| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2017 |
01-Dec-2017 |
Change |
Change % |
Previous Week |
| Open |
2,626.25 |
2,643.50 |
17.25 |
0.7% |
2,602.00 |
| High |
2,660.75 |
2,652.75 |
-8.00 |
-0.3% |
2,660.75 |
| Low |
2,623.75 |
2,606.25 |
-17.50 |
-0.7% |
2,597.75 |
| Close |
2,650.00 |
2,646.00 |
-4.00 |
-0.2% |
2,646.00 |
| Range |
37.00 |
46.50 |
9.50 |
25.7% |
63.00 |
| ATR |
17.16 |
19.25 |
2.10 |
12.2% |
0.00 |
| Volume |
86,596 |
88,302 |
1,706 |
2.0% |
274,835 |
|
| Daily Pivots for day following 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,774.50 |
2,756.75 |
2,671.50 |
|
| R3 |
2,728.00 |
2,710.25 |
2,658.75 |
|
| R2 |
2,681.50 |
2,681.50 |
2,654.50 |
|
| R1 |
2,663.75 |
2,663.75 |
2,650.25 |
2,672.50 |
| PP |
2,635.00 |
2,635.00 |
2,635.00 |
2,639.50 |
| S1 |
2,617.25 |
2,617.25 |
2,641.75 |
2,626.00 |
| S2 |
2,588.50 |
2,588.50 |
2,637.50 |
|
| S3 |
2,542.00 |
2,570.75 |
2,633.25 |
|
| S4 |
2,495.50 |
2,524.25 |
2,620.50 |
|
|
| Weekly Pivots for week ending 01-Dec-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.75 |
2,798.00 |
2,680.75 |
|
| R3 |
2,760.75 |
2,735.00 |
2,663.25 |
|
| R2 |
2,697.75 |
2,697.75 |
2,657.50 |
|
| R1 |
2,672.00 |
2,672.00 |
2,651.75 |
2,685.00 |
| PP |
2,634.75 |
2,634.75 |
2,634.75 |
2,641.25 |
| S1 |
2,609.00 |
2,609.00 |
2,640.25 |
2,622.00 |
| S2 |
2,571.75 |
2,571.75 |
2,634.50 |
|
| S3 |
2,508.75 |
2,546.00 |
2,628.75 |
|
| S4 |
2,445.75 |
2,483.00 |
2,611.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,660.75 |
2,597.75 |
63.00 |
2.4% |
27.25 |
1.0% |
77% |
False |
False |
54,967 |
| 10 |
2,660.75 |
2,568.75 |
92.00 |
3.5% |
20.50 |
0.8% |
84% |
False |
False |
32,246 |
| 20 |
2,660.75 |
2,556.25 |
104.50 |
3.9% |
19.00 |
0.7% |
86% |
False |
False |
19,492 |
| 40 |
2,660.75 |
2,539.75 |
121.00 |
4.6% |
15.25 |
0.6% |
88% |
False |
False |
12,168 |
| 60 |
2,660.75 |
2,454.50 |
206.25 |
7.8% |
13.75 |
0.5% |
93% |
False |
False |
8,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,850.50 |
|
2.618 |
2,774.50 |
|
1.618 |
2,728.00 |
|
1.000 |
2,699.25 |
|
0.618 |
2,681.50 |
|
HIGH |
2,652.75 |
|
0.618 |
2,635.00 |
|
0.500 |
2,629.50 |
|
0.382 |
2,624.00 |
|
LOW |
2,606.25 |
|
0.618 |
2,577.50 |
|
1.000 |
2,559.75 |
|
1.618 |
2,531.00 |
|
2.618 |
2,484.50 |
|
4.250 |
2,408.50 |
|
|