| 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 |
2,603.25 |
2,626.75 |
23.50 |
0.9% |
2,577.00 |
| High |
2,628.75 |
2,636.00 |
7.25 |
0.3% |
2,604.00 |
| Low |
2,599.00 |
2,621.75 |
22.75 |
0.9% |
2,568.75 |
| Close |
2,627.50 |
2,627.00 |
-0.50 |
0.0% |
2,602.00 |
| Range |
29.75 |
14.25 |
-15.50 |
-52.1% |
35.25 |
| ATR |
15.73 |
15.63 |
-0.11 |
-0.7% |
0.00 |
| Volume |
32,446 |
40,890 |
8,444 |
26.0% |
43,017 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,671.00 |
2,663.25 |
2,634.75 |
|
| R3 |
2,656.75 |
2,649.00 |
2,631.00 |
|
| R2 |
2,642.50 |
2,642.50 |
2,629.50 |
|
| R1 |
2,634.75 |
2,634.75 |
2,628.25 |
2,638.50 |
| PP |
2,628.25 |
2,628.25 |
2,628.25 |
2,630.25 |
| S1 |
2,620.50 |
2,620.50 |
2,625.75 |
2,624.50 |
| S2 |
2,614.00 |
2,614.00 |
2,624.50 |
|
| S3 |
2,599.75 |
2,606.25 |
2,623.00 |
|
| S4 |
2,585.50 |
2,592.00 |
2,619.25 |
|
|
| 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 |
2,636.00 |
2,590.75 |
45.25 |
1.7% |
14.75 |
0.6% |
80% |
True |
False |
22,988 |
| 10 |
2,636.00 |
2,556.25 |
79.75 |
3.0% |
17.00 |
0.6% |
89% |
True |
False |
17,354 |
| 20 |
2,636.00 |
2,556.25 |
79.75 |
3.0% |
16.50 |
0.6% |
89% |
True |
False |
11,318 |
| 40 |
2,636.00 |
2,529.00 |
107.00 |
4.1% |
14.00 |
0.5% |
92% |
True |
False |
7,916 |
| 60 |
2,636.00 |
2,454.00 |
182.00 |
6.9% |
12.75 |
0.5% |
95% |
True |
False |
5,708 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,696.50 |
|
2.618 |
2,673.25 |
|
1.618 |
2,659.00 |
|
1.000 |
2,650.25 |
|
0.618 |
2,644.75 |
|
HIGH |
2,636.00 |
|
0.618 |
2,630.50 |
|
0.500 |
2,629.00 |
|
0.382 |
2,627.25 |
|
LOW |
2,621.75 |
|
0.618 |
2,613.00 |
|
1.000 |
2,607.50 |
|
1.618 |
2,598.75 |
|
2.618 |
2,584.50 |
|
4.250 |
2,561.25 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,629.00 |
2,623.50 |
| PP |
2,628.25 |
2,620.25 |
| S1 |
2,627.50 |
2,617.00 |
|