Trading Metrics calculated at close of trading on 29-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2017 |
29-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
1,298.8 |
1,298.0 |
-0.8 |
-0.1% |
1,300.0 |
High |
1,301.3 |
1,300.4 |
-0.9 |
-0.1% |
1,300.0 |
Low |
1,294.5 |
1,285.1 |
-9.4 |
-0.7% |
1,278.5 |
Close |
1,299.2 |
1,286.2 |
-13.0 |
-1.0% |
1,291.8 |
Range |
6.8 |
15.3 |
8.5 |
125.0% |
21.5 |
ATR |
12.3 |
12.5 |
0.2 |
1.8% |
0.0 |
Volume |
230,266 |
392,057 |
161,791 |
70.3% |
286,167 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,336.5 |
1,326.6 |
1,294.6 |
|
R3 |
1,321.2 |
1,311.3 |
1,290.4 |
|
R2 |
1,305.9 |
1,305.9 |
1,289.0 |
|
R1 |
1,296.0 |
1,296.0 |
1,287.6 |
1,293.3 |
PP |
1,290.6 |
1,290.6 |
1,290.6 |
1,289.2 |
S1 |
1,280.7 |
1,280.7 |
1,284.8 |
1,278.0 |
S2 |
1,275.3 |
1,275.3 |
1,283.4 |
|
S3 |
1,260.0 |
1,265.4 |
1,282.0 |
|
S4 |
1,244.7 |
1,250.1 |
1,277.8 |
|
|
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 |
1,283.1 |
20.3 |
1.6% |
11.8 |
0.9% |
15% |
False |
False |
190,819 |
10 |
1,303.4 |
1,278.5 |
24.9 |
1.9% |
12.8 |
1.0% |
31% |
False |
False |
113,525 |
20 |
1,303.4 |
1,270.1 |
33.3 |
2.6% |
12.4 |
1.0% |
48% |
False |
False |
66,952 |
40 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
12.1 |
0.9% |
42% |
False |
False |
36,847 |
60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.6 |
1.0% |
19% |
False |
False |
26,043 |
80 |
1,365.8 |
1,260.7 |
105.1 |
8.2% |
12.8 |
1.0% |
24% |
False |
False |
20,330 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,365.4 |
2.618 |
1,340.5 |
1.618 |
1,325.2 |
1.000 |
1,315.7 |
0.618 |
1,309.9 |
HIGH |
1,300.4 |
0.618 |
1,294.6 |
0.500 |
1,292.8 |
0.382 |
1,290.9 |
LOW |
1,285.1 |
0.618 |
1,275.6 |
1.000 |
1,269.8 |
1.618 |
1,260.3 |
2.618 |
1,245.0 |
4.250 |
1,220.1 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
1,292.8 |
1,294.3 |
PP |
1,290.6 |
1,291.6 |
S1 |
1,288.4 |
1,288.9 |
|