| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,591.25 |
2,582.00 |
-9.25 |
-0.4% |
2,580.00 |
| High |
2,594.50 |
2,585.75 |
-8.75 |
-0.3% |
2,594.50 |
| Low |
2,563.25 |
2,571.50 |
8.25 |
0.3% |
2,563.25 |
| Close |
2,584.00 |
2,579.50 |
-4.50 |
-0.2% |
2,579.50 |
| Range |
31.25 |
14.25 |
-17.00 |
-54.4% |
31.25 |
| ATR |
14.36 |
14.35 |
-0.01 |
-0.1% |
0.00 |
| Volume |
2,218,191 |
1,193,217 |
-1,024,974 |
-46.2% |
6,481,390 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,621.75 |
2,614.75 |
2,587.25 |
|
| R3 |
2,607.50 |
2,600.50 |
2,583.50 |
|
| R2 |
2,593.25 |
2,593.25 |
2,582.00 |
|
| R1 |
2,586.25 |
2,586.25 |
2,580.75 |
2,582.50 |
| PP |
2,579.00 |
2,579.00 |
2,579.00 |
2,577.00 |
| S1 |
2,572.00 |
2,572.00 |
2,578.25 |
2,568.50 |
| S2 |
2,564.75 |
2,564.75 |
2,577.00 |
|
| S3 |
2,550.50 |
2,557.75 |
2,575.50 |
|
| S4 |
2,536.25 |
2,543.50 |
2,571.75 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,672.75 |
2,657.50 |
2,596.75 |
|
| R3 |
2,641.50 |
2,626.25 |
2,588.00 |
|
| R2 |
2,610.25 |
2,610.25 |
2,585.25 |
|
| R1 |
2,595.00 |
2,595.00 |
2,582.25 |
2,587.00 |
| PP |
2,579.00 |
2,579.00 |
2,579.00 |
2,575.00 |
| S1 |
2,563.75 |
2,563.75 |
2,576.75 |
2,555.75 |
| S2 |
2,547.75 |
2,547.75 |
2,573.75 |
|
| S3 |
2,516.50 |
2,532.50 |
2,571.00 |
|
| S4 |
2,485.25 |
2,501.25 |
2,562.25 |
|
|
| 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% |
17.00 |
0.7% |
52% |
False |
False |
1,296,278 |
| 10 |
2,594.50 |
2,562.25 |
32.25 |
1.3% |
15.00 |
0.6% |
53% |
False |
False |
1,235,039 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
14.25 |
0.5% |
72% |
False |
False |
1,231,426 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.2% |
12.25 |
0.5% |
86% |
False |
False |
1,164,283 |
| 60 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
13.50 |
0.5% |
92% |
False |
False |
950,605 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.00 |
0.5% |
92% |
False |
False |
714,428 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.50 |
0.6% |
92% |
False |
False |
571,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,646.25 |
|
2.618 |
2,623.00 |
|
1.618 |
2,608.75 |
|
1.000 |
2,600.00 |
|
0.618 |
2,594.50 |
|
HIGH |
2,585.75 |
|
0.618 |
2,580.25 |
|
0.500 |
2,578.50 |
|
0.382 |
2,577.00 |
|
LOW |
2,571.50 |
|
0.618 |
2,562.75 |
|
1.000 |
2,557.25 |
|
1.618 |
2,548.50 |
|
2.618 |
2,534.25 |
|
4.250 |
2,511.00 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.25 |
2,579.25 |
| PP |
2,579.00 |
2,579.00 |
| S1 |
2,578.50 |
2,579.00 |
|