| Trading Metrics calculated at close of trading on 20-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,342.75 |
6,312.00 |
-30.75 |
-0.5% |
6,312.50 |
| High |
6,351.75 |
6,329.25 |
-22.50 |
-0.4% |
6,358.50 |
| Low |
6,308.50 |
6,291.25 |
-17.25 |
-0.3% |
6,230.75 |
| Close |
6,313.25 |
6,316.00 |
2.75 |
0.0% |
6,313.25 |
| Range |
43.25 |
38.00 |
-5.25 |
-12.1% |
127.75 |
| ATR |
57.80 |
56.38 |
-1.41 |
-2.4% |
0.00 |
| Volume |
275,846 |
203,721 |
-72,125 |
-26.1% |
1,587,330 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,426.25 |
6,409.00 |
6,337.00 |
|
| R3 |
6,388.25 |
6,371.00 |
6,326.50 |
|
| R2 |
6,350.25 |
6,350.25 |
6,323.00 |
|
| R1 |
6,333.00 |
6,333.00 |
6,319.50 |
6,341.50 |
| PP |
6,312.25 |
6,312.25 |
6,312.25 |
6,316.50 |
| S1 |
6,295.00 |
6,295.00 |
6,312.50 |
6,303.50 |
| S2 |
6,274.25 |
6,274.25 |
6,309.00 |
|
| S3 |
6,236.25 |
6,257.00 |
6,305.50 |
|
| S4 |
6,198.25 |
6,219.00 |
6,295.00 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.00 |
6,626.50 |
6,383.50 |
|
| R3 |
6,556.25 |
6,498.75 |
6,348.50 |
|
| R2 |
6,428.50 |
6,428.50 |
6,336.75 |
|
| R1 |
6,371.00 |
6,371.00 |
6,325.00 |
6,399.75 |
| PP |
6,300.75 |
6,300.75 |
6,300.75 |
6,315.25 |
| S1 |
6,243.25 |
6,243.25 |
6,301.50 |
6,272.00 |
| S2 |
6,173.00 |
6,173.00 |
6,289.75 |
|
| S3 |
6,045.25 |
6,115.50 |
6,278.00 |
|
| S4 |
5,917.50 |
5,987.75 |
6,243.00 |
|
|
| 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% |
59.75 |
0.9% |
67% |
False |
False |
312,337 |
| 10 |
6,358.50 |
6,230.75 |
127.75 |
2.0% |
56.75 |
0.9% |
67% |
False |
False |
311,045 |
| 20 |
6,358.50 |
6,011.00 |
347.50 |
5.5% |
61.00 |
1.0% |
88% |
False |
False |
318,046 |
| 40 |
6,358.50 |
5,862.75 |
495.75 |
7.8% |
51.75 |
0.8% |
91% |
False |
False |
276,446 |
| 60 |
6,358.50 |
5,784.50 |
574.00 |
9.1% |
54.50 |
0.9% |
93% |
False |
False |
243,727 |
| 80 |
6,358.50 |
5,760.00 |
598.50 |
9.5% |
58.00 |
0.9% |
93% |
False |
False |
183,111 |
| 100 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
59.00 |
0.9% |
95% |
False |
False |
146,583 |
| 120 |
6,358.50 |
5,568.25 |
790.25 |
12.5% |
62.75 |
1.0% |
95% |
False |
False |
122,196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,490.75 |
|
2.618 |
6,428.75 |
|
1.618 |
6,390.75 |
|
1.000 |
6,367.25 |
|
0.618 |
6,352.75 |
|
HIGH |
6,329.25 |
|
0.618 |
6,314.75 |
|
0.500 |
6,310.25 |
|
0.382 |
6,305.75 |
|
LOW |
6,291.25 |
|
0.618 |
6,267.75 |
|
1.000 |
6,253.25 |
|
1.618 |
6,229.75 |
|
2.618 |
6,191.75 |
|
4.250 |
6,129.75 |
|
|
| Fisher Pivots for day following 20-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,314.00 |
6,314.00 |
| PP |
6,312.25 |
6,311.75 |
| S1 |
6,310.25 |
6,309.50 |
|