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 |
3,557.0 |
3,554.0 |
-3.0 |
-0.1% |
3,514.0 |
High |
3,580.0 |
3,587.0 |
7.0 |
0.2% |
3,584.0 |
Low |
3,547.0 |
3,542.0 |
-5.0 |
-0.1% |
3,513.0 |
Close |
3,549.0 |
3,569.0 |
20.0 |
0.6% |
3,566.0 |
Range |
33.0 |
45.0 |
12.0 |
36.4% |
71.0 |
ATR |
32.6 |
33.4 |
0.9 |
2.7% |
0.0 |
Volume |
3,936 |
16,279 |
12,343 |
313.6% |
610,047 |
|
Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,701.0 |
3,680.0 |
3,593.8 |
|
R3 |
3,656.0 |
3,635.0 |
3,581.4 |
|
R2 |
3,611.0 |
3,611.0 |
3,577.3 |
|
R1 |
3,590.0 |
3,590.0 |
3,573.1 |
3,600.5 |
PP |
3,566.0 |
3,566.0 |
3,566.0 |
3,571.3 |
S1 |
3,545.0 |
3,545.0 |
3,564.9 |
3,555.5 |
S2 |
3,521.0 |
3,521.0 |
3,560.8 |
|
S3 |
3,476.0 |
3,500.0 |
3,556.6 |
|
S4 |
3,431.0 |
3,455.0 |
3,544.3 |
|
|
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 |
3,587.0 |
3,530.0 |
57.0 |
1.6% |
36.2 |
1.0% |
68% |
True |
False |
123,019 |
10 |
3,587.0 |
3,505.0 |
82.0 |
2.3% |
33.9 |
0.9% |
78% |
True |
False |
63,176 |
20 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
33.4 |
0.9% |
35% |
False |
False |
33,468 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
28.8 |
0.8% |
35% |
False |
False |
18,581 |
60 |
3,689.0 |
3,375.0 |
314.0 |
8.8% |
25.3 |
0.7% |
62% |
False |
False |
13,062 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,778.3 |
2.618 |
3,704.8 |
1.618 |
3,659.8 |
1.000 |
3,632.0 |
0.618 |
3,614.8 |
HIGH |
3,587.0 |
0.618 |
3,569.8 |
0.500 |
3,564.5 |
0.382 |
3,559.2 |
LOW |
3,542.0 |
0.618 |
3,514.2 |
1.000 |
3,497.0 |
1.618 |
3,469.2 |
2.618 |
3,424.2 |
4.250 |
3,350.8 |
|
|
Fisher Pivots for day following 28-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,567.5 |
3,567.5 |
PP |
3,566.0 |
3,566.0 |
S1 |
3,564.5 |
3,564.5 |
|