| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,312.50 |
6,310.75 |
-1.75 |
0.0% |
6,285.25 |
| High |
6,325.00 |
6,318.25 |
-6.75 |
-0.1% |
6,351.50 |
| Low |
6,281.00 |
6,262.75 |
-18.25 |
-0.3% |
6,244.75 |
| Close |
6,312.00 |
6,293.50 |
-18.50 |
-0.3% |
6,309.25 |
| Range |
44.00 |
55.50 |
11.50 |
26.1% |
106.75 |
| ATR |
55.29 |
55.31 |
0.01 |
0.0% |
0.00 |
| Volume |
229,366 |
342,800 |
113,434 |
49.5% |
1,537,792 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,458.00 |
6,431.25 |
6,324.00 |
|
| R3 |
6,402.50 |
6,375.75 |
6,308.75 |
|
| R2 |
6,347.00 |
6,347.00 |
6,303.75 |
|
| R1 |
6,320.25 |
6,320.25 |
6,298.50 |
6,306.00 |
| PP |
6,291.50 |
6,291.50 |
6,291.50 |
6,284.25 |
| S1 |
6,264.75 |
6,264.75 |
6,288.50 |
6,250.50 |
| S2 |
6,236.00 |
6,236.00 |
6,283.25 |
|
| S3 |
6,180.50 |
6,209.25 |
6,278.25 |
|
| S4 |
6,125.00 |
6,153.75 |
6,263.00 |
|
|
| 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% |
58.00 |
0.9% |
46% |
False |
False |
321,481 |
| 10 |
6,351.50 |
6,192.50 |
159.00 |
2.5% |
56.75 |
0.9% |
64% |
False |
False |
311,423 |
| 20 |
6,351.50 |
6,011.00 |
340.50 |
5.4% |
59.00 |
0.9% |
83% |
False |
False |
306,238 |
| 40 |
6,351.50 |
5,842.00 |
509.50 |
8.1% |
52.75 |
0.8% |
89% |
False |
False |
281,259 |
| 60 |
6,351.50 |
5,784.50 |
567.00 |
9.0% |
54.75 |
0.9% |
90% |
False |
False |
223,511 |
| 80 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
58.50 |
0.9% |
90% |
False |
False |
167,915 |
| 100 |
6,351.50 |
5,568.25 |
783.25 |
12.4% |
61.50 |
1.0% |
93% |
False |
False |
134,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,554.00 |
|
2.618 |
6,463.50 |
|
1.618 |
6,408.00 |
|
1.000 |
6,373.75 |
|
0.618 |
6,352.50 |
|
HIGH |
6,318.25 |
|
0.618 |
6,297.00 |
|
0.500 |
6,290.50 |
|
0.382 |
6,284.00 |
|
LOW |
6,262.75 |
|
0.618 |
6,228.50 |
|
1.000 |
6,207.25 |
|
1.618 |
6,173.00 |
|
2.618 |
6,117.50 |
|
4.250 |
6,027.00 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,292.50 |
6,294.00 |
| PP |
6,291.50 |
6,293.75 |
| S1 |
6,290.50 |
6,293.50 |
|