,045.7 |
|
LOW |
12,975.0 |
|
0.618 |
12,860.7 |
|
1.000 |
12,790.0 |
|
1.618 |
12,675.7 |
|
2.618 |
12,490.7 |
|
4.250 |
12,188.8 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,067.5 |
13,085.3 |
| PP |
13,066.7 |
13,078.5 |
| S1 |
13,065.8 |
13,071.8 |
|