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 |
3,554.0 |
3,588.0 |
34.0 |
1.0% |
3,514.0 |
High |
3,587.0 |
3,604.0 |
17.0 |
0.5% |
3,584.0 |
Low |
3,542.0 |
3,569.0 |
27.0 |
0.8% |
3,513.0 |
Close |
3,569.0 |
3,574.0 |
5.0 |
0.1% |
3,566.0 |
Range |
45.0 |
35.0 |
-10.0 |
-22.2% |
71.0 |
ATR |
33.4 |
33.6 |
0.1 |
0.3% |
0.0 |
Volume |
16,279 |
37,333 |
21,054 |
129.3% |
610,047 |
|
Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,687.3 |
3,665.7 |
3,593.3 |
|
R3 |
3,652.3 |
3,630.7 |
3,583.6 |
|
R2 |
3,617.3 |
3,617.3 |
3,580.4 |
|
R1 |
3,595.7 |
3,595.7 |
3,577.2 |
3,589.0 |
PP |
3,582.3 |
3,582.3 |
3,582.3 |
3,579.0 |
S1 |
3,560.7 |
3,560.7 |
3,570.8 |
3,554.0 |
S2 |
3,547.3 |
3,547.3 |
3,567.6 |
|
S3 |
3,512.3 |
3,525.7 |
3,564.4 |
|
S4 |
3,477.3 |
3,490.7 |
3,554.8 |
|
|
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 |
3,604.0 |
3,530.0 |
74.0 |
2.1% |
35.6 |
1.0% |
59% |
True |
False |
128,523 |
10 |
3,604.0 |
3,513.0 |
91.0 |
2.5% |
34.4 |
1.0% |
67% |
True |
False |
66,863 |
20 |
3,680.0 |
3,505.0 |
175.0 |
4.9% |
34.3 |
1.0% |
39% |
False |
False |
35,286 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.1% |
29.0 |
0.8% |
38% |
False |
False |
19,201 |
60 |
3,689.0 |
3,416.0 |
273.0 |
7.6% |
25.0 |
0.7% |
58% |
False |
False |
13,685 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,752.8 |
2.618 |
3,695.6 |
1.618 |
3,660.6 |
1.000 |
3,639.0 |
0.618 |
3,625.6 |
HIGH |
3,604.0 |
0.618 |
3,590.6 |
0.500 |
3,586.5 |
0.382 |
3,582.4 |
LOW |
3,569.0 |
0.618 |
3,547.4 |
1.000 |
3,534.0 |
1.618 |
3,512.4 |
2.618 |
3,477.4 |
4.250 |
3,420.3 |
|
|
Fisher Pivots for day following 29-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,586.5 |
3,573.7 |
PP |
3,582.3 |
3,573.3 |
S1 |
3,578.2 |
3,573.0 |
|