| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,584.25 |
2,576.00 |
-8.25 |
-0.3% |
2,580.25 |
| High |
2,586.00 |
2,584.00 |
-2.00 |
-0.1% |
2,589.50 |
| Low |
2,574.75 |
2,567.75 |
-7.00 |
-0.3% |
2,555.50 |
| Close |
2,576.25 |
2,582.00 |
5.75 |
0.2% |
2,576.25 |
| Range |
11.25 |
16.25 |
5.00 |
44.4% |
34.00 |
| ATR |
15.74 |
15.78 |
0.04 |
0.2% |
0.00 |
| Volume |
1,186,958 |
1,000,520 |
-186,438 |
-15.7% |
7,268,826 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.75 |
2,620.50 |
2,591.00 |
|
| R3 |
2,610.50 |
2,604.25 |
2,586.50 |
|
| R2 |
2,594.25 |
2,594.25 |
2,585.00 |
|
| R1 |
2,588.00 |
2,588.00 |
2,583.50 |
2,591.00 |
| PP |
2,578.00 |
2,578.00 |
2,578.00 |
2,579.50 |
| S1 |
2,571.75 |
2,571.75 |
2,580.50 |
2,575.00 |
| S2 |
2,561.75 |
2,561.75 |
2,579.00 |
|
| S3 |
2,545.50 |
2,555.50 |
2,577.50 |
|
| S4 |
2,529.25 |
2,539.25 |
2,573.00 |
|
|
| 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% |
78% |
False |
False |
1,443,434 |
| 10 |
2,594.50 |
2,555.50 |
39.00 |
1.5% |
18.00 |
0.7% |
68% |
False |
False |
1,390,261 |
| 20 |
2,594.50 |
2,541.50 |
53.00 |
2.1% |
16.25 |
0.6% |
76% |
False |
False |
1,335,999 |
| 40 |
2,594.50 |
2,492.25 |
102.25 |
4.0% |
13.50 |
0.5% |
88% |
False |
False |
1,196,845 |
| 60 |
2,594.50 |
2,419.25 |
175.25 |
6.8% |
13.50 |
0.5% |
93% |
False |
False |
1,087,234 |
| 80 |
2,594.50 |
2,414.00 |
180.50 |
7.0% |
14.50 |
0.6% |
93% |
False |
False |
817,572 |
| 100 |
2,594.50 |
2,403.50 |
191.00 |
7.4% |
14.50 |
0.6% |
93% |
False |
False |
654,524 |
| 120 |
2,594.50 |
2,400.75 |
193.75 |
7.5% |
14.75 |
0.6% |
94% |
False |
False |
545,666 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,653.00 |
|
2.618 |
2,626.50 |
|
1.618 |
2,610.25 |
|
1.000 |
2,600.25 |
|
0.618 |
2,594.00 |
|
HIGH |
2,584.00 |
|
0.618 |
2,577.75 |
|
0.500 |
2,576.00 |
|
0.382 |
2,574.00 |
|
LOW |
2,567.75 |
|
0.618 |
2,557.75 |
|
1.000 |
2,551.50 |
|
1.618 |
2,541.50 |
|
2.618 |
2,525.25 |
|
4.250 |
2,498.75 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,580.00 |
2,580.00 |
| PP |
2,578.00 |
2,578.00 |
| S1 |
2,576.00 |
2,576.00 |
|