| Trading Metrics calculated at close of trading on 24-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2017 |
24-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,381.25 |
6,388.25 |
7.00 |
0.1% |
6,312.00 |
| High |
6,395.25 |
6,416.00 |
20.75 |
0.3% |
6,416.00 |
| Low |
6,375.25 |
6,375.75 |
0.50 |
0.0% |
6,291.25 |
| Close |
6,389.50 |
6,413.50 |
24.00 |
0.4% |
6,413.50 |
| Range |
20.00 |
40.25 |
20.25 |
101.3% |
124.75 |
| ATR |
54.95 |
53.90 |
-1.05 |
-1.9% |
0.00 |
| Volume |
191,140 |
118,443 |
-72,697 |
-38.0% |
729,334 |
|
| Daily Pivots for day following 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,522.50 |
6,508.25 |
6,435.75 |
|
| R3 |
6,482.25 |
6,468.00 |
6,424.50 |
|
| R2 |
6,442.00 |
6,442.00 |
6,421.00 |
|
| R1 |
6,427.75 |
6,427.75 |
6,417.25 |
6,435.00 |
| PP |
6,401.75 |
6,401.75 |
6,401.75 |
6,405.25 |
| S1 |
6,387.50 |
6,387.50 |
6,409.75 |
6,394.50 |
| S2 |
6,361.50 |
6,361.50 |
6,406.00 |
|
| S3 |
6,321.25 |
6,347.25 |
6,402.50 |
|
| S4 |
6,281.00 |
6,307.00 |
6,391.25 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,747.75 |
6,705.50 |
6,482.00 |
|
| R3 |
6,623.00 |
6,580.75 |
6,447.75 |
|
| R2 |
6,498.25 |
6,498.25 |
6,436.25 |
|
| R1 |
6,456.00 |
6,456.00 |
6,425.00 |
6,477.00 |
| PP |
6,373.50 |
6,373.50 |
6,373.50 |
6,384.25 |
| S1 |
6,331.25 |
6,331.25 |
6,402.00 |
6,352.50 |
| S2 |
6,248.75 |
6,248.75 |
6,390.75 |
|
| S3 |
6,124.00 |
6,206.50 |
6,379.25 |
|
| S4 |
5,999.25 |
6,081.75 |
6,345.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,416.00 |
6,291.25 |
124.75 |
1.9% |
43.00 |
0.7% |
98% |
True |
False |
201,036 |
| 10 |
6,416.00 |
6,230.75 |
185.25 |
2.9% |
51.75 |
0.8% |
99% |
True |
False |
258,339 |
| 20 |
6,416.00 |
6,078.75 |
337.25 |
5.3% |
59.00 |
0.9% |
99% |
True |
False |
294,702 |
| 40 |
6,416.00 |
5,933.00 |
483.00 |
7.5% |
51.00 |
0.8% |
99% |
True |
False |
265,565 |
| 60 |
6,416.00 |
5,842.00 |
574.00 |
8.9% |
53.00 |
0.8% |
100% |
True |
False |
252,385 |
| 80 |
6,416.00 |
5,760.00 |
656.00 |
10.2% |
57.25 |
0.9% |
100% |
True |
False |
189,654 |
| 100 |
6,416.00 |
5,588.00 |
828.00 |
12.9% |
57.50 |
0.9% |
100% |
True |
False |
151,820 |
| 120 |
6,416.00 |
5,568.25 |
847.75 |
13.2% |
62.75 |
1.0% |
100% |
True |
False |
126,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,587.00 |
|
2.618 |
6,521.25 |
|
1.618 |
6,481.00 |
|
1.000 |
6,456.25 |
|
0.618 |
6,440.75 |
|
HIGH |
6,416.00 |
|
0.618 |
6,400.50 |
|
0.500 |
6,396.00 |
|
0.382 |
6,391.25 |
|
LOW |
6,375.75 |
|
0.618 |
6,351.00 |
|
1.000 |
6,335.50 |
|
1.618 |
6,310.75 |
|
2.618 |
6,270.50 |
|
4.250 |
6,204.75 |
|
|
| Fisher Pivots for day following 24-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,407.50 |
6,397.00 |
| PP |
6,401.75 |
6,380.25 |
| S1 |
6,396.00 |
6,363.50 |
|