| 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 |
12,998.5 |
13,033.0 |
34.5 |
0.3% |
12,868.0 |
| High |
13,160.0 |
13,116.0 |
-44.0 |
-0.3% |
13,209.0 |
| Low |
12,975.0 |
12,983.0 |
8.0 |
0.1% |
12,853.0 |
| Close |
13,065.0 |
12,994.5 |
-70.5 |
-0.5% |
13,065.0 |
| Range |
185.0 |
133.0 |
-52.0 |
-28.1% |
356.0 |
| ATR |
146.6 |
145.7 |
-1.0 |
-0.7% |
0.0 |
| Volume |
97,382 |
91,623 |
-5,759 |
-5.9% |
361,552 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,430.2 |
13,345.3 |
13,067.7 |
|
| R3 |
13,297.2 |
13,212.3 |
13,031.1 |
|
| R2 |
13,164.2 |
13,164.2 |
13,018.9 |
|
| R1 |
13,079.3 |
13,079.3 |
13,006.7 |
13,055.3 |
| PP |
13,031.2 |
13,031.2 |
13,031.2 |
13,019.1 |
| S1 |
12,946.3 |
12,946.3 |
12,982.3 |
12,922.3 |
| S2 |
12,898.2 |
12,898.2 |
12,970.1 |
|
| S3 |
12,765.2 |
12,813.3 |
12,957.9 |
|
| S4 |
12,632.2 |
12,680.3 |
12,921.4 |
|
|
| 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% |
193.1 |
1.5% |
40% |
False |
False |
90,635 |
| 10 |
13,209.0 |
12,842.5 |
366.5 |
2.8% |
168.0 |
1.3% |
41% |
False |
False |
92,287 |
| 20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
138.8 |
1.1% |
22% |
False |
False |
84,729 |
| 40 |
13,533.0 |
12,838.5 |
694.5 |
5.3% |
111.3 |
0.9% |
22% |
False |
False |
74,475 |
| 60 |
13,533.0 |
12,030.5 |
1,502.5 |
11.6% |
106.5 |
0.8% |
64% |
False |
False |
65,398 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.2 |
0.8% |
68% |
False |
False |
49,170 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.5 |
0.8% |
68% |
False |
False |
39,386 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
111.2 |
0.9% |
68% |
False |
False |
32,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,681.3 |
|
2.618 |
13,464.2 |
|
1.618 |
13,331.2 |
|
1.000 |
13,249.0 |
|
0.618 |
13,198.2 |
|
HIGH |
13,116.0 |
|
0.618 |
13,065.2 |
|
0.500 |
13,049.5 |
|
0.382 |
13,033.8 |
|
LOW |
12,983.0 |
|
0.618 |
12,900.8 |
|
1.000 |
12,850.0 |
|
1.618 |
12,767.8 |
|
2.618 |
12,634.8 |
|
4.250 |
12,417.8 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,049.5 |
13,075.5 |
| PP |
13,031.2 |
13,048.5 |
| S1 |
13,012.8 |
13,021.5 |
|