| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,315.75 |
6,381.25 |
65.50 |
1.0% |
6,312.50 |
| High |
6,385.25 |
6,395.25 |
10.00 |
0.2% |
6,358.50 |
| Low |
6,311.25 |
6,375.25 |
64.00 |
1.0% |
6,230.75 |
| Close |
6,379.50 |
6,389.50 |
10.00 |
0.2% |
6,313.25 |
| Range |
74.00 |
20.00 |
-54.00 |
-73.0% |
127.75 |
| ATR |
57.64 |
54.95 |
-2.69 |
-4.7% |
0.00 |
| Volume |
216,030 |
191,140 |
-24,890 |
-11.5% |
1,587,330 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,446.75 |
6,438.00 |
6,400.50 |
|
| R3 |
6,426.75 |
6,418.00 |
6,395.00 |
|
| R2 |
6,406.75 |
6,406.75 |
6,393.25 |
|
| R1 |
6,398.00 |
6,398.00 |
6,391.25 |
6,402.50 |
| PP |
6,386.75 |
6,386.75 |
6,386.75 |
6,388.75 |
| S1 |
6,378.00 |
6,378.00 |
6,387.75 |
6,382.50 |
| S2 |
6,366.75 |
6,366.75 |
6,385.75 |
|
| S3 |
6,346.75 |
6,358.00 |
6,384.00 |
|
| S4 |
6,326.75 |
6,338.00 |
6,378.50 |
|
|
| 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 |
6,395.25 |
6,260.75 |
134.50 |
2.1% |
54.50 |
0.9% |
96% |
True |
False |
245,286 |
| 10 |
6,395.25 |
6,230.75 |
164.50 |
2.6% |
58.25 |
0.9% |
97% |
True |
False |
301,521 |
| 20 |
6,395.25 |
6,035.00 |
360.25 |
5.6% |
60.00 |
0.9% |
98% |
True |
False |
304,794 |
| 40 |
6,395.25 |
5,911.25 |
484.00 |
7.6% |
51.00 |
0.8% |
99% |
True |
False |
269,307 |
| 60 |
6,395.25 |
5,842.00 |
553.25 |
8.7% |
53.50 |
0.8% |
99% |
True |
False |
250,457 |
| 80 |
6,395.25 |
5,760.00 |
635.25 |
9.9% |
57.75 |
0.9% |
99% |
True |
False |
188,187 |
| 100 |
6,395.25 |
5,568.25 |
827.00 |
12.9% |
58.25 |
0.9% |
99% |
True |
False |
150,643 |
| 120 |
6,395.25 |
5,568.25 |
827.00 |
12.9% |
62.75 |
1.0% |
99% |
True |
False |
125,589 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,480.25 |
|
2.618 |
6,447.50 |
|
1.618 |
6,427.50 |
|
1.000 |
6,415.25 |
|
0.618 |
6,407.50 |
|
HIGH |
6,395.25 |
|
0.618 |
6,387.50 |
|
0.500 |
6,385.25 |
|
0.382 |
6,383.00 |
|
LOW |
6,375.25 |
|
0.618 |
6,363.00 |
|
1.000 |
6,355.25 |
|
1.618 |
6,343.00 |
|
2.618 |
6,323.00 |
|
4.250 |
6,290.25 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,388.00 |
6,374.00 |
| PP |
6,386.75 |
6,358.75 |
| S1 |
6,385.25 |
6,343.25 |
|