| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,300.0 |
1,281.0 |
-19.0 |
-1.5% |
1,279.2 |
| High |
1,300.0 |
1,288.7 |
-11.3 |
-0.9% |
1,301.7 |
| Low |
1,278.5 |
1,280.2 |
1.7 |
0.1% |
1,274.4 |
| Close |
1,279.7 |
1,286.2 |
6.5 |
0.5% |
1,300.9 |
| Range |
21.5 |
8.5 |
-13.0 |
-60.5% |
27.3 |
| ATR |
13.1 |
12.8 |
-0.3 |
-2.2% |
0.0 |
| Volume |
38,997 |
60,043 |
21,046 |
54.0% |
127,979 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,310.5 |
1,306.9 |
1,290.9 |
|
| R3 |
1,302.0 |
1,298.4 |
1,288.5 |
|
| R2 |
1,293.5 |
1,293.5 |
1,287.8 |
|
| R1 |
1,289.9 |
1,289.9 |
1,287.0 |
1,291.7 |
| PP |
1,285.0 |
1,285.0 |
1,285.0 |
1,286.0 |
| S1 |
1,281.4 |
1,281.4 |
1,285.4 |
1,283.2 |
| S2 |
1,276.5 |
1,276.5 |
1,284.6 |
|
| S3 |
1,268.0 |
1,272.9 |
1,283.9 |
|
| S4 |
1,259.5 |
1,264.4 |
1,281.5 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,374.2 |
1,364.9 |
1,315.9 |
|
| R3 |
1,346.9 |
1,337.6 |
1,308.4 |
|
| R2 |
1,319.6 |
1,319.6 |
1,305.9 |
|
| R1 |
1,310.3 |
1,310.3 |
1,303.4 |
1,315.0 |
| PP |
1,292.3 |
1,292.3 |
1,292.3 |
1,294.7 |
| S1 |
1,283.0 |
1,283.0 |
1,298.4 |
1,287.7 |
| S2 |
1,265.0 |
1,265.0 |
1,295.9 |
|
| S3 |
1,237.7 |
1,255.7 |
1,293.4 |
|
| S4 |
1,210.4 |
1,228.4 |
1,285.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,301.7 |
1,278.5 |
23.2 |
1.8% |
13.9 |
1.1% |
33% |
False |
False |
36,231 |
| 10 |
1,301.7 |
1,274.4 |
27.3 |
2.1% |
12.2 |
1.0% |
43% |
False |
False |
31,353 |
| 20 |
1,301.7 |
1,268.1 |
33.6 |
2.6% |
12.2 |
1.0% |
54% |
False |
False |
21,464 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
12.0 |
0.9% |
42% |
False |
False |
13,506 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.9 |
1.0% |
19% |
False |
False |
10,612 |
| 80 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.6 |
1.0% |
24% |
False |
False |
8,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,324.8 |
|
2.618 |
1,311.0 |
|
1.618 |
1,302.5 |
|
1.000 |
1,297.2 |
|
0.618 |
1,294.0 |
|
HIGH |
1,288.7 |
|
0.618 |
1,285.5 |
|
0.500 |
1,284.5 |
|
0.382 |
1,283.4 |
|
LOW |
1,280.2 |
|
0.618 |
1,274.9 |
|
1.000 |
1,271.7 |
|
1.618 |
1,266.4 |
|
2.618 |
1,257.9 |
|
4.250 |
1,244.1 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,285.6 |
1,290.1 |
| PP |
1,285.0 |
1,288.8 |
| S1 |
1,284.5 |
1,287.5 |
|