Trading Metrics calculated at close of trading on 28-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,568.0 |
3,562.0 |
-6.0 |
-0.2% |
3,525.0 |
High |
3,594.0 |
3,602.0 |
8.0 |
0.2% |
3,599.0 |
Low |
3,559.0 |
3,554.0 |
-5.0 |
-0.1% |
3,523.0 |
Close |
3,562.0 |
3,582.0 |
20.0 |
0.6% |
3,579.0 |
Range |
35.0 |
48.0 |
13.0 |
37.1% |
76.0 |
ATR |
35.9 |
36.8 |
0.9 |
2.4% |
0.0 |
Volume |
902,920 |
837,243 |
-65,677 |
-7.3% |
3,597,182 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,723.3 |
3,700.7 |
3,608.4 |
|
R3 |
3,675.3 |
3,652.7 |
3,595.2 |
|
R2 |
3,627.3 |
3,627.3 |
3,590.8 |
|
R1 |
3,604.7 |
3,604.7 |
3,586.4 |
3,616.0 |
PP |
3,579.3 |
3,579.3 |
3,579.3 |
3,585.0 |
S1 |
3,556.7 |
3,556.7 |
3,577.6 |
3,568.0 |
S2 |
3,531.3 |
3,531.3 |
3,573.2 |
|
S3 |
3,483.3 |
3,508.7 |
3,568.8 |
|
S4 |
3,435.3 |
3,460.7 |
3,555.6 |
|
|
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 |
3,602.0 |
3,547.0 |
55.0 |
1.5% |
40.2 |
1.1% |
64% |
True |
False |
893,702 |
10 |
3,602.0 |
3,515.0 |
87.0 |
2.4% |
37.7 |
1.1% |
77% |
True |
False |
929,810 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.2% |
36.7 |
1.0% |
36% |
False |
False |
939,345 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.2% |
31.7 |
0.9% |
36% |
False |
False |
821,786 |
60 |
3,703.0 |
3,380.0 |
323.0 |
9.0% |
29.8 |
0.8% |
63% |
False |
False |
787,788 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
29.8 |
0.8% |
66% |
False |
False |
593,161 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.7 |
0.9% |
66% |
False |
False |
475,024 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.7 |
0.9% |
66% |
False |
False |
396,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,806.0 |
2.618 |
3,727.7 |
1.618 |
3,679.7 |
1.000 |
3,650.0 |
0.618 |
3,631.7 |
HIGH |
3,602.0 |
0.618 |
3,583.7 |
0.500 |
3,578.0 |
0.382 |
3,572.3 |
LOW |
3,554.0 |
0.618 |
3,524.3 |
1.000 |
3,506.0 |
1.618 |
3,476.3 |
2.618 |
3,428.3 |
4.250 |
3,350.0 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,580.7 |
3,580.7 |
PP |
3,579.3 |
3,579.3 |
S1 |
3,578.0 |
3,578.0 |
|