| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,593.25 |
2,601.00 |
7.75 |
0.3% |
2,576.00 |
| High |
2,603.00 |
2,605.50 |
2.50 |
0.1% |
2,603.00 |
| Low |
2,589.50 |
2,596.50 |
7.00 |
0.3% |
2,567.75 |
| Close |
2,601.00 |
2,601.75 |
0.75 |
0.0% |
2,601.00 |
| Range |
13.50 |
9.00 |
-4.50 |
-33.3% |
35.25 |
| ATR |
15.39 |
14.93 |
-0.46 |
-3.0% |
0.00 |
| Volume |
551,196 |
960,112 |
408,916 |
74.2% |
3,476,315 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.25 |
2,624.00 |
2,606.75 |
|
| R3 |
2,619.25 |
2,615.00 |
2,604.25 |
|
| R2 |
2,610.25 |
2,610.25 |
2,603.50 |
|
| R1 |
2,606.00 |
2,606.00 |
2,602.50 |
2,608.00 |
| PP |
2,601.25 |
2,601.25 |
2,601.25 |
2,602.25 |
| S1 |
2,597.00 |
2,597.00 |
2,601.00 |
2,599.00 |
| S2 |
2,592.25 |
2,592.25 |
2,600.00 |
|
| S3 |
2,583.25 |
2,588.00 |
2,599.25 |
|
| S4 |
2,574.25 |
2,579.00 |
2,596.75 |
|
|
| 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 |
2,605.50 |
2,567.75 |
37.75 |
1.5% |
13.50 |
0.5% |
90% |
True |
False |
887,285 |
| 10 |
2,605.50 |
2,555.50 |
50.00 |
1.9% |
16.00 |
0.6% |
93% |
True |
False |
1,170,525 |
| 20 |
2,605.50 |
2,555.50 |
50.00 |
1.9% |
15.50 |
0.6% |
93% |
True |
False |
1,202,782 |
| 40 |
2,605.50 |
2,517.00 |
88.50 |
3.4% |
13.50 |
0.5% |
96% |
True |
False |
1,152,792 |
| 60 |
2,605.50 |
2,443.75 |
161.75 |
6.2% |
13.00 |
0.5% |
98% |
True |
False |
1,142,820 |
| 80 |
2,605.50 |
2,414.00 |
191.50 |
7.4% |
14.50 |
0.6% |
98% |
True |
False |
860,344 |
| 100 |
2,605.50 |
2,404.00 |
201.50 |
7.7% |
14.25 |
0.5% |
98% |
True |
False |
688,790 |
| 120 |
2,605.50 |
2,400.75 |
204.75 |
7.9% |
14.75 |
0.6% |
98% |
True |
False |
574,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.75 |
|
2.618 |
2,629.00 |
|
1.618 |
2,620.00 |
|
1.000 |
2,614.50 |
|
0.618 |
2,611.00 |
|
HIGH |
2,605.50 |
|
0.618 |
2,602.00 |
|
0.500 |
2,601.00 |
|
0.382 |
2,600.00 |
|
LOW |
2,596.50 |
|
0.618 |
2,591.00 |
|
1.000 |
2,587.50 |
|
1.618 |
2,582.00 |
|
2.618 |
2,573.00 |
|
4.250 |
2,558.25 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,601.50 |
2,600.25 |
| PP |
2,601.25 |
2,599.00 |
| S1 |
2,601.00 |
2,597.50 |
|