Trading Metrics calculated at close of trading on 27-Nov-2017 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
Open |
3,558.0 |
3,557.0 |
-1.0 |
0.0% |
3,514.0 |
High |
3,584.0 |
3,580.0 |
-4.0 |
-0.1% |
3,584.0 |
Low |
3,553.0 |
3,547.0 |
-6.0 |
-0.2% |
3,513.0 |
Close |
3,566.0 |
3,549.0 |
-17.0 |
-0.5% |
3,566.0 |
Range |
31.0 |
33.0 |
2.0 |
6.5% |
71.0 |
ATR |
32.5 |
32.6 |
0.0 |
0.1% |
0.0 |
Volume |
226,503 |
3,936 |
-222,567 |
-98.3% |
610,047 |
|
Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,657.7 |
3,636.3 |
3,567.2 |
|
R3 |
3,624.7 |
3,603.3 |
3,558.1 |
|
R2 |
3,591.7 |
3,591.7 |
3,555.1 |
|
R1 |
3,570.3 |
3,570.3 |
3,552.0 |
3,564.5 |
PP |
3,558.7 |
3,558.7 |
3,558.7 |
3,555.8 |
S1 |
3,537.3 |
3,537.3 |
3,546.0 |
3,531.5 |
S2 |
3,525.7 |
3,525.7 |
3,543.0 |
|
S3 |
3,492.7 |
3,504.3 |
3,539.9 |
|
S4 |
3,459.7 |
3,471.3 |
3,530.9 |
|
|
Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,767.3 |
3,737.7 |
3,605.1 |
|
R3 |
3,696.3 |
3,666.7 |
3,585.5 |
|
R2 |
3,625.3 |
3,625.3 |
3,579.0 |
|
R1 |
3,595.7 |
3,595.7 |
3,572.5 |
3,610.5 |
PP |
3,554.3 |
3,554.3 |
3,554.3 |
3,561.8 |
S1 |
3,524.7 |
3,524.7 |
3,559.5 |
3,539.5 |
S2 |
3,483.3 |
3,483.3 |
3,553.0 |
|
S3 |
3,412.3 |
3,453.7 |
3,546.5 |
|
S4 |
3,341.3 |
3,382.7 |
3,527.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,584.0 |
3,530.0 |
54.0 |
1.5% |
35.4 |
1.0% |
35% |
False |
False |
122,710 |
10 |
3,584.0 |
3,505.0 |
79.0 |
2.2% |
33.2 |
0.9% |
56% |
False |
False |
61,616 |
20 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
32.2 |
0.9% |
24% |
False |
False |
32,659 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
27.9 |
0.8% |
24% |
False |
False |
18,250 |
60 |
3,689.0 |
3,375.0 |
314.0 |
8.8% |
25.2 |
0.7% |
55% |
False |
False |
12,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,720.3 |
2.618 |
3,666.4 |
1.618 |
3,633.4 |
1.000 |
3,613.0 |
0.618 |
3,600.4 |
HIGH |
3,580.0 |
0.618 |
3,567.4 |
0.500 |
3,563.5 |
0.382 |
3,559.6 |
LOW |
3,547.0 |
0.618 |
3,526.6 |
1.000 |
3,514.0 |
1.618 |
3,493.6 |
2.618 |
3,460.6 |
4.250 |
3,406.8 |
|
|
Fisher Pivots for day following 27-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,563.5 |
3,557.0 |
PP |
3,558.7 |
3,554.3 |
S1 |
3,553.8 |
3,551.7 |
|