| Trading Metrics calculated at close of trading on 08-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2017 |
08-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,587.75 |
2,584.00 |
-3.75 |
-0.1% |
2,575.50 |
| High |
2,593.50 |
2,592.50 |
-1.00 |
0.0% |
2,585.50 |
| Low |
2,580.75 |
2,579.75 |
-1.00 |
0.0% |
2,562.25 |
| Close |
2,586.75 |
2,591.00 |
4.25 |
0.2% |
2,582.75 |
| Range |
12.75 |
12.75 |
0.00 |
0.0% |
23.25 |
| ATR |
13.08 |
13.06 |
-0.02 |
-0.2% |
0.00 |
| Volume |
1,163,840 |
1,058,023 |
-105,817 |
-9.1% |
5,869,002 |
|
| Daily Pivots for day following 08-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.00 |
2,621.25 |
2,598.00 |
|
| R3 |
2,613.25 |
2,608.50 |
2,594.50 |
|
| R2 |
2,600.50 |
2,600.50 |
2,593.25 |
|
| R1 |
2,595.75 |
2,595.75 |
2,592.25 |
2,598.00 |
| PP |
2,587.75 |
2,587.75 |
2,587.75 |
2,589.00 |
| S1 |
2,583.00 |
2,583.00 |
2,589.75 |
2,585.50 |
| S2 |
2,575.00 |
2,575.00 |
2,588.75 |
|
| S3 |
2,562.25 |
2,570.25 |
2,587.50 |
|
| S4 |
2,549.50 |
2,557.50 |
2,584.00 |
|
|
| Weekly Pivots for week ending 03-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,646.50 |
2,638.00 |
2,595.50 |
|
| R3 |
2,623.25 |
2,614.75 |
2,589.25 |
|
| R2 |
2,600.00 |
2,600.00 |
2,587.00 |
|
| R1 |
2,591.50 |
2,591.50 |
2,585.00 |
2,595.75 |
| PP |
2,576.75 |
2,576.75 |
2,576.75 |
2,579.00 |
| S1 |
2,568.25 |
2,568.25 |
2,580.50 |
2,572.50 |
| S2 |
2,553.50 |
2,553.50 |
2,578.50 |
|
| S3 |
2,530.25 |
2,545.00 |
2,576.25 |
|
| S4 |
2,507.00 |
2,521.75 |
2,570.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,593.50 |
2,562.25 |
31.25 |
1.2% |
13.75 |
0.5% |
92% |
False |
False |
1,071,977 |
| 10 |
2,593.50 |
2,555.50 |
38.00 |
1.5% |
13.75 |
0.5% |
93% |
False |
False |
1,189,226 |
| 20 |
2,593.50 |
2,541.50 |
52.00 |
2.0% |
12.75 |
0.5% |
95% |
False |
False |
1,153,706 |
| 40 |
2,593.50 |
2,485.00 |
108.50 |
4.2% |
11.75 |
0.5% |
98% |
False |
False |
1,147,497 |
| 60 |
2,593.50 |
2,414.00 |
179.50 |
6.9% |
13.50 |
0.5% |
99% |
False |
False |
894,138 |
| 80 |
2,593.50 |
2,414.00 |
179.50 |
6.9% |
13.75 |
0.5% |
99% |
False |
False |
671,835 |
| 100 |
2,593.50 |
2,400.75 |
192.75 |
7.4% |
14.50 |
0.6% |
99% |
False |
False |
537,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.75 |
|
2.618 |
2,626.00 |
|
1.618 |
2,613.25 |
|
1.000 |
2,605.25 |
|
0.618 |
2,600.50 |
|
HIGH |
2,592.50 |
|
0.618 |
2,587.75 |
|
0.500 |
2,586.00 |
|
0.382 |
2,584.50 |
|
LOW |
2,579.75 |
|
0.618 |
2,571.75 |
|
1.000 |
2,567.00 |
|
1.618 |
2,559.00 |
|
2.618 |
2,546.25 |
|
4.250 |
2,525.50 |
|
|
| Fisher Pivots for day following 08-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,589.50 |
2,588.75 |
| PP |
2,587.75 |
2,586.75 |
| S1 |
2,586.00 |
2,584.50 |
|