| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,582.00 |
2,580.25 |
-1.75 |
-0.1% |
2,580.00 |
| High |
2,585.75 |
2,585.50 |
-0.25 |
0.0% |
2,594.50 |
| Low |
2,571.50 |
2,570.25 |
-1.25 |
0.0% |
2,563.25 |
| Close |
2,579.50 |
2,582.00 |
2.50 |
0.1% |
2,579.50 |
| Range |
14.25 |
15.25 |
1.00 |
7.0% |
31.25 |
| ATR |
14.35 |
14.42 |
0.06 |
0.4% |
0.00 |
| Volume |
1,193,217 |
1,052,173 |
-141,044 |
-11.8% |
6,481,390 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,625.00 |
2,618.75 |
2,590.50 |
|
| R3 |
2,609.75 |
2,603.50 |
2,586.25 |
|
| R2 |
2,594.50 |
2,594.50 |
2,584.75 |
|
| R1 |
2,588.25 |
2,588.25 |
2,583.50 |
2,591.50 |
| PP |
2,579.25 |
2,579.25 |
2,579.25 |
2,580.75 |
| S1 |
2,573.00 |
2,573.00 |
2,580.50 |
2,576.00 |
| S2 |
2,564.00 |
2,564.00 |
2,579.25 |
|
| S3 |
2,548.75 |
2,557.75 |
2,577.75 |
|
| S4 |
2,533.50 |
2,542.50 |
2,573.50 |
|
|
| 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% |
17.25 |
0.7% |
60% |
False |
False |
1,337,088 |
| 10 |
2,594.50 |
2,562.25 |
32.25 |
1.2% |
15.25 |
0.6% |
61% |
False |
False |
1,216,496 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
14.50 |
0.6% |
76% |
False |
False |
1,244,238 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.2% |
12.50 |
0.5% |
89% |
False |
False |
1,163,317 |
| 60 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
13.25 |
0.5% |
93% |
False |
False |
967,964 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.00 |
0.5% |
93% |
False |
False |
727,564 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.50 |
0.6% |
94% |
False |
False |
582,490 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,650.25 |
|
2.618 |
2,625.50 |
|
1.618 |
2,610.25 |
|
1.000 |
2,600.75 |
|
0.618 |
2,595.00 |
|
HIGH |
2,585.50 |
|
0.618 |
2,579.75 |
|
0.500 |
2,578.00 |
|
0.382 |
2,576.00 |
|
LOW |
2,570.25 |
|
0.618 |
2,560.75 |
|
1.000 |
2,555.00 |
|
1.618 |
2,545.50 |
|
2.618 |
2,530.25 |
|
4.250 |
2,505.50 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.50 |
2,581.00 |
| PP |
2,579.25 |
2,580.00 |
| S1 |
2,578.00 |
2,579.00 |
|