| 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 |
1,535.6 |
1,540.1 |
4.5 |
0.3% |
1,492.9 |
| High |
1,550.6 |
1,553.9 |
3.3 |
0.2% |
1,526.2 |
| Low |
1,534.5 |
1,538.8 |
4.3 |
0.3% |
1,486.3 |
| Close |
1,541.2 |
1,545.6 |
4.4 |
0.3% |
1,518.8 |
| Range |
16.1 |
15.1 |
-1.0 |
-6.2% |
39.9 |
| ATR |
17.5 |
17.3 |
-0.2 |
-1.0% |
0.0 |
| Volume |
40,797 |
44,654 |
3,857 |
9.5% |
86,809 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,591.5 |
1,583.5 |
1,554.0 |
|
| R3 |
1,576.3 |
1,568.5 |
1,549.8 |
|
| R2 |
1,561.3 |
1,561.3 |
1,548.3 |
|
| R1 |
1,553.5 |
1,553.5 |
1,547.0 |
1,557.3 |
| PP |
1,546.0 |
1,546.0 |
1,546.0 |
1,548.0 |
| S1 |
1,538.3 |
1,538.3 |
1,544.3 |
1,542.3 |
| S2 |
1,531.0 |
1,531.0 |
1,542.8 |
|
| S3 |
1,516.0 |
1,523.3 |
1,541.5 |
|
| S4 |
1,500.8 |
1,508.0 |
1,537.3 |
|
|
| 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 |
1,553.9 |
1,511.3 |
42.6 |
2.8% |
15.8 |
1.0% |
81% |
True |
False |
30,374 |
| 10 |
1,553.9 |
1,465.2 |
88.7 |
5.7% |
19.3 |
1.2% |
91% |
True |
False |
29,066 |
| 20 |
1,553.9 |
1,453.1 |
100.8 |
6.5% |
17.8 |
1.1% |
92% |
True |
False |
33,488 |
| 40 |
1,553.9 |
1,453.1 |
100.8 |
6.5% |
15.8 |
1.0% |
92% |
True |
False |
33,995 |
| 60 |
1,553.9 |
1,392.3 |
161.6 |
10.5% |
14.8 |
0.9% |
95% |
True |
False |
39,624 |
| 80 |
1,553.9 |
1,349.1 |
204.8 |
13.3% |
14.3 |
0.9% |
96% |
True |
False |
29,804 |
| 100 |
1,553.9 |
1,349.1 |
204.8 |
13.3% |
13.0 |
0.8% |
96% |
True |
False |
23,851 |
| 120 |
1,553.9 |
1,349.1 |
204.8 |
13.3% |
12.0 |
0.8% |
96% |
True |
False |
19,878 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,618.0 |
|
2.618 |
1,593.5 |
|
1.618 |
1,578.3 |
|
1.000 |
1,569.0 |
|
0.618 |
1,563.3 |
|
HIGH |
1,554.0 |
|
0.618 |
1,548.3 |
|
0.500 |
1,546.3 |
|
0.382 |
1,544.5 |
|
LOW |
1,538.8 |
|
0.618 |
1,529.5 |
|
1.000 |
1,523.8 |
|
1.618 |
1,514.3 |
|
2.618 |
1,499.3 |
|
4.250 |
1,474.5 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,546.3 |
1,541.3 |
| PP |
1,546.0 |
1,537.0 |
| S1 |
1,545.8 |
1,532.5 |
|