| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,595.75 |
2,593.25 |
-2.50 |
-0.1% |
2,576.00 |
| High |
2,600.00 |
2,603.00 |
3.00 |
0.1% |
2,603.00 |
| Low |
2,592.75 |
2,589.50 |
-3.25 |
-0.1% |
2,567.75 |
| Close |
2,594.50 |
2,601.00 |
6.50 |
0.3% |
2,601.00 |
| Range |
7.25 |
13.50 |
6.25 |
86.2% |
35.25 |
| ATR |
15.53 |
15.39 |
-0.15 |
-0.9% |
0.00 |
| Volume |
770,812 |
551,196 |
-219,616 |
-28.5% |
3,476,315 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,638.25 |
2,633.25 |
2,608.50 |
|
| R3 |
2,624.75 |
2,619.75 |
2,604.75 |
|
| R2 |
2,611.25 |
2,611.25 |
2,603.50 |
|
| R1 |
2,606.25 |
2,606.25 |
2,602.25 |
2,608.75 |
| PP |
2,597.75 |
2,597.75 |
2,597.75 |
2,599.00 |
| S1 |
2,592.75 |
2,592.75 |
2,599.75 |
2,595.25 |
| S2 |
2,584.25 |
2,584.25 |
2,598.50 |
|
| S3 |
2,570.75 |
2,579.25 |
2,597.25 |
|
| S4 |
2,557.25 |
2,565.75 |
2,593.50 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.25 |
2,684.00 |
2,620.50 |
|
| R3 |
2,661.00 |
2,648.75 |
2,610.75 |
|
| R2 |
2,625.75 |
2,625.75 |
2,607.50 |
|
| R1 |
2,613.50 |
2,613.50 |
2,604.25 |
2,619.50 |
| PP |
2,590.50 |
2,590.50 |
2,590.50 |
2,593.75 |
| S1 |
2,578.25 |
2,578.25 |
2,597.75 |
2,584.50 |
| S2 |
2,555.25 |
2,555.25 |
2,594.50 |
|
| S3 |
2,520.00 |
2,543.00 |
2,591.25 |
|
| S4 |
2,484.75 |
2,507.75 |
2,581.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,603.00 |
2,567.75 |
35.25 |
1.4% |
14.00 |
0.5% |
94% |
True |
False |
932,654 |
| 10 |
2,603.00 |
2,555.50 |
47.50 |
1.8% |
16.50 |
0.6% |
96% |
True |
False |
1,193,835 |
| 20 |
2,603.00 |
2,555.50 |
47.50 |
1.8% |
16.25 |
0.6% |
96% |
True |
False |
1,232,830 |
| 40 |
2,603.00 |
2,504.75 |
98.25 |
3.8% |
13.75 |
0.5% |
98% |
True |
False |
1,162,998 |
| 60 |
2,603.00 |
2,443.75 |
159.25 |
6.1% |
13.25 |
0.5% |
99% |
True |
False |
1,127,519 |
| 80 |
2,603.00 |
2,414.00 |
189.00 |
7.3% |
14.50 |
0.6% |
99% |
True |
False |
848,416 |
| 100 |
2,603.00 |
2,403.50 |
199.50 |
7.7% |
14.50 |
0.6% |
99% |
True |
False |
679,227 |
| 120 |
2,603.00 |
2,400.75 |
202.25 |
7.8% |
14.75 |
0.6% |
99% |
True |
False |
566,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,660.50 |
|
2.618 |
2,638.25 |
|
1.618 |
2,624.75 |
|
1.000 |
2,616.50 |
|
0.618 |
2,611.25 |
|
HIGH |
2,603.00 |
|
0.618 |
2,597.75 |
|
0.500 |
2,596.25 |
|
0.382 |
2,594.75 |
|
LOW |
2,589.50 |
|
0.618 |
2,581.25 |
|
1.000 |
2,576.00 |
|
1.618 |
2,567.75 |
|
2.618 |
2,554.25 |
|
4.250 |
2,532.00 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,599.50 |
2,597.75 |
| PP |
2,597.75 |
2,594.50 |
| S1 |
2,596.25 |
2,591.00 |
|