| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,577.00 |
2,582.50 |
5.50 |
0.2% |
2,581.25 |
| High |
2,584.75 |
2,601.50 |
16.75 |
0.6% |
2,590.25 |
| Low |
2,568.75 |
2,580.00 |
11.25 |
0.4% |
2,556.25 |
| Close |
2,583.00 |
2,597.50 |
14.50 |
0.6% |
2,577.00 |
| Range |
16.00 |
21.50 |
5.50 |
34.4% |
34.00 |
| ATR |
15.44 |
15.87 |
0.43 |
2.8% |
0.00 |
| Volume |
8,095 |
19,919 |
11,824 |
146.1% |
43,564 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,657.50 |
2,649.00 |
2,609.25 |
|
| R3 |
2,636.00 |
2,627.50 |
2,603.50 |
|
| R2 |
2,614.50 |
2,614.50 |
2,601.50 |
|
| R1 |
2,606.00 |
2,606.00 |
2,599.50 |
2,610.25 |
| PP |
2,593.00 |
2,593.00 |
2,593.00 |
2,595.00 |
| S1 |
2,584.50 |
2,584.50 |
2,595.50 |
2,588.75 |
| S2 |
2,571.50 |
2,571.50 |
2,593.50 |
|
| S3 |
2,550.00 |
2,563.00 |
2,591.50 |
|
| S4 |
2,528.50 |
2,541.50 |
2,585.75 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.50 |
2,660.75 |
2,595.75 |
|
| R3 |
2,642.50 |
2,626.75 |
2,586.25 |
|
| R2 |
2,608.50 |
2,608.50 |
2,583.25 |
|
| R1 |
2,592.75 |
2,592.75 |
2,580.00 |
2,583.50 |
| PP |
2,574.50 |
2,574.50 |
2,574.50 |
2,570.00 |
| S1 |
2,558.75 |
2,558.75 |
2,574.00 |
2,549.50 |
| S2 |
2,540.50 |
2,540.50 |
2,570.75 |
|
| S3 |
2,506.50 |
2,524.75 |
2,567.75 |
|
| S4 |
2,472.50 |
2,490.75 |
2,558.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,601.50 |
2,556.25 |
45.25 |
1.7% |
19.25 |
0.7% |
91% |
True |
False |
11,720 |
| 10 |
2,601.50 |
2,556.25 |
45.25 |
1.7% |
18.50 |
0.7% |
91% |
True |
False |
8,488 |
| 20 |
2,601.50 |
2,542.00 |
59.50 |
2.3% |
16.50 |
0.6% |
93% |
True |
False |
7,116 |
| 40 |
2,601.50 |
2,492.50 |
109.00 |
4.2% |
13.50 |
0.5% |
96% |
True |
False |
5,362 |
| 60 |
2,601.50 |
2,418.25 |
183.25 |
7.1% |
13.00 |
0.5% |
98% |
True |
False |
3,899 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,693.00 |
|
2.618 |
2,657.75 |
|
1.618 |
2,636.25 |
|
1.000 |
2,623.00 |
|
0.618 |
2,614.75 |
|
HIGH |
2,601.50 |
|
0.618 |
2,593.25 |
|
0.500 |
2,590.75 |
|
0.382 |
2,588.25 |
|
LOW |
2,580.00 |
|
0.618 |
2,566.75 |
|
1.000 |
2,558.50 |
|
1.618 |
2,545.25 |
|
2.618 |
2,523.75 |
|
4.250 |
2,488.50 |
|
|