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 |
3,588.0 |
3,578.0 |
-10.0 |
-0.3% |
3,514.0 |
High |
3,604.0 |
3,599.0 |
-5.0 |
-0.1% |
3,584.0 |
Low |
3,569.0 |
3,555.0 |
-14.0 |
-0.4% |
3,513.0 |
Close |
3,574.0 |
3,560.0 |
-14.0 |
-0.4% |
3,566.0 |
Range |
35.0 |
44.0 |
9.0 |
25.7% |
71.0 |
ATR |
33.6 |
34.3 |
0.7 |
2.2% |
0.0 |
Volume |
37,333 |
19,060 |
-18,273 |
-48.9% |
610,047 |
|
Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,703.3 |
3,675.7 |
3,584.2 |
|
R3 |
3,659.3 |
3,631.7 |
3,572.1 |
|
R2 |
3,615.3 |
3,615.3 |
3,568.1 |
|
R1 |
3,587.7 |
3,587.7 |
3,564.0 |
3,579.5 |
PP |
3,571.3 |
3,571.3 |
3,571.3 |
3,567.3 |
S1 |
3,543.7 |
3,543.7 |
3,556.0 |
3,535.5 |
S2 |
3,527.3 |
3,527.3 |
3,551.9 |
|
S3 |
3,483.3 |
3,499.7 |
3,547.9 |
|
S4 |
3,439.3 |
3,455.7 |
3,535.8 |
|
|
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 |
3,542.0 |
62.0 |
1.7% |
37.6 |
1.1% |
29% |
False |
False |
60,622 |
10 |
3,604.0 |
3,513.0 |
91.0 |
2.6% |
36.7 |
1.0% |
52% |
False |
False |
68,725 |
20 |
3,680.0 |
3,505.0 |
175.0 |
4.9% |
35.3 |
1.0% |
31% |
False |
False |
36,225 |
40 |
3,689.0 |
3,505.0 |
184.0 |
5.2% |
29.4 |
0.8% |
30% |
False |
False |
19,676 |
60 |
3,689.0 |
3,416.0 |
273.0 |
7.7% |
25.4 |
0.7% |
53% |
False |
False |
14,002 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,786.0 |
2.618 |
3,714.2 |
1.618 |
3,670.2 |
1.000 |
3,643.0 |
0.618 |
3,626.2 |
HIGH |
3,599.0 |
0.618 |
3,582.2 |
0.500 |
3,577.0 |
0.382 |
3,571.8 |
LOW |
3,555.0 |
0.618 |
3,527.8 |
1.000 |
3,511.0 |
1.618 |
3,483.8 |
2.618 |
3,439.8 |
4.250 |
3,368.0 |
|
|
Fisher Pivots for day following 30-Nov-2017 |
Pivot |
1 day |
3 day |
R1 |
3,577.0 |
3,573.0 |
PP |
3,571.3 |
3,568.7 |
S1 |
3,565.7 |
3,564.3 |
|