| Trading Metrics calculated at close of trading on 15-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2017 |
15-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,473.2 |
1,466.9 |
-6.3 |
-0.4% |
1,493.3 |
| High |
1,474.4 |
1,470.7 |
-3.7 |
-0.3% |
1,503.3 |
| Low |
1,464.3 |
1,453.1 |
-11.2 |
-0.8% |
1,461.5 |
| Close |
1,470.6 |
1,463.8 |
-6.8 |
-0.5% |
1,474.3 |
| Range |
10.1 |
17.6 |
7.5 |
74.3% |
41.8 |
| ATR |
15.5 |
15.6 |
0.2 |
1.0% |
0.0 |
| Volume |
30,124 |
35,199 |
5,075 |
16.8% |
217,714 |
|
| Daily Pivots for day following 15-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,515.3 |
1,507.3 |
1,473.5 |
|
| R3 |
1,497.8 |
1,489.5 |
1,468.8 |
|
| R2 |
1,480.3 |
1,480.3 |
1,467.0 |
|
| R1 |
1,472.0 |
1,472.0 |
1,465.5 |
1,467.3 |
| PP |
1,462.5 |
1,462.5 |
1,462.5 |
1,460.3 |
| S1 |
1,454.3 |
1,454.3 |
1,462.3 |
1,449.8 |
| S2 |
1,445.0 |
1,445.0 |
1,460.5 |
|
| S3 |
1,427.3 |
1,436.8 |
1,459.0 |
|
| S4 |
1,409.8 |
1,419.3 |
1,454.0 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,605.0 |
1,581.5 |
1,497.3 |
|
| R3 |
1,563.3 |
1,539.8 |
1,485.8 |
|
| R2 |
1,521.5 |
1,521.5 |
1,482.0 |
|
| R1 |
1,498.0 |
1,498.0 |
1,478.3 |
1,488.8 |
| PP |
1,479.8 |
1,479.8 |
1,479.8 |
1,475.3 |
| S1 |
1,456.0 |
1,456.0 |
1,470.5 |
1,447.0 |
| S2 |
1,438.0 |
1,438.0 |
1,466.8 |
|
| S3 |
1,396.0 |
1,414.3 |
1,462.8 |
|
| S4 |
1,354.3 |
1,372.5 |
1,451.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,485.4 |
1,453.1 |
32.3 |
2.2% |
15.3 |
1.0% |
33% |
False |
True |
37,841 |
| 10 |
1,503.3 |
1,453.1 |
50.2 |
3.4% |
16.0 |
1.1% |
21% |
False |
True |
37,911 |
| 20 |
1,516.5 |
1,453.1 |
63.4 |
4.3% |
16.8 |
1.1% |
17% |
False |
True |
37,586 |
| 40 |
1,518.0 |
1,438.5 |
79.5 |
5.4% |
14.8 |
1.0% |
32% |
False |
False |
39,528 |
| 60 |
1,518.0 |
1,359.8 |
158.2 |
10.8% |
13.5 |
0.9% |
66% |
False |
False |
34,887 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.5% |
12.8 |
0.9% |
68% |
False |
False |
26,172 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.5% |
12.0 |
0.8% |
68% |
False |
False |
20,947 |
| 120 |
1,518.0 |
1,349.1 |
168.9 |
11.5% |
10.3 |
0.7% |
68% |
False |
False |
17,456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,545.5 |
|
2.618 |
1,516.8 |
|
1.618 |
1,499.3 |
|
1.000 |
1,488.3 |
|
0.618 |
1,481.5 |
|
HIGH |
1,470.8 |
|
0.618 |
1,464.0 |
|
0.500 |
1,462.0 |
|
0.382 |
1,459.8 |
|
LOW |
1,453.0 |
|
0.618 |
1,442.3 |
|
1.000 |
1,435.5 |
|
1.618 |
1,424.5 |
|
2.618 |
1,407.0 |
|
4.250 |
1,378.3 |
|
|
| Fisher Pivots for day following 15-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,463.3 |
1,465.5 |
| PP |
1,462.5 |
1,464.8 |
| S1 |
1,462.0 |
1,464.3 |
|