| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,580.25 |
2,576.75 |
-3.50 |
-0.1% |
2,580.00 |
| High |
2,582.25 |
2,577.00 |
-5.25 |
-0.2% |
2,594.50 |
| Low |
2,564.25 |
2,555.50 |
-8.75 |
-0.3% |
2,563.25 |
| Close |
2,578.00 |
2,565.00 |
-13.00 |
-0.5% |
2,579.50 |
| Range |
18.00 |
21.50 |
3.50 |
19.4% |
31.25 |
| ATR |
14.67 |
15.23 |
0.56 |
3.8% |
0.00 |
| Volume |
1,582,882 |
1,917,948 |
335,066 |
21.2% |
6,481,390 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,630.25 |
2,619.25 |
2,576.75 |
|
| R3 |
2,608.75 |
2,597.75 |
2,571.00 |
|
| R2 |
2,587.25 |
2,587.25 |
2,569.00 |
|
| R1 |
2,576.25 |
2,576.25 |
2,567.00 |
2,571.00 |
| PP |
2,565.75 |
2,565.75 |
2,565.75 |
2,563.25 |
| S1 |
2,554.75 |
2,554.75 |
2,563.00 |
2,549.50 |
| S2 |
2,544.25 |
2,544.25 |
2,561.00 |
|
| S3 |
2,522.75 |
2,533.25 |
2,559.00 |
|
| S4 |
2,501.25 |
2,511.75 |
2,553.25 |
|
|
| 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 |
2,555.50 |
39.00 |
1.5% |
20.00 |
0.8% |
24% |
False |
True |
1,592,882 |
| 10 |
2,594.50 |
2,555.50 |
39.00 |
1.5% |
16.75 |
0.7% |
24% |
False |
True |
1,332,429 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
16.00 |
0.6% |
44% |
False |
False |
1,344,673 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.3% |
13.00 |
0.5% |
73% |
False |
False |
1,195,986 |
| 60 |
2,594.50 |
2,419.25 |
175.25 |
6.8% |
13.25 |
0.5% |
83% |
False |
False |
1,025,959 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.25 |
0.6% |
84% |
False |
False |
771,247 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.6% |
14.75 |
0.6% |
85% |
False |
False |
617,468 |
| 120 |
2,594.50 |
2,397.50 |
197.00 |
7.7% |
14.50 |
0.6% |
85% |
False |
False |
514,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,668.50 |
|
2.618 |
2,633.25 |
|
1.618 |
2,611.75 |
|
1.000 |
2,598.50 |
|
0.618 |
2,590.25 |
|
HIGH |
2,577.00 |
|
0.618 |
2,568.75 |
|
0.500 |
2,566.25 |
|
0.382 |
2,563.75 |
|
LOW |
2,555.50 |
|
0.618 |
2,542.25 |
|
1.000 |
2,534.00 |
|
1.618 |
2,520.75 |
|
2.618 |
2,499.25 |
|
4.250 |
2,464.00 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,566.25 |
2,570.50 |
| PP |
2,565.75 |
2,568.75 |
| S1 |
2,565.50 |
2,566.75 |
|