| 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 |
1,518.0 |
1,511.9 |
-6.1 |
-0.4% |
1,492.9 |
| High |
1,524.5 |
1,538.1 |
13.6 |
0.9% |
1,526.2 |
| Low |
1,512.6 |
1,511.3 |
-1.3 |
-0.1% |
1,486.3 |
| Close |
1,513.2 |
1,536.2 |
23.0 |
1.5% |
1,518.8 |
| Range |
11.9 |
26.8 |
14.9 |
125.2% |
39.9 |
| ATR |
16.9 |
17.6 |
0.7 |
4.2% |
0.0 |
| Volume |
21,586 |
33,263 |
11,677 |
54.1% |
86,809 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,609.0 |
1,599.3 |
1,551.0 |
|
| R3 |
1,582.3 |
1,572.5 |
1,543.5 |
|
| R2 |
1,555.3 |
1,555.3 |
1,541.0 |
|
| R1 |
1,545.8 |
1,545.8 |
1,538.8 |
1,550.5 |
| PP |
1,528.5 |
1,528.5 |
1,528.5 |
1,531.0 |
| S1 |
1,519.0 |
1,519.0 |
1,533.8 |
1,523.8 |
| S2 |
1,501.8 |
1,501.8 |
1,531.3 |
|
| S3 |
1,475.0 |
1,492.3 |
1,528.8 |
|
| S4 |
1,448.3 |
1,465.3 |
1,521.5 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,630.3 |
1,614.3 |
1,540.8 |
|
| R3 |
1,590.3 |
1,574.5 |
1,529.8 |
|
| R2 |
1,550.3 |
1,550.3 |
1,526.0 |
|
| R1 |
1,534.5 |
1,534.5 |
1,522.5 |
1,542.5 |
| PP |
1,510.5 |
1,510.5 |
1,510.5 |
1,514.5 |
| S1 |
1,494.8 |
1,494.8 |
1,515.3 |
1,502.5 |
| S2 |
1,470.5 |
1,470.5 |
1,511.5 |
|
| S3 |
1,430.8 |
1,454.8 |
1,507.8 |
|
| S4 |
1,390.8 |
1,414.8 |
1,496.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,538.1 |
1,496.0 |
42.1 |
2.7% |
19.3 |
1.3% |
95% |
True |
False |
23,659 |
| 10 |
1,538.1 |
1,453.1 |
85.0 |
5.5% |
18.8 |
1.2% |
98% |
True |
False |
27,053 |
| 20 |
1,538.1 |
1,453.1 |
85.0 |
5.5% |
18.5 |
1.2% |
98% |
True |
False |
33,322 |
| 40 |
1,538.1 |
1,453.1 |
85.0 |
5.5% |
15.5 |
1.0% |
98% |
True |
False |
32,964 |
| 60 |
1,538.1 |
1,392.3 |
145.8 |
9.5% |
14.8 |
1.0% |
99% |
True |
False |
38,270 |
| 80 |
1,538.1 |
1,349.1 |
189.0 |
12.3% |
14.0 |
0.9% |
99% |
True |
False |
28,736 |
| 100 |
1,538.1 |
1,349.1 |
189.0 |
12.3% |
12.8 |
0.8% |
99% |
True |
False |
22,997 |
| 120 |
1,538.1 |
1,349.1 |
189.0 |
12.3% |
11.8 |
0.8% |
99% |
True |
False |
19,166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,652.0 |
|
2.618 |
1,608.3 |
|
1.618 |
1,581.5 |
|
1.000 |
1,565.0 |
|
0.618 |
1,554.8 |
|
HIGH |
1,538.0 |
|
0.618 |
1,527.8 |
|
0.500 |
1,524.8 |
|
0.382 |
1,521.5 |
|
LOW |
1,511.3 |
|
0.618 |
1,494.8 |
|
1.000 |
1,484.5 |
|
1.618 |
1,468.0 |
|
2.618 |
1,441.3 |
|
4.250 |
1,397.5 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,532.3 |
1,532.3 |
| PP |
1,528.5 |
1,528.5 |
| S1 |
1,524.8 |
1,524.8 |
|