| Trading Metrics calculated at close of trading on 17-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2017 |
17-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,465.5 |
1,485.9 |
20.4 |
1.4% |
1,474.9 |
| High |
1,492.6 |
1,498.8 |
6.2 |
0.4% |
1,498.8 |
| Low |
1,465.2 |
1,480.1 |
14.9 |
1.0% |
1,453.1 |
| Close |
1,486.2 |
1,492.9 |
6.7 |
0.5% |
1,492.9 |
| Range |
27.4 |
18.7 |
-8.7 |
-31.8% |
45.7 |
| ATR |
16.6 |
16.7 |
0.2 |
0.9% |
0.0 |
| Volume |
36,165 |
27,389 |
-8,776 |
-24.3% |
154,230 |
|
| Daily Pivots for day following 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,546.8 |
1,538.5 |
1,503.3 |
|
| R3 |
1,528.0 |
1,519.8 |
1,498.0 |
|
| R2 |
1,509.3 |
1,509.3 |
1,496.3 |
|
| R1 |
1,501.0 |
1,501.0 |
1,494.5 |
1,505.3 |
| PP |
1,490.5 |
1,490.5 |
1,490.5 |
1,492.8 |
| S1 |
1,482.5 |
1,482.5 |
1,491.3 |
1,486.5 |
| S2 |
1,472.0 |
1,472.0 |
1,489.5 |
|
| S3 |
1,453.3 |
1,463.8 |
1,487.8 |
|
| S4 |
1,434.5 |
1,445.0 |
1,482.5 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,618.8 |
1,601.5 |
1,518.0 |
|
| R3 |
1,573.0 |
1,555.8 |
1,505.5 |
|
| R2 |
1,527.3 |
1,527.3 |
1,501.3 |
|
| R1 |
1,510.0 |
1,510.0 |
1,497.0 |
1,518.8 |
| PP |
1,481.5 |
1,481.5 |
1,481.5 |
1,486.0 |
| S1 |
1,464.5 |
1,464.5 |
1,488.8 |
1,473.0 |
| S2 |
1,436.0 |
1,436.0 |
1,484.5 |
|
| S3 |
1,390.3 |
1,418.8 |
1,480.3 |
|
| S4 |
1,344.5 |
1,373.0 |
1,467.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,498.8 |
1,453.1 |
45.7 |
3.1% |
17.8 |
1.2% |
87% |
True |
False |
30,846 |
| 10 |
1,503.3 |
1,453.1 |
50.2 |
3.4% |
17.8 |
1.2% |
79% |
False |
False |
37,194 |
| 20 |
1,516.5 |
1,453.1 |
63.4 |
4.2% |
17.8 |
1.2% |
63% |
False |
False |
37,123 |
| 40 |
1,518.0 |
1,443.9 |
74.1 |
5.0% |
15.3 |
1.0% |
66% |
False |
False |
38,367 |
| 60 |
1,518.0 |
1,369.3 |
148.7 |
10.0% |
13.8 |
0.9% |
83% |
False |
False |
35,945 |
| 80 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
13.3 |
0.9% |
85% |
False |
False |
26,966 |
| 100 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
12.3 |
0.8% |
85% |
False |
False |
21,582 |
| 120 |
1,518.0 |
1,349.1 |
168.9 |
11.3% |
10.8 |
0.7% |
85% |
False |
False |
17,986 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,578.3 |
|
2.618 |
1,547.8 |
|
1.618 |
1,529.0 |
|
1.000 |
1,517.5 |
|
0.618 |
1,510.3 |
|
HIGH |
1,498.8 |
|
0.618 |
1,491.8 |
|
0.500 |
1,489.5 |
|
0.382 |
1,487.3 |
|
LOW |
1,480.0 |
|
0.618 |
1,468.5 |
|
1.000 |
1,461.5 |
|
1.618 |
1,449.8 |
|
2.618 |
1,431.3 |
|
4.250 |
1,400.5 |
|
|
| Fisher Pivots for day following 17-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,491.8 |
1,487.3 |
| PP |
1,490.5 |
1,481.5 |
| S1 |
1,489.5 |
1,476.0 |
|