| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,423.50 |
6,306.50 |
-117.00 |
-1.8% |
6,312.00 |
| High |
6,428.50 |
6,377.50 |
-51.00 |
-0.8% |
6,416.00 |
| Low |
6,283.00 |
6,289.00 |
6.00 |
0.1% |
6,291.25 |
| Close |
6,305.50 |
6,369.00 |
63.50 |
1.0% |
6,413.50 |
| Range |
145.50 |
88.50 |
-57.00 |
-39.2% |
124.75 |
| ATR |
58.09 |
60.26 |
2.17 |
3.7% |
0.00 |
| Volume |
625,761 |
457,769 |
-167,992 |
-26.8% |
729,334 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,610.75 |
6,578.25 |
6,417.75 |
|
| R3 |
6,522.25 |
6,489.75 |
6,393.25 |
|
| R2 |
6,433.75 |
6,433.75 |
6,385.25 |
|
| R1 |
6,401.25 |
6,401.25 |
6,377.00 |
6,417.50 |
| PP |
6,345.25 |
6,345.25 |
6,345.25 |
6,353.25 |
| S1 |
6,312.75 |
6,312.75 |
6,361.00 |
6,329.00 |
| S2 |
6,256.75 |
6,256.75 |
6,352.75 |
|
| S3 |
6,168.25 |
6,224.25 |
6,344.75 |
|
| S4 |
6,079.75 |
6,135.75 |
6,320.25 |
|
|
| 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 |
6,429.50 |
6,283.00 |
146.50 |
2.3% |
69.00 |
1.1% |
59% |
False |
False |
342,685 |
| 10 |
6,429.50 |
6,260.75 |
168.75 |
2.6% |
61.75 |
1.0% |
64% |
False |
False |
293,985 |
| 20 |
6,429.50 |
6,192.50 |
237.00 |
3.7% |
59.50 |
0.9% |
74% |
False |
False |
305,382 |
| 40 |
6,429.50 |
6,001.00 |
428.50 |
6.7% |
54.50 |
0.9% |
86% |
False |
False |
280,695 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.2% |
53.50 |
0.8% |
90% |
False |
False |
278,291 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.5% |
58.75 |
0.9% |
91% |
False |
False |
209,558 |
| 100 |
6,429.50 |
5,720.00 |
709.50 |
11.1% |
58.00 |
0.9% |
91% |
False |
False |
167,757 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.5% |
62.00 |
1.0% |
93% |
False |
False |
139,864 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,753.50 |
|
2.618 |
6,609.25 |
|
1.618 |
6,520.75 |
|
1.000 |
6,466.00 |
|
0.618 |
6,432.25 |
|
HIGH |
6,377.50 |
|
0.618 |
6,343.75 |
|
0.500 |
6,333.25 |
|
0.382 |
6,322.75 |
|
LOW |
6,289.00 |
|
0.618 |
6,234.25 |
|
1.000 |
6,200.50 |
|
1.618 |
6,145.75 |
|
2.618 |
6,057.25 |
|
4.250 |
5,913.00 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,357.00 |
6,364.75 |
| PP |
6,345.25 |
6,360.50 |
| S1 |
6,333.25 |
6,356.25 |
|