| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,580.25 |
2,580.25 |
0.00 |
0.0% |
2,580.00 |
| High |
2,585.50 |
2,582.25 |
-3.25 |
-0.1% |
2,594.50 |
| Low |
2,570.25 |
2,564.25 |
-6.00 |
-0.2% |
2,563.25 |
| Close |
2,582.00 |
2,578.00 |
-4.00 |
-0.2% |
2,579.50 |
| Range |
15.25 |
18.00 |
2.75 |
18.0% |
31.25 |
| ATR |
14.42 |
14.67 |
0.26 |
1.8% |
0.00 |
| Volume |
1,052,173 |
1,582,882 |
530,709 |
50.4% |
6,481,390 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.75 |
2,621.50 |
2,588.00 |
|
| R3 |
2,610.75 |
2,603.50 |
2,583.00 |
|
| R2 |
2,592.75 |
2,592.75 |
2,581.25 |
|
| R1 |
2,585.50 |
2,585.50 |
2,579.75 |
2,580.00 |
| PP |
2,574.75 |
2,574.75 |
2,574.75 |
2,572.25 |
| S1 |
2,567.50 |
2,567.50 |
2,576.25 |
2,562.00 |
| S2 |
2,556.75 |
2,556.75 |
2,574.75 |
|
| S3 |
2,538.75 |
2,549.50 |
2,573.00 |
|
| S4 |
2,520.75 |
2,531.50 |
2,568.00 |
|
|
| 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% |
18.25 |
0.7% |
47% |
False |
False |
1,420,897 |
| 10 |
2,594.50 |
2,562.25 |
32.25 |
1.3% |
16.25 |
0.6% |
49% |
False |
False |
1,269,656 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
15.25 |
0.6% |
69% |
False |
False |
1,286,445 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.2% |
12.75 |
0.5% |
85% |
False |
False |
1,178,861 |
| 60 |
2,594.50 |
2,419.25 |
175.25 |
6.8% |
13.50 |
0.5% |
91% |
False |
False |
994,239 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.25 |
0.6% |
91% |
False |
False |
747,332 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.75 |
0.6% |
91% |
False |
False |
598,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,658.75 |
|
2.618 |
2,629.25 |
|
1.618 |
2,611.25 |
|
1.000 |
2,600.25 |
|
0.618 |
2,593.25 |
|
HIGH |
2,582.25 |
|
0.618 |
2,575.25 |
|
0.500 |
2,573.25 |
|
0.382 |
2,571.25 |
|
LOW |
2,564.25 |
|
0.618 |
2,553.25 |
|
1.000 |
2,546.25 |
|
1.618 |
2,535.25 |
|
2.618 |
2,517.25 |
|
4.250 |
2,487.75 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,576.50 |
2,577.00 |
| PP |
2,574.75 |
2,576.00 |
| S1 |
2,573.25 |
2,575.00 |
|