| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,564.25 |
2,584.25 |
20.00 |
0.8% |
2,580.25 |
| High |
2,589.50 |
2,586.00 |
-3.50 |
-0.1% |
2,589.50 |
| Low |
2,562.25 |
2,574.75 |
12.50 |
0.5% |
2,555.50 |
| Close |
2,585.00 |
2,576.25 |
-8.75 |
-0.3% |
2,576.25 |
| Range |
27.25 |
11.25 |
-16.00 |
-58.7% |
34.00 |
| ATR |
16.09 |
15.74 |
-0.35 |
-2.1% |
0.00 |
| Volume |
1,528,865 |
1,186,958 |
-341,907 |
-22.4% |
7,268,826 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,612.75 |
2,605.75 |
2,582.50 |
|
| R3 |
2,601.50 |
2,594.50 |
2,579.25 |
|
| R2 |
2,590.25 |
2,590.25 |
2,578.25 |
|
| R1 |
2,583.25 |
2,583.25 |
2,577.25 |
2,581.00 |
| PP |
2,579.00 |
2,579.00 |
2,579.00 |
2,578.00 |
| S1 |
2,572.00 |
2,572.00 |
2,575.25 |
2,570.00 |
| S2 |
2,567.75 |
2,567.75 |
2,574.25 |
|
| S3 |
2,556.50 |
2,560.75 |
2,573.25 |
|
| S4 |
2,545.25 |
2,549.50 |
2,570.00 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.75 |
2,660.00 |
2,595.00 |
|
| R3 |
2,641.75 |
2,626.00 |
2,585.50 |
|
| R2 |
2,607.75 |
2,607.75 |
2,582.50 |
|
| R1 |
2,592.00 |
2,592.00 |
2,579.25 |
2,583.00 |
| PP |
2,573.75 |
2,573.75 |
2,573.75 |
2,569.25 |
| S1 |
2,558.00 |
2,558.00 |
2,573.25 |
2,549.00 |
| S2 |
2,539.75 |
2,539.75 |
2,570.00 |
|
| S3 |
2,505.75 |
2,524.00 |
2,567.00 |
|
| S4 |
2,471.75 |
2,490.00 |
2,557.50 |
|
|
| 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% |
18.75 |
0.7% |
61% |
False |
False |
1,453,765 |
| 10 |
2,594.50 |
2,555.50 |
39.00 |
1.5% |
18.00 |
0.7% |
53% |
False |
False |
1,375,021 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
16.25 |
0.6% |
66% |
False |
False |
1,349,622 |
| 40 |
2,594.50 |
2,485.00 |
109.50 |
4.3% |
13.50 |
0.5% |
83% |
False |
False |
1,210,323 |
| 60 |
2,594.50 |
2,419.25 |
175.25 |
6.8% |
13.50 |
0.5% |
90% |
False |
False |
1,070,876 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.50 |
0.6% |
90% |
False |
False |
805,104 |
| 100 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.75 |
0.6% |
91% |
False |
False |
644,587 |
| 120 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.75 |
0.6% |
91% |
False |
False |
537,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,633.75 |
|
2.618 |
2,615.50 |
|
1.618 |
2,604.25 |
|
1.000 |
2,597.25 |
|
0.618 |
2,593.00 |
|
HIGH |
2,586.00 |
|
0.618 |
2,581.75 |
|
0.500 |
2,580.50 |
|
0.382 |
2,579.00 |
|
LOW |
2,574.75 |
|
0.618 |
2,567.75 |
|
1.000 |
2,563.50 |
|
1.618 |
2,556.50 |
|
2.618 |
2,545.25 |
|
4.250 |
2,527.00 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.50 |
2,575.00 |
| PP |
2,579.00 |
2,573.75 |
| S1 |
2,577.50 |
2,572.50 |
|