| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,595.25 |
2,602.00 |
6.75 |
0.3% |
2,577.00 |
| High |
2,604.00 |
2,606.50 |
2.50 |
0.1% |
2,604.00 |
| Low |
2,590.75 |
2,597.75 |
7.00 |
0.3% |
2,568.75 |
| Close |
2,602.00 |
2,603.25 |
1.25 |
0.0% |
2,602.00 |
| Range |
13.25 |
8.75 |
-4.50 |
-34.0% |
35.25 |
| ATR |
15.11 |
14.66 |
-0.45 |
-3.0% |
0.00 |
| Volume |
3,916 |
26,601 |
22,685 |
579.3% |
43,017 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,628.75 |
2,624.75 |
2,608.00 |
|
| R3 |
2,620.00 |
2,616.00 |
2,605.75 |
|
| R2 |
2,611.25 |
2,611.25 |
2,604.75 |
|
| R1 |
2,607.25 |
2,607.25 |
2,604.00 |
2,609.25 |
| PP |
2,602.50 |
2,602.50 |
2,602.50 |
2,603.50 |
| S1 |
2,598.50 |
2,598.50 |
2,602.50 |
2,600.50 |
| S2 |
2,593.75 |
2,593.75 |
2,601.75 |
|
| S3 |
2,585.00 |
2,589.75 |
2,600.75 |
|
| S4 |
2,576.25 |
2,581.00 |
2,598.50 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,697.25 |
2,685.00 |
2,621.50 |
|
| R3 |
2,662.00 |
2,649.75 |
2,611.75 |
|
| R2 |
2,626.75 |
2,626.75 |
2,608.50 |
|
| R1 |
2,614.50 |
2,614.50 |
2,605.25 |
2,620.50 |
| PP |
2,591.50 |
2,591.50 |
2,591.50 |
2,594.75 |
| S1 |
2,579.25 |
2,579.25 |
2,598.75 |
2,585.50 |
| S2 |
2,556.25 |
2,556.25 |
2,595.50 |
|
| S3 |
2,521.00 |
2,544.00 |
2,592.25 |
|
| S4 |
2,485.75 |
2,508.75 |
2,582.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,606.50 |
2,568.75 |
37.75 |
1.5% |
13.25 |
0.5% |
91% |
True |
False |
13,923 |
| 10 |
2,606.50 |
2,556.25 |
50.25 |
1.9% |
15.75 |
0.6% |
94% |
True |
False |
11,318 |
| 20 |
2,606.50 |
2,556.25 |
50.25 |
1.9% |
15.25 |
0.6% |
94% |
True |
False |
8,084 |
| 40 |
2,606.50 |
2,517.00 |
89.50 |
3.4% |
13.25 |
0.5% |
96% |
True |
False |
6,221 |
| 60 |
2,606.50 |
2,443.00 |
163.50 |
6.3% |
12.50 |
0.5% |
98% |
True |
False |
4,492 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,643.75 |
|
2.618 |
2,629.50 |
|
1.618 |
2,620.75 |
|
1.000 |
2,615.25 |
|
0.618 |
2,612.00 |
|
HIGH |
2,606.50 |
|
0.618 |
2,603.25 |
|
0.500 |
2,602.00 |
|
0.382 |
2,601.00 |
|
LOW |
2,597.75 |
|
0.618 |
2,592.25 |
|
1.000 |
2,589.00 |
|
1.618 |
2,583.50 |
|
2.618 |
2,574.75 |
|
4.250 |
2,560.50 |
|
|