| 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 |
1,298.0 |
1,286.9 |
-11.1 |
-0.9% |
1,300.0 |
| High |
1,300.4 |
1,288.4 |
-12.0 |
-0.9% |
1,300.0 |
| Low |
1,285.1 |
1,273.1 |
-12.0 |
-0.9% |
1,278.5 |
| Close |
1,286.2 |
1,276.7 |
-9.5 |
-0.7% |
1,291.8 |
| Range |
15.3 |
15.3 |
0.0 |
0.0% |
21.5 |
| ATR |
12.5 |
12.7 |
0.2 |
1.6% |
0.0 |
| Volume |
392,057 |
354,076 |
-37,981 |
-9.7% |
286,167 |
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.3 |
1,316.3 |
1,285.1 |
|
| R3 |
1,310.0 |
1,301.0 |
1,280.9 |
|
| R2 |
1,294.7 |
1,294.7 |
1,279.5 |
|
| R1 |
1,285.7 |
1,285.7 |
1,278.1 |
1,282.6 |
| PP |
1,279.4 |
1,279.4 |
1,279.4 |
1,277.8 |
| S1 |
1,270.4 |
1,270.4 |
1,275.3 |
1,267.3 |
| S2 |
1,264.1 |
1,264.1 |
1,273.9 |
|
| S3 |
1,248.8 |
1,255.1 |
1,272.5 |
|
| S4 |
1,233.5 |
1,239.8 |
1,268.3 |
|
|
| 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 |
1,273.1 |
30.3 |
2.4% |
11.6 |
0.9% |
12% |
False |
True |
240,918 |
| 10 |
1,303.4 |
1,273.1 |
30.3 |
2.4% |
13.0 |
1.0% |
12% |
False |
True |
146,064 |
| 20 |
1,303.4 |
1,270.1 |
33.3 |
2.6% |
12.5 |
1.0% |
20% |
False |
False |
84,100 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.6% |
12.2 |
1.0% |
21% |
False |
False |
45,653 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.6 |
1.0% |
10% |
False |
False |
31,861 |
| 80 |
1,365.8 |
1,267.0 |
98.8 |
7.7% |
12.8 |
1.0% |
10% |
False |
False |
24,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,353.4 |
|
2.618 |
1,328.5 |
|
1.618 |
1,313.2 |
|
1.000 |
1,303.7 |
|
0.618 |
1,297.9 |
|
HIGH |
1,288.4 |
|
0.618 |
1,282.6 |
|
0.500 |
1,280.8 |
|
0.382 |
1,278.9 |
|
LOW |
1,273.1 |
|
0.618 |
1,263.6 |
|
1.000 |
1,257.8 |
|
1.618 |
1,248.3 |
|
2.618 |
1,233.0 |
|
4.250 |
1,208.1 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,280.8 |
1,287.2 |
| PP |
1,279.4 |
1,283.7 |
| S1 |
1,278.1 |
1,280.2 |
|