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 |
3,565.0 |
3,568.0 |
3.0 |
0.1% |
3,525.0 |
High |
3,599.0 |
3,594.0 |
-5.0 |
-0.1% |
3,599.0 |
Low |
3,564.0 |
3,559.0 |
-5.0 |
-0.1% |
3,523.0 |
Close |
3,579.0 |
3,562.0 |
-17.0 |
-0.5% |
3,579.0 |
Range |
35.0 |
35.0 |
0.0 |
0.0% |
76.0 |
ATR |
36.0 |
35.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
900,893 |
902,920 |
2,027 |
0.2% |
3,597,182 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,676.7 |
3,654.3 |
3,581.3 |
|
R3 |
3,641.7 |
3,619.3 |
3,571.6 |
|
R2 |
3,606.7 |
3,606.7 |
3,568.4 |
|
R1 |
3,584.3 |
3,584.3 |
3,565.2 |
3,578.0 |
PP |
3,571.7 |
3,571.7 |
3,571.7 |
3,568.5 |
S1 |
3,549.3 |
3,549.3 |
3,558.8 |
3,543.0 |
S2 |
3,536.7 |
3,536.7 |
3,555.6 |
|
S3 |
3,501.7 |
3,514.3 |
3,552.4 |
|
S4 |
3,466.7 |
3,479.3 |
3,542.8 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,795.0 |
3,763.0 |
3,620.8 |
|
R3 |
3,719.0 |
3,687.0 |
3,599.9 |
|
R2 |
3,643.0 |
3,643.0 |
3,592.9 |
|
R1 |
3,611.0 |
3,611.0 |
3,586.0 |
3,627.0 |
PP |
3,567.0 |
3,567.0 |
3,567.0 |
3,575.0 |
S1 |
3,535.0 |
3,535.0 |
3,572.0 |
3,551.0 |
S2 |
3,491.0 |
3,491.0 |
3,565.1 |
|
S3 |
3,415.0 |
3,459.0 |
3,558.1 |
|
S4 |
3,339.0 |
3,383.0 |
3,537.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,599.0 |
3,523.0 |
76.0 |
2.1% |
38.8 |
1.1% |
51% |
False |
False |
900,020 |
10 |
3,599.0 |
3,515.0 |
84.0 |
2.4% |
38.7 |
1.1% |
56% |
False |
False |
955,601 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
35.3 |
1.0% |
25% |
False |
False |
928,529 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
31.0 |
0.9% |
25% |
False |
False |
819,658 |
60 |
3,703.0 |
3,380.0 |
323.0 |
9.1% |
29.4 |
0.8% |
56% |
False |
False |
774,781 |
80 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
29.9 |
0.8% |
60% |
False |
False |
582,698 |
100 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
30.4 |
0.9% |
60% |
False |
False |
466,762 |
120 |
3,703.0 |
3,348.0 |
355.0 |
10.0% |
31.4 |
0.9% |
60% |
False |
False |
389,280 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,742.8 |
2.618 |
3,685.6 |
1.618 |
3,650.6 |
1.000 |
3,629.0 |
0.618 |
3,615.6 |
HIGH |
3,594.0 |
0.618 |
3,580.6 |
0.500 |
3,576.5 |
0.382 |
3,572.4 |
LOW |
3,559.0 |
0.618 |
3,537.4 |
1.000 |
3,524.0 |
1.618 |
3,502.4 |
2.618 |
3,467.4 |
4.250 |
3,410.3 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,576.5 |
3,576.0 |
PP |
3,571.7 |
3,571.3 |
S1 |
3,566.8 |
3,566.7 |
|