| Trading Metrics calculated at close of trading on 16-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2017 |
16-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,293.50 |
6,264.50 |
-29.00 |
-0.5% |
6,285.25 |
| High |
6,294.75 |
6,358.50 |
63.75 |
1.0% |
6,351.50 |
| Low |
6,230.75 |
6,260.75 |
30.00 |
0.5% |
6,244.75 |
| Close |
6,266.25 |
6,341.00 |
74.75 |
1.2% |
6,309.25 |
| Range |
64.00 |
97.75 |
33.75 |
52.7% |
106.75 |
| ATR |
55.93 |
58.92 |
2.99 |
5.3% |
0.00 |
| Volume |
399,624 |
339,694 |
-59,930 |
-15.0% |
1,537,792 |
|
| Daily Pivots for day following 16-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,613.25 |
6,575.00 |
6,394.75 |
|
| R3 |
6,515.50 |
6,477.25 |
6,368.00 |
|
| R2 |
6,417.75 |
6,417.75 |
6,359.00 |
|
| R1 |
6,379.50 |
6,379.50 |
6,350.00 |
6,398.50 |
| PP |
6,320.00 |
6,320.00 |
6,320.00 |
6,329.75 |
| S1 |
6,281.75 |
6,281.75 |
6,332.00 |
6,301.00 |
| S2 |
6,222.25 |
6,222.25 |
6,323.00 |
|
| S3 |
6,124.50 |
6,184.00 |
6,314.00 |
|
| S4 |
6,026.75 |
6,086.25 |
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 |
6,358.50 |
6,230.75 |
127.75 |
2.0% |
60.25 |
1.0% |
86% |
True |
False |
315,642 |
| 10 |
6,358.50 |
6,230.75 |
127.75 |
2.0% |
59.75 |
0.9% |
86% |
True |
False |
315,096 |
| 20 |
6,358.50 |
6,011.00 |
347.50 |
5.5% |
62.25 |
1.0% |
95% |
True |
False |
317,572 |
| 40 |
6,358.50 |
5,842.00 |
516.50 |
8.1% |
53.50 |
0.8% |
97% |
True |
False |
282,469 |
| 60 |
6,358.50 |
5,784.50 |
574.00 |
9.1% |
55.25 |
0.9% |
97% |
True |
False |
235,790 |
| 80 |
6,358.50 |
5,760.00 |
598.50 |
9.4% |
59.75 |
0.9% |
97% |
True |
False |
177,149 |
| 100 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
61.25 |
1.0% |
98% |
True |
False |
141,804 |
| 120 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
62.75 |
1.0% |
98% |
True |
False |
118,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,774.00 |
|
2.618 |
6,614.50 |
|
1.618 |
6,516.75 |
|
1.000 |
6,456.25 |
|
0.618 |
6,419.00 |
|
HIGH |
6,358.50 |
|
0.618 |
6,321.25 |
|
0.500 |
6,309.50 |
|
0.382 |
6,298.00 |
|
LOW |
6,260.75 |
|
0.618 |
6,200.25 |
|
1.000 |
6,163.00 |
|
1.618 |
6,102.50 |
|
2.618 |
6,004.75 |
|
4.250 |
5,845.25 |
|
|
| Fisher Pivots for day following 16-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,330.50 |
6,325.50 |
| PP |
6,320.00 |
6,310.00 |
| S1 |
6,309.50 |
6,294.50 |
|