| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
13,033.0 |
12,998.0 |
-35.0 |
-0.3% |
12,868.0 |
| High |
13,116.0 |
13,129.0 |
13.0 |
0.1% |
13,209.0 |
| Low |
12,983.0 |
12,960.5 |
-22.5 |
-0.2% |
12,853.0 |
| Close |
12,994.5 |
13,057.0 |
62.5 |
0.5% |
13,065.0 |
| Range |
133.0 |
168.5 |
35.5 |
26.7% |
356.0 |
| ATR |
145.7 |
147.3 |
1.6 |
1.1% |
0.0 |
| Volume |
91,623 |
113,858 |
22,235 |
24.3% |
361,552 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,554.3 |
13,474.2 |
13,149.7 |
|
| R3 |
13,385.8 |
13,305.7 |
13,103.3 |
|
| R2 |
13,217.3 |
13,217.3 |
13,087.9 |
|
| R1 |
13,137.2 |
13,137.2 |
13,072.4 |
13,177.3 |
| PP |
13,048.8 |
13,048.8 |
13,048.8 |
13,068.9 |
| S1 |
12,968.7 |
12,968.7 |
13,041.6 |
13,008.8 |
| S2 |
12,880.3 |
12,880.3 |
13,026.1 |
|
| S3 |
12,711.8 |
12,800.2 |
13,010.7 |
|
| S4 |
12,543.3 |
12,631.7 |
12,964.3 |
|
|
| 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 |
12,960.5 |
248.5 |
1.9% |
180.6 |
1.4% |
39% |
False |
True |
95,282 |
| 10 |
13,209.0 |
12,842.5 |
366.5 |
2.8% |
164.5 |
1.3% |
59% |
False |
False |
94,253 |
| 20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
144.8 |
1.1% |
31% |
False |
False |
85,757 |
| 40 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
113.8 |
0.9% |
31% |
False |
False |
75,472 |
| 60 |
13,533.0 |
12,030.5 |
1,502.5 |
11.5% |
107.6 |
0.8% |
68% |
False |
False |
67,291 |
| 80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.0 |
0.8% |
71% |
False |
False |
50,580 |
| 100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
110.6 |
0.8% |
71% |
False |
False |
40,524 |
| 120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
111.7 |
0.9% |
71% |
False |
False |
33,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,845.1 |
|
2.618 |
13,570.1 |
|
1.618 |
13,401.6 |
|
1.000 |
13,297.5 |
|
0.618 |
13,233.1 |
|
HIGH |
13,129.0 |
|
0.618 |
13,064.6 |
|
0.500 |
13,044.8 |
|
0.382 |
13,024.9 |
|
LOW |
12,960.5 |
|
0.618 |
12,856.4 |
|
1.000 |
12,792.0 |
|
1.618 |
12,687.9 |
|
2.618 |
12,519.4 |
|
4.250 |
12,244.4 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
13,052.9 |
13,060.3 |
| PP |
13,048.8 |
13,059.2 |
| S1 |
13,044.8 |
13,058.1 |
|