Trading Metrics calculated at close of trading on 30-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
2,625.50 |
2,625.00 |
-0.50 |
0.0% |
2,576.00 |
High |
2,634.25 |
2,658.50 |
24.25 |
0.9% |
2,603.00 |
Low |
2,619.75 |
2,621.75 |
2.00 |
0.1% |
2,567.75 |
Close |
2,625.00 |
2,648.00 |
23.00 |
0.9% |
2,601.00 |
Range |
14.50 |
36.75 |
22.25 |
153.4% |
35.25 |
ATR |
15.87 |
17.36 |
1.49 |
9.4% |
0.00 |
Volume |
1,661,775 |
2,346,236 |
684,461 |
41.2% |
3,476,315 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,753.00 |
2,737.25 |
2,668.25 |
|
R3 |
2,716.25 |
2,700.50 |
2,658.00 |
|
R2 |
2,679.50 |
2,679.50 |
2,654.75 |
|
R1 |
2,663.75 |
2,663.75 |
2,651.25 |
2,671.50 |
PP |
2,642.75 |
2,642.75 |
2,642.75 |
2,646.75 |
S1 |
2,627.00 |
2,627.00 |
2,644.75 |
2,635.00 |
S2 |
2,606.00 |
2,606.00 |
2,641.25 |
|
S3 |
2,569.25 |
2,590.25 |
2,638.00 |
|
S4 |
2,532.50 |
2,553.50 |
2,627.75 |
|
|
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 |
2,658.50 |
2,589.50 |
69.00 |
2.6% |
20.75 |
0.8% |
85% |
True |
False |
1,415,546 |
10 |
2,658.50 |
2,562.25 |
96.25 |
3.6% |
18.75 |
0.7% |
89% |
True |
False |
1,271,867 |
20 |
2,658.50 |
2,555.50 |
103.00 |
3.9% |
17.75 |
0.7% |
90% |
True |
False |
1,302,148 |
40 |
2,658.50 |
2,534.50 |
124.00 |
4.7% |
15.00 |
0.6% |
92% |
True |
False |
1,218,350 |
60 |
2,658.50 |
2,455.25 |
203.25 |
7.7% |
13.50 |
0.5% |
95% |
True |
False |
1,230,121 |
80 |
2,658.50 |
2,414.00 |
244.50 |
9.2% |
15.25 |
0.6% |
96% |
True |
False |
929,728 |
100 |
2,658.50 |
2,414.00 |
244.50 |
9.2% |
14.50 |
0.6% |
96% |
True |
False |
744,387 |
120 |
2,658.50 |
2,400.75 |
257.75 |
9.7% |
15.00 |
0.6% |
96% |
True |
False |
620,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,814.75 |
2.618 |
2,754.75 |
1.618 |
2,718.00 |
1.000 |
2,695.25 |
0.618 |
2,681.25 |
HIGH |
2,658.50 |
0.618 |
2,644.50 |
0.500 |
2,640.00 |
0.382 |
2,635.75 |
LOW |
2,621.75 |
0.618 |
2,599.00 |
1.000 |
2,585.00 |
1.618 |
2,562.25 |
2.618 |
2,525.50 |
4.250 |
2,465.50 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
2,645.50 |
2,641.25 |
PP |
2,642.75 |
2,634.75 |
S1 |
2,640.00 |
2,628.00 |
|