| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,310.75 |
6,293.50 |
-17.25 |
-0.3% |
6,285.25 |
| High |
6,318.25 |
6,294.75 |
-23.50 |
-0.4% |
6,351.50 |
| Low |
6,262.75 |
6,230.75 |
-32.00 |
-0.5% |
6,244.75 |
| Close |
6,293.50 |
6,266.25 |
-27.25 |
-0.4% |
6,309.25 |
| Range |
55.50 |
64.00 |
8.50 |
15.3% |
106.75 |
| ATR |
55.31 |
55.93 |
0.62 |
1.1% |
0.00 |
| Volume |
342,800 |
399,624 |
56,824 |
16.6% |
1,537,792 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,456.00 |
6,425.00 |
6,301.50 |
|
| R3 |
6,392.00 |
6,361.00 |
6,283.75 |
|
| R2 |
6,328.00 |
6,328.00 |
6,278.00 |
|
| R1 |
6,297.00 |
6,297.00 |
6,272.00 |
6,280.50 |
| PP |
6,264.00 |
6,264.00 |
6,264.00 |
6,255.50 |
| S1 |
6,233.00 |
6,233.00 |
6,260.50 |
6,216.50 |
| S2 |
6,200.00 |
6,200.00 |
6,254.50 |
|
| S3 |
6,136.00 |
6,169.00 |
6,248.75 |
|
| S4 |
6,072.00 |
6,105.00 |
6,231.00 |
|
|
| 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 |
6,230.75 |
120.75 |
1.9% |
62.00 |
1.0% |
29% |
False |
True |
357,757 |
| 10 |
6,351.50 |
6,192.50 |
159.00 |
2.5% |
57.00 |
0.9% |
46% |
False |
False |
316,780 |
| 20 |
6,351.50 |
6,011.00 |
340.50 |
5.4% |
60.75 |
1.0% |
75% |
False |
False |
317,198 |
| 40 |
6,351.50 |
5,842.00 |
509.50 |
8.1% |
52.50 |
0.8% |
83% |
False |
False |
282,562 |
| 60 |
6,351.50 |
5,784.50 |
567.00 |
9.0% |
54.25 |
0.9% |
85% |
False |
False |
230,149 |
| 80 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
59.00 |
0.9% |
86% |
False |
False |
172,908 |
| 100 |
6,351.50 |
5,568.25 |
783.25 |
12.5% |
61.25 |
1.0% |
89% |
False |
False |
138,413 |
| 120 |
6,351.50 |
5,568.25 |
783.25 |
12.5% |
62.25 |
1.0% |
89% |
False |
False |
115,369 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,566.75 |
|
2.618 |
6,462.25 |
|
1.618 |
6,398.25 |
|
1.000 |
6,358.75 |
|
0.618 |
6,334.25 |
|
HIGH |
6,294.75 |
|
0.618 |
6,270.25 |
|
0.500 |
6,262.75 |
|
0.382 |
6,255.25 |
|
LOW |
6,230.75 |
|
0.618 |
6,191.25 |
|
1.000 |
6,166.75 |
|
1.618 |
6,127.25 |
|
2.618 |
6,063.25 |
|
4.250 |
5,958.75 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,265.00 |
6,278.00 |
| PP |
6,264.00 |
6,274.00 |
| S1 |
6,262.75 |
6,270.00 |
|