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 |
3,600.0 |
3,587.0 |
-13.0 |
-0.4% |
3,525.0 |
High |
3,617.0 |
3,612.0 |
-5.0 |
-0.1% |
3,599.0 |
Low |
3,580.0 |
3,565.0 |
-15.0 |
-0.4% |
3,523.0 |
Close |
3,587.0 |
3,573.0 |
-14.0 |
-0.4% |
3,579.0 |
Range |
37.0 |
47.0 |
10.0 |
27.0% |
76.0 |
ATR |
36.8 |
37.5 |
0.7 |
2.0% |
0.0 |
Volume |
1,043,548 |
1,243,797 |
200,249 |
19.2% |
3,597,182 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,724.3 |
3,695.7 |
3,598.9 |
|
R3 |
3,677.3 |
3,648.7 |
3,585.9 |
|
R2 |
3,630.3 |
3,630.3 |
3,581.6 |
|
R1 |
3,601.7 |
3,601.7 |
3,577.3 |
3,592.5 |
PP |
3,583.3 |
3,583.3 |
3,583.3 |
3,578.8 |
S1 |
3,554.7 |
3,554.7 |
3,568.7 |
3,545.5 |
S2 |
3,536.3 |
3,536.3 |
3,564.4 |
|
S3 |
3,489.3 |
3,507.7 |
3,560.1 |
|
S4 |
3,442.3 |
3,460.7 |
3,547.2 |
|
|
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 |
3,554.0 |
63.0 |
1.8% |
40.4 |
1.1% |
30% |
False |
False |
985,680 |
10 |
3,617.0 |
3,523.0 |
94.0 |
2.6% |
38.3 |
1.1% |
53% |
False |
False |
939,755 |
20 |
3,694.0 |
3,515.0 |
179.0 |
5.0% |
38.5 |
1.1% |
32% |
False |
False |
975,167 |
40 |
3,703.0 |
3,515.0 |
188.0 |
5.3% |
32.7 |
0.9% |
31% |
False |
False |
854,425 |
60 |
3,703.0 |
3,419.0 |
284.0 |
7.9% |
29.3 |
0.8% |
54% |
False |
False |
823,761 |
80 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
30.2 |
0.8% |
63% |
False |
False |
621,712 |
100 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
31.1 |
0.9% |
63% |
False |
False |
497,895 |
120 |
3,703.0 |
3,348.0 |
355.0 |
9.9% |
32.0 |
0.9% |
63% |
False |
False |
415,312 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,811.8 |
2.618 |
3,735.0 |
1.618 |
3,688.0 |
1.000 |
3,659.0 |
0.618 |
3,641.0 |
HIGH |
3,612.0 |
0.618 |
3,594.0 |
0.500 |
3,588.5 |
0.382 |
3,583.0 |
LOW |
3,565.0 |
0.618 |
3,536.0 |
1.000 |
3,518.0 |
1.618 |
3,489.0 |
2.618 |
3,442.0 |
4.250 |
3,365.3 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,588.5 |
3,585.5 |
PP |
3,583.3 |
3,581.3 |
S1 |
3,578.2 |
3,577.2 |
|