| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,576.75 |
2,564.25 |
-12.50 |
-0.5% |
2,580.00 |
| High |
2,577.00 |
2,589.50 |
12.50 |
0.5% |
2,594.50 |
| Low |
2,555.50 |
2,562.25 |
6.75 |
0.3% |
2,563.25 |
| Close |
2,565.00 |
2,585.00 |
20.00 |
0.8% |
2,579.50 |
| Range |
21.50 |
27.25 |
5.75 |
26.7% |
31.25 |
| ATR |
15.23 |
16.09 |
0.86 |
5.6% |
0.00 |
| Volume |
1,917,948 |
1,528,865 |
-389,083 |
-20.3% |
6,481,390 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,660.75 |
2,650.00 |
2,600.00 |
|
| R3 |
2,633.50 |
2,622.75 |
2,592.50 |
|
| R2 |
2,606.25 |
2,606.25 |
2,590.00 |
|
| R1 |
2,595.50 |
2,595.50 |
2,587.50 |
2,601.00 |
| PP |
2,579.00 |
2,579.00 |
2,579.00 |
2,581.50 |
| S1 |
2,568.25 |
2,568.25 |
2,582.50 |
2,573.50 |
| S2 |
2,551.75 |
2,551.75 |
2,580.00 |
|
| S3 |
2,524.50 |
2,541.00 |
2,577.50 |
|
| S4 |
2,497.25 |
2,513.75 |
2,570.00 |
|
|
| 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 |
2,589.50 |
2,555.50 |
34.00 |
1.3% |
19.25 |
0.7% |
87% |
True |
False |
1,455,017 |
| 10 |
2,594.50 |
2,555.50 |
39.00 |
1.5% |
18.00 |
0.7% |
76% |
False |
False |
1,355,593 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
16.50 |
0.6% |
82% |
False |
False |
1,352,976 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.2% |
13.50 |
0.5% |
91% |
False |
False |
1,206,267 |
| 60 |
2,594.50 |
2,419.25 |
175.25 |
6.8% |
13.50 |
0.5% |
95% |
False |
False |
1,051,300 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.50 |
0.6% |
95% |
False |
False |
790,305 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.75 |
0.6% |
95% |
False |
False |
632,744 |
| 120 |
2,594.50 |
2,397.50 |
197.00 |
7.6% |
14.75 |
0.6% |
95% |
False |
False |
527,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,705.25 |
|
2.618 |
2,660.75 |
|
1.618 |
2,633.50 |
|
1.000 |
2,616.75 |
|
0.618 |
2,606.25 |
|
HIGH |
2,589.50 |
|
0.618 |
2,579.00 |
|
0.500 |
2,576.00 |
|
0.382 |
2,572.75 |
|
LOW |
2,562.25 |
|
0.618 |
2,545.50 |
|
1.000 |
2,535.00 |
|
1.618 |
2,518.25 |
|
2.618 |
2,491.00 |
|
4.250 |
2,446.50 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,582.00 |
2,580.75 |
| PP |
2,579.00 |
2,576.75 |
| S1 |
2,576.00 |
2,572.50 |
|