| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,582.00 |
2,595.75 |
13.75 |
0.5% |
2,580.25 |
| High |
2,600.50 |
2,600.00 |
-0.50 |
0.0% |
2,589.50 |
| Low |
2,579.25 |
2,592.75 |
13.50 |
0.5% |
2,555.50 |
| Close |
2,596.25 |
2,594.50 |
-1.75 |
-0.1% |
2,576.25 |
| Range |
21.25 |
7.25 |
-14.00 |
-65.9% |
34.00 |
| ATR |
16.17 |
15.53 |
-0.64 |
-3.9% |
0.00 |
| Volume |
1,153,787 |
770,812 |
-382,975 |
-33.2% |
7,268,826 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,617.50 |
2,613.25 |
2,598.50 |
|
| R3 |
2,610.25 |
2,606.00 |
2,596.50 |
|
| R2 |
2,603.00 |
2,603.00 |
2,595.75 |
|
| R1 |
2,598.75 |
2,598.75 |
2,595.25 |
2,597.25 |
| PP |
2,595.75 |
2,595.75 |
2,595.75 |
2,595.00 |
| S1 |
2,591.50 |
2,591.50 |
2,593.75 |
2,590.00 |
| S2 |
2,588.50 |
2,588.50 |
2,593.25 |
|
| S3 |
2,581.25 |
2,584.25 |
2,592.50 |
|
| S4 |
2,574.00 |
2,577.00 |
2,590.50 |
|
|
| 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 |
2,600.50 |
2,562.25 |
38.25 |
1.5% |
16.75 |
0.6% |
84% |
False |
False |
1,128,188 |
| 10 |
2,600.50 |
2,555.50 |
45.00 |
1.7% |
18.25 |
0.7% |
87% |
False |
False |
1,360,535 |
| 20 |
2,600.50 |
2,555.50 |
45.00 |
1.7% |
16.00 |
0.6% |
87% |
False |
False |
1,274,880 |
| 40 |
2,600.50 |
2,499.00 |
101.50 |
3.9% |
13.50 |
0.5% |
94% |
False |
False |
1,176,943 |
| 60 |
2,600.50 |
2,440.75 |
159.75 |
6.2% |
13.25 |
0.5% |
96% |
False |
False |
1,118,648 |
| 80 |
2,600.50 |
2,414.00 |
186.50 |
7.2% |
14.50 |
0.6% |
97% |
False |
False |
841,579 |
| 100 |
2,600.50 |
2,403.50 |
197.00 |
7.6% |
14.50 |
0.6% |
97% |
False |
False |
673,738 |
| 120 |
2,600.50 |
2,400.75 |
199.75 |
7.7% |
14.75 |
0.6% |
97% |
False |
False |
561,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,630.75 |
|
2.618 |
2,619.00 |
|
1.618 |
2,611.75 |
|
1.000 |
2,607.25 |
|
0.618 |
2,604.50 |
|
HIGH |
2,600.00 |
|
0.618 |
2,597.25 |
|
0.500 |
2,596.50 |
|
0.382 |
2,595.50 |
|
LOW |
2,592.75 |
|
0.618 |
2,588.25 |
|
1.000 |
2,585.50 |
|
1.618 |
2,581.00 |
|
2.618 |
2,573.75 |
|
4.250 |
2,562.00 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,596.50 |
2,591.00 |
| PP |
2,595.75 |
2,587.50 |
| S1 |
2,595.00 |
2,584.00 |
|