Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,562.0 |
3,600.0 |
38.0 |
1.1% |
3,525.0 |
High |
3,602.0 |
3,617.0 |
15.0 |
0.4% |
3,599.0 |
Low |
3,554.0 |
3,580.0 |
26.0 |
0.7% |
3,523.0 |
Close |
3,582.0 |
3,587.0 |
5.0 |
0.1% |
3,579.0 |
Range |
48.0 |
37.0 |
-11.0 |
-22.9% |
76.0 |
ATR |
36.8 |
36.8 |
0.0 |
0.0% |
0.0 |
Volume |
837,243 |
1,043,548 |
206,305 |
24.6% |
3,597,182 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,705.7 |
3,683.3 |
3,607.4 |
|
R3 |
3,668.7 |
3,646.3 |
3,597.2 |
|
R2 |
3,631.7 |
3,631.7 |
3,593.8 |
|
R1 |
3,609.3 |
3,609.3 |
3,590.4 |
3,602.0 |
PP |
3,594.7 |
3,594.7 |
3,594.7 |
3,591.0 |
S1 |
3,572.3 |
3,572.3 |
3,583.6 |
3,565.0 |
S2 |
3,557.7 |
3,557.7 |
3,580.2 |
|
S3 |
3,520.7 |
3,535.3 |
3,576.8 |
|
S4 |
3,483.7 |
3,498.3 |
3,566.7 |
|
|
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 |
3,617.0 |
3,553.0 |
64.0 |
1.8% |
39.2 |
1.1% |
53% |
True |
False |
896,505 |
10 |
3,617.0 |
3,515.0 |
102.0 |
2.8% |
37.0 |
1.0% |
71% |
True |
False |
938,704 |
20 |
3,703.0 |
3,515.0 |
188.0 |
5.2% |
37.1 |
1.0% |
38% |
False |
False |
963,535 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.2% |
32.2 |
0.9% |
38% |
False |
False |
840,049 |
60 |
3,703.0 |
3,383.0 |
320.0 |
8.9% |
29.5 |
0.8% |
64% |
False |
False |
804,564 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.0 |
0.8% |
67% |
False |
False |
606,203 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.9 |
0.9% |
67% |
False |
False |
485,457 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.8 |
0.9% |
67% |
False |
False |
404,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,774.3 |
2.618 |
3,713.9 |
1.618 |
3,676.9 |
1.000 |
3,654.0 |
0.618 |
3,639.9 |
HIGH |
3,617.0 |
0.618 |
3,602.9 |
0.500 |
3,598.5 |
0.382 |
3,594.1 |
LOW |
3,580.0 |
0.618 |
3,557.1 |
1.000 |
3,543.0 |
1.618 |
3,520.1 |
2.618 |
3,483.1 |
4.250 |
3,422.8 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,598.5 |
3,586.5 |
PP |
3,594.7 |
3,586.0 |
S1 |
3,590.8 |
3,585.5 |
|