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 |
12,998.0 |
13,124.5 |
126.5 |
1.0% |
12,868.0 |
High |
13,129.0 |
13,197.0 |
68.0 |
0.5% |
13,209.0 |
Low |
12,960.5 |
13,028.5 |
68.0 |
0.5% |
12,853.0 |
Close |
13,057.0 |
13,052.0 |
-5.0 |
0.0% |
13,065.0 |
Range |
168.5 |
168.5 |
0.0 |
0.0% |
356.0 |
ATR |
147.3 |
148.8 |
1.5 |
1.0% |
0.0 |
Volume |
113,858 |
100,664 |
-13,194 |
-11.6% |
361,552 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,598.0 |
13,493.5 |
13,144.7 |
|
R3 |
13,429.5 |
13,325.0 |
13,098.3 |
|
R2 |
13,261.0 |
13,261.0 |
13,082.9 |
|
R1 |
13,156.5 |
13,156.5 |
13,067.4 |
13,124.5 |
PP |
13,092.5 |
13,092.5 |
13,092.5 |
13,076.5 |
S1 |
12,988.0 |
12,988.0 |
13,036.6 |
12,956.0 |
S2 |
12,924.0 |
12,924.0 |
13,021.1 |
|
S3 |
12,755.5 |
12,819.5 |
13,005.7 |
|
S4 |
12,587.0 |
12,651.0 |
12,959.3 |
|
|
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 |
13,197.0 |
12,960.5 |
236.5 |
1.8% |
176.6 |
1.4% |
39% |
True |
False |
96,304 |
10 |
13,209.0 |
12,842.5 |
366.5 |
2.8% |
167.4 |
1.3% |
57% |
False |
False |
92,598 |
20 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
153.2 |
1.2% |
30% |
False |
False |
90,790 |
40 |
13,533.0 |
12,842.5 |
690.5 |
5.3% |
118.0 |
0.9% |
30% |
False |
False |
77,989 |
60 |
13,533.0 |
12,052.5 |
1,480.5 |
11.3% |
107.6 |
0.8% |
68% |
False |
False |
68,942 |
80 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
109.8 |
0.8% |
71% |
False |
False |
51,834 |
100 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
111.5 |
0.9% |
71% |
False |
False |
41,528 |
120 |
13,533.0 |
11,865.0 |
1,668.0 |
12.8% |
112.7 |
0.9% |
71% |
False |
False |
34,638 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13,913.1 |
2.618 |
13,638.1 |
1.618 |
13,469.6 |
1.000 |
13,365.5 |
0.618 |
13,301.1 |
HIGH |
13,197.0 |
0.618 |
13,132.6 |
0.500 |
13,112.8 |
0.382 |
13,092.9 |
LOW |
13,028.5 |
0.618 |
12,924.4 |
1.000 |
12,860.0 |
1.618 |
12,755.9 |
2.618 |
12,587.4 |
4.250 |
12,312.4 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
13,112.8 |
13,078.8 |
PP |
13,092.5 |
13,069.8 |
S1 |
13,072.3 |
13,060.9 |
|