| 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 |
1,292.0 |
1,298.8 |
6.8 |
0.5% |
1,300.0 |
| High |
1,303.4 |
1,301.3 |
-2.1 |
-0.2% |
1,300.0 |
| Low |
1,290.7 |
1,294.5 |
3.8 |
0.3% |
1,278.5 |
| Close |
1,298.9 |
1,299.2 |
0.3 |
0.0% |
1,291.8 |
| Range |
12.7 |
6.8 |
-5.9 |
-46.5% |
21.5 |
| ATR |
12.7 |
12.3 |
-0.4 |
-3.3% |
0.0 |
| Volume |
144,649 |
230,266 |
85,617 |
59.2% |
286,167 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,318.7 |
1,315.8 |
1,302.9 |
|
| R3 |
1,311.9 |
1,309.0 |
1,301.1 |
|
| R2 |
1,305.1 |
1,305.1 |
1,300.4 |
|
| R1 |
1,302.2 |
1,302.2 |
1,299.8 |
1,303.7 |
| PP |
1,298.3 |
1,298.3 |
1,298.3 |
1,299.1 |
| S1 |
1,295.4 |
1,295.4 |
1,298.6 |
1,296.9 |
| S2 |
1,291.5 |
1,291.5 |
1,298.0 |
|
| S3 |
1,284.7 |
1,288.6 |
1,297.3 |
|
| S4 |
1,277.9 |
1,281.8 |
1,295.5 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.6 |
1,344.7 |
1,303.6 |
|
| R3 |
1,333.1 |
1,323.2 |
1,297.7 |
|
| R2 |
1,311.6 |
1,311.6 |
1,295.7 |
|
| R1 |
1,301.7 |
1,301.7 |
1,293.8 |
1,295.9 |
| PP |
1,290.1 |
1,290.1 |
1,290.1 |
1,287.2 |
| S1 |
1,280.2 |
1,280.2 |
1,289.8 |
1,274.4 |
| S2 |
1,268.6 |
1,268.6 |
1,287.9 |
|
| S3 |
1,247.1 |
1,258.7 |
1,285.9 |
|
| S4 |
1,225.6 |
1,237.2 |
1,280.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.4 |
1,280.2 |
23.2 |
1.8% |
10.4 |
0.8% |
82% |
False |
False |
124,417 |
| 10 |
1,303.4 |
1,274.4 |
29.0 |
2.2% |
12.7 |
1.0% |
86% |
False |
False |
76,625 |
| 20 |
1,303.4 |
1,270.1 |
33.3 |
2.6% |
12.1 |
0.9% |
87% |
False |
False |
48,196 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.5% |
11.8 |
0.9% |
70% |
False |
False |
27,084 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.6% |
12.6 |
1.0% |
33% |
False |
False |
19,663 |
| 80 |
1,365.8 |
1,260.7 |
105.1 |
8.1% |
12.6 |
1.0% |
37% |
False |
False |
15,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,330.2 |
|
2.618 |
1,319.1 |
|
1.618 |
1,312.3 |
|
1.000 |
1,308.1 |
|
0.618 |
1,305.5 |
|
HIGH |
1,301.3 |
|
0.618 |
1,298.7 |
|
0.500 |
1,297.9 |
|
0.382 |
1,297.1 |
|
LOW |
1,294.5 |
|
0.618 |
1,290.3 |
|
1.000 |
1,287.7 |
|
1.618 |
1,283.5 |
|
2.618 |
1,276.7 |
|
4.250 |
1,265.6 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.8 |
1,298.3 |
| PP |
1,298.3 |
1,297.4 |
| S1 |
1,297.9 |
1,296.5 |
|