| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,576.00 |
2,582.00 |
6.00 |
0.2% |
2,580.25 |
| High |
2,584.00 |
2,600.50 |
16.50 |
0.6% |
2,589.50 |
| Low |
2,567.75 |
2,579.25 |
11.50 |
0.4% |
2,555.50 |
| Close |
2,582.00 |
2,596.25 |
14.25 |
0.6% |
2,576.25 |
| Range |
16.25 |
21.25 |
5.00 |
30.8% |
34.00 |
| ATR |
15.78 |
16.17 |
0.39 |
2.5% |
0.00 |
| Volume |
1,000,520 |
1,153,787 |
153,267 |
15.3% |
7,268,826 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,655.75 |
2,647.25 |
2,608.00 |
|
| R3 |
2,634.50 |
2,626.00 |
2,602.00 |
|
| R2 |
2,613.25 |
2,613.25 |
2,600.25 |
|
| R1 |
2,604.75 |
2,604.75 |
2,598.25 |
2,609.00 |
| PP |
2,592.00 |
2,592.00 |
2,592.00 |
2,594.00 |
| S1 |
2,583.50 |
2,583.50 |
2,594.25 |
2,587.75 |
| S2 |
2,570.75 |
2,570.75 |
2,592.25 |
|
| S3 |
2,549.50 |
2,562.25 |
2,590.50 |
|
| S4 |
2,528.25 |
2,541.00 |
2,584.50 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,675.75 |
2,660.00 |
2,595.00 |
|
| R3 |
2,641.75 |
2,626.00 |
2,585.50 |
|
| R2 |
2,607.75 |
2,607.75 |
2,582.50 |
|
| R1 |
2,592.00 |
2,592.00 |
2,579.25 |
2,583.00 |
| PP |
2,573.75 |
2,573.75 |
2,573.75 |
2,569.25 |
| S1 |
2,558.00 |
2,558.00 |
2,573.25 |
2,549.00 |
| S2 |
2,539.75 |
2,539.75 |
2,570.00 |
|
| S3 |
2,505.75 |
2,524.00 |
2,567.00 |
|
| S4 |
2,471.75 |
2,490.00 |
2,557.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,600.50 |
2,555.50 |
45.00 |
1.7% |
19.50 |
0.8% |
91% |
True |
False |
1,357,615 |
| 10 |
2,600.50 |
2,555.50 |
45.00 |
1.7% |
19.00 |
0.7% |
91% |
True |
False |
1,389,256 |
| 20 |
2,600.50 |
2,541.50 |
59.00 |
2.3% |
17.00 |
0.7% |
93% |
True |
False |
1,341,298 |
| 40 |
2,600.50 |
2,493.00 |
107.50 |
4.1% |
13.75 |
0.5% |
96% |
True |
False |
1,197,074 |
| 60 |
2,600.50 |
2,419.25 |
181.25 |
7.0% |
13.50 |
0.5% |
98% |
True |
False |
1,106,186 |
| 80 |
2,600.50 |
2,414.00 |
186.50 |
7.2% |
14.75 |
0.6% |
98% |
True |
False |
831,970 |
| 100 |
2,600.50 |
2,403.50 |
197.00 |
7.6% |
14.50 |
0.6% |
98% |
True |
False |
666,039 |
| 120 |
2,600.50 |
2,400.75 |
199.75 |
7.7% |
14.75 |
0.6% |
98% |
True |
False |
555,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,690.75 |
|
2.618 |
2,656.25 |
|
1.618 |
2,635.00 |
|
1.000 |
2,621.75 |
|
0.618 |
2,613.75 |
|
HIGH |
2,600.50 |
|
0.618 |
2,592.50 |
|
0.500 |
2,590.00 |
|
0.382 |
2,587.25 |
|
LOW |
2,579.25 |
|
0.618 |
2,566.00 |
|
1.000 |
2,558.00 |
|
1.618 |
2,544.75 |
|
2.618 |
2,523.50 |
|
4.250 |
2,489.00 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,594.00 |
2,592.25 |
| PP |
2,592.00 |
2,588.25 |
| S1 |
2,590.00 |
2,584.00 |
|