| Trading Metrics calculated at close of trading on 10-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2017 |
10-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,342.25 |
6,312.75 |
-29.50 |
-0.5% |
6,285.25 |
| High |
6,351.50 |
6,321.00 |
-30.50 |
-0.5% |
6,351.50 |
| Low |
6,244.75 |
6,281.00 |
36.25 |
0.6% |
6,244.75 |
| Close |
6,314.50 |
6,309.25 |
-5.25 |
-0.1% |
6,309.25 |
| Range |
106.75 |
40.00 |
-66.75 |
-62.5% |
106.75 |
| ATR |
57.41 |
56.16 |
-1.24 |
-2.2% |
0.00 |
| Volume |
550,267 |
266,728 |
-283,539 |
-51.5% |
1,537,792 |
|
| Daily Pivots for day following 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,423.75 |
6,406.50 |
6,331.25 |
|
| R3 |
6,383.75 |
6,366.50 |
6,320.25 |
|
| R2 |
6,343.75 |
6,343.75 |
6,316.50 |
|
| R1 |
6,326.50 |
6,326.50 |
6,313.00 |
6,315.00 |
| PP |
6,303.75 |
6,303.75 |
6,303.75 |
6,298.00 |
| S1 |
6,286.50 |
6,286.50 |
6,305.50 |
6,275.00 |
| S2 |
6,263.75 |
6,263.75 |
6,302.00 |
|
| S3 |
6,223.75 |
6,246.50 |
6,298.25 |
|
| S4 |
6,183.75 |
6,206.50 |
6,287.25 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,622.00 |
6,572.50 |
6,368.00 |
|
| R3 |
6,515.25 |
6,465.75 |
6,338.50 |
|
| R2 |
6,408.50 |
6,408.50 |
6,328.75 |
|
| R1 |
6,359.00 |
6,359.00 |
6,319.00 |
6,383.75 |
| PP |
6,301.75 |
6,301.75 |
6,301.75 |
6,314.25 |
| S1 |
6,252.25 |
6,252.25 |
6,299.50 |
6,277.00 |
| S2 |
6,195.00 |
6,195.00 |
6,289.75 |
|
| S3 |
6,088.25 |
6,145.50 |
6,280.00 |
|
| S4 |
5,981.50 |
6,038.75 |
6,250.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,351.50 |
6,244.75 |
106.75 |
1.7% |
55.00 |
0.9% |
60% |
False |
False |
307,558 |
| 10 |
6,351.50 |
6,192.50 |
159.00 |
2.5% |
55.75 |
0.9% |
73% |
False |
False |
314,154 |
| 20 |
6,351.50 |
6,011.00 |
340.50 |
5.4% |
56.00 |
0.9% |
88% |
False |
False |
293,730 |
| 40 |
6,351.50 |
5,842.00 |
509.50 |
8.1% |
52.25 |
0.8% |
92% |
False |
False |
278,160 |
| 60 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
55.25 |
0.9% |
93% |
False |
False |
214,044 |
| 80 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
58.50 |
0.9% |
93% |
False |
False |
160,773 |
| 100 |
6,351.50 |
5,568.25 |
783.25 |
12.4% |
61.50 |
1.0% |
95% |
False |
False |
128,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,491.00 |
|
2.618 |
6,425.75 |
|
1.618 |
6,385.75 |
|
1.000 |
6,361.00 |
|
0.618 |
6,345.75 |
|
HIGH |
6,321.00 |
|
0.618 |
6,305.75 |
|
0.500 |
6,301.00 |
|
0.382 |
6,296.25 |
|
LOW |
6,281.00 |
|
0.618 |
6,256.25 |
|
1.000 |
6,241.00 |
|
1.618 |
6,216.25 |
|
2.618 |
6,176.25 |
|
4.250 |
6,111.00 |
|
|
| Fisher Pivots for day following 10-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,306.50 |
6,305.50 |
| PP |
6,303.75 |
6,301.75 |
| S1 |
6,301.00 |
6,298.00 |
|