| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,414.25 |
6,413.25 |
-1.00 |
0.0% |
6,312.00 |
| High |
6,424.50 |
6,429.50 |
5.00 |
0.1% |
6,416.00 |
| Low |
6,394.75 |
6,388.75 |
-6.00 |
-0.1% |
6,291.25 |
| Close |
6,413.25 |
6,420.25 |
7.00 |
0.1% |
6,413.50 |
| Range |
29.75 |
40.75 |
11.00 |
37.0% |
124.75 |
| ATR |
52.18 |
51.36 |
-0.82 |
-1.6% |
0.00 |
| Volume |
204,123 |
307,329 |
103,206 |
50.6% |
729,334 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,535.00 |
6,518.50 |
6,442.75 |
|
| R3 |
6,494.25 |
6,477.75 |
6,431.50 |
|
| R2 |
6,453.50 |
6,453.50 |
6,427.75 |
|
| R1 |
6,437.00 |
6,437.00 |
6,424.00 |
6,445.25 |
| PP |
6,412.75 |
6,412.75 |
6,412.75 |
6,417.00 |
| S1 |
6,396.25 |
6,396.25 |
6,416.50 |
6,404.50 |
| S2 |
6,372.00 |
6,372.00 |
6,412.75 |
|
| S3 |
6,331.25 |
6,355.50 |
6,409.00 |
|
| S4 |
6,290.50 |
6,314.75 |
6,397.75 |
|
|
| 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 |
6,429.50 |
6,311.25 |
118.25 |
1.8% |
41.00 |
0.6% |
92% |
True |
False |
207,413 |
| 10 |
6,429.50 |
6,230.75 |
198.75 |
3.1% |
50.25 |
0.8% |
95% |
True |
False |
259,875 |
| 20 |
6,429.50 |
6,192.50 |
237.00 |
3.7% |
52.75 |
0.8% |
96% |
True |
False |
280,466 |
| 40 |
6,429.50 |
5,978.75 |
450.75 |
7.0% |
50.25 |
0.8% |
98% |
True |
False |
264,722 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
52.25 |
0.8% |
98% |
True |
False |
260,808 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.4% |
57.00 |
0.9% |
99% |
True |
False |
196,034 |
| 100 |
6,429.50 |
5,657.50 |
772.00 |
12.0% |
56.75 |
0.9% |
99% |
True |
False |
156,929 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.4% |
62.75 |
1.0% |
99% |
True |
False |
130,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,602.75 |
|
2.618 |
6,536.25 |
|
1.618 |
6,495.50 |
|
1.000 |
6,470.25 |
|
0.618 |
6,454.75 |
|
HIGH |
6,429.50 |
|
0.618 |
6,414.00 |
|
0.500 |
6,409.00 |
|
0.382 |
6,404.25 |
|
LOW |
6,388.75 |
|
0.618 |
6,363.50 |
|
1.000 |
6,348.00 |
|
1.618 |
6,322.75 |
|
2.618 |
6,282.00 |
|
4.250 |
6,215.50 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,416.50 |
6,414.50 |
| PP |
6,412.75 |
6,408.50 |
| S1 |
6,409.00 |
6,402.50 |
|