| Trading Metrics calculated at close of trading on 22-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2017 |
22-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,281.0 |
1,284.8 |
3.8 |
0.3% |
1,279.2 |
| High |
1,288.7 |
1,299.0 |
10.3 |
0.8% |
1,301.7 |
| Low |
1,280.2 |
1,283.1 |
2.9 |
0.2% |
1,274.4 |
| Close |
1,286.2 |
1,296.8 |
10.6 |
0.8% |
1,300.9 |
| Range |
8.5 |
15.9 |
7.4 |
87.1% |
27.3 |
| ATR |
12.8 |
13.1 |
0.2 |
1.7% |
0.0 |
| Volume |
60,043 |
103,582 |
43,539 |
72.5% |
127,979 |
|
| Daily Pivots for day following 22-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,340.7 |
1,334.6 |
1,305.5 |
|
| R3 |
1,324.8 |
1,318.7 |
1,301.2 |
|
| R2 |
1,308.9 |
1,308.9 |
1,299.7 |
|
| R1 |
1,302.8 |
1,302.8 |
1,298.3 |
1,305.9 |
| PP |
1,293.0 |
1,293.0 |
1,293.0 |
1,294.5 |
| S1 |
1,286.9 |
1,286.9 |
1,295.3 |
1,290.0 |
| S2 |
1,277.1 |
1,277.1 |
1,293.9 |
|
| S3 |
1,261.2 |
1,271.0 |
1,292.4 |
|
| S4 |
1,245.3 |
1,255.1 |
1,288.1 |
|
|
| 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% |
14.4 |
1.1% |
79% |
False |
False |
51,210 |
| 10 |
1,301.7 |
1,274.4 |
27.3 |
2.1% |
12.7 |
1.0% |
82% |
False |
False |
39,394 |
| 20 |
1,301.7 |
1,268.1 |
33.6 |
2.6% |
12.6 |
1.0% |
85% |
False |
False |
26,419 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.5% |
12.0 |
0.9% |
65% |
False |
False |
15,807 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.6% |
12.8 |
1.0% |
30% |
False |
False |
12,302 |
| 80 |
1,365.8 |
1,260.7 |
105.1 |
8.1% |
12.7 |
1.0% |
34% |
False |
False |
9,744 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,366.6 |
|
2.618 |
1,340.6 |
|
1.618 |
1,324.7 |
|
1.000 |
1,314.9 |
|
0.618 |
1,308.8 |
|
HIGH |
1,299.0 |
|
0.618 |
1,292.9 |
|
0.500 |
1,291.1 |
|
0.382 |
1,289.2 |
|
LOW |
1,283.1 |
|
0.618 |
1,273.3 |
|
1.000 |
1,267.2 |
|
1.618 |
1,257.4 |
|
2.618 |
1,241.5 |
|
4.250 |
1,215.5 |
|
|
| Fisher Pivots for day following 22-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,294.9 |
1,294.3 |
| PP |
1,293.0 |
1,291.8 |
| S1 |
1,291.1 |
1,289.3 |
|