| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,388.25 |
6,414.25 |
26.00 |
0.4% |
6,312.00 |
| High |
6,416.00 |
6,424.50 |
8.50 |
0.1% |
6,416.00 |
| Low |
6,375.75 |
6,394.75 |
19.00 |
0.3% |
6,291.25 |
| Close |
6,413.50 |
6,413.25 |
-0.25 |
0.0% |
6,413.50 |
| Range |
40.25 |
29.75 |
-10.50 |
-26.1% |
124.75 |
| ATR |
53.90 |
52.18 |
-1.73 |
-3.2% |
0.00 |
| Volume |
118,443 |
204,123 |
85,680 |
72.3% |
729,334 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,500.00 |
6,486.50 |
6,429.50 |
|
| R3 |
6,470.25 |
6,456.75 |
6,421.50 |
|
| R2 |
6,440.50 |
6,440.50 |
6,418.75 |
|
| R1 |
6,427.00 |
6,427.00 |
6,416.00 |
6,419.00 |
| PP |
6,410.75 |
6,410.75 |
6,410.75 |
6,406.75 |
| S1 |
6,397.25 |
6,397.25 |
6,410.50 |
6,389.00 |
| S2 |
6,381.00 |
6,381.00 |
6,407.75 |
|
| S3 |
6,351.25 |
6,367.50 |
6,405.00 |
|
| S4 |
6,321.50 |
6,337.75 |
6,397.00 |
|
|
| 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 |
6,424.50 |
6,291.25 |
133.25 |
2.1% |
40.50 |
0.6% |
92% |
True |
False |
186,691 |
| 10 |
6,424.50 |
6,230.75 |
193.75 |
3.0% |
50.75 |
0.8% |
94% |
True |
False |
252,078 |
| 20 |
6,424.50 |
6,192.50 |
232.00 |
3.6% |
53.25 |
0.8% |
95% |
True |
False |
283,116 |
| 40 |
6,424.50 |
5,958.50 |
466.00 |
7.3% |
50.50 |
0.8% |
98% |
True |
False |
263,777 |
| 60 |
6,424.50 |
5,842.00 |
582.50 |
9.1% |
52.25 |
0.8% |
98% |
True |
False |
255,738 |
| 80 |
6,424.50 |
5,760.00 |
664.50 |
10.4% |
57.00 |
0.9% |
98% |
True |
False |
192,198 |
| 100 |
6,424.50 |
5,599.50 |
825.00 |
12.9% |
57.25 |
0.9% |
99% |
True |
False |
153,858 |
| 120 |
6,424.50 |
5,568.25 |
856.25 |
13.4% |
62.75 |
1.0% |
99% |
True |
False |
128,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,551.00 |
|
2.618 |
6,502.50 |
|
1.618 |
6,472.75 |
|
1.000 |
6,454.25 |
|
0.618 |
6,443.00 |
|
HIGH |
6,424.50 |
|
0.618 |
6,413.25 |
|
0.500 |
6,409.50 |
|
0.382 |
6,406.00 |
|
LOW |
6,394.75 |
|
0.618 |
6,376.25 |
|
1.000 |
6,365.00 |
|
1.618 |
6,346.50 |
|
2.618 |
6,316.75 |
|
4.250 |
6,268.25 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,412.00 |
6,408.75 |
| PP |
6,410.75 |
6,404.25 |
| S1 |
6,409.50 |
6,400.00 |
|