| Trading Metrics calculated at close of trading on 09-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2017 |
09-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,584.00 |
2,591.25 |
7.25 |
0.3% |
2,575.50 |
| High |
2,592.50 |
2,594.50 |
2.00 |
0.1% |
2,585.50 |
| Low |
2,579.75 |
2,563.25 |
-16.50 |
-0.6% |
2,562.25 |
| Close |
2,591.00 |
2,584.00 |
-7.00 |
-0.3% |
2,582.75 |
| Range |
12.75 |
31.25 |
18.50 |
145.1% |
23.25 |
| ATR |
13.06 |
14.36 |
1.30 |
9.9% |
0.00 |
| Volume |
1,058,023 |
2,218,191 |
1,160,168 |
109.7% |
5,869,002 |
|
| Daily Pivots for day following 09-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,674.25 |
2,660.50 |
2,601.25 |
|
| R3 |
2,643.00 |
2,629.25 |
2,592.50 |
|
| R2 |
2,611.75 |
2,611.75 |
2,589.75 |
|
| R1 |
2,598.00 |
2,598.00 |
2,586.75 |
2,589.25 |
| PP |
2,580.50 |
2,580.50 |
2,580.50 |
2,576.25 |
| S1 |
2,566.75 |
2,566.75 |
2,581.25 |
2,558.00 |
| S2 |
2,549.25 |
2,549.25 |
2,578.25 |
|
| S3 |
2,518.00 |
2,535.50 |
2,575.50 |
|
| S4 |
2,486.75 |
2,504.25 |
2,566.75 |
|
|
| 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 |
2,594.50 |
2,563.25 |
31.25 |
1.2% |
16.75 |
0.6% |
66% |
True |
True |
1,256,170 |
| 10 |
2,594.50 |
2,557.50 |
37.00 |
1.4% |
16.00 |
0.6% |
72% |
True |
False |
1,271,824 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
14.00 |
0.5% |
80% |
True |
False |
1,217,692 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.2% |
12.25 |
0.5% |
90% |
True |
False |
1,168,638 |
| 60 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.00 |
0.5% |
94% |
True |
False |
931,016 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.00 |
0.5% |
94% |
True |
False |
699,543 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.50 |
0.6% |
95% |
True |
False |
560,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,727.25 |
|
2.618 |
2,676.25 |
|
1.618 |
2,645.00 |
|
1.000 |
2,625.75 |
|
0.618 |
2,613.75 |
|
HIGH |
2,594.50 |
|
0.618 |
2,582.50 |
|
0.500 |
2,579.00 |
|
0.382 |
2,575.25 |
|
LOW |
2,563.25 |
|
0.618 |
2,544.00 |
|
1.000 |
2,532.00 |
|
1.618 |
2,512.75 |
|
2.618 |
2,481.50 |
|
4.250 |
2,430.50 |
|
|
| Fisher Pivots for day following 09-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.25 |
2,582.25 |
| PP |
2,580.50 |
2,580.50 |
| S1 |
2,579.00 |
2,579.00 |
|