| Trading Metrics calculated at close of trading on 28-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2017 |
28-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,601.00 |
2,602.25 |
1.25 |
0.0% |
2,576.00 |
| High |
2,605.50 |
2,627.00 |
21.50 |
0.8% |
2,603.00 |
| Low |
2,596.50 |
2,597.50 |
1.00 |
0.0% |
2,567.75 |
| Close |
2,601.75 |
2,626.00 |
24.25 |
0.9% |
2,601.00 |
| Range |
9.00 |
29.50 |
20.50 |
227.8% |
35.25 |
| ATR |
14.93 |
15.97 |
1.04 |
7.0% |
0.00 |
| Volume |
960,112 |
1,558,414 |
598,302 |
62.3% |
3,476,315 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,705.25 |
2,695.25 |
2,642.25 |
|
| R3 |
2,675.75 |
2,665.75 |
2,634.00 |
|
| R2 |
2,646.25 |
2,646.25 |
2,631.50 |
|
| R1 |
2,636.25 |
2,636.25 |
2,628.75 |
2,641.25 |
| PP |
2,616.75 |
2,616.75 |
2,616.75 |
2,619.50 |
| S1 |
2,606.75 |
2,606.75 |
2,623.25 |
2,611.75 |
| S2 |
2,587.25 |
2,587.25 |
2,620.50 |
|
| S3 |
2,557.75 |
2,577.25 |
2,618.00 |
|
| S4 |
2,528.25 |
2,547.75 |
2,609.75 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,696.25 |
2,684.00 |
2,620.50 |
|
| R3 |
2,661.00 |
2,648.75 |
2,610.75 |
|
| R2 |
2,625.75 |
2,625.75 |
2,607.50 |
|
| R1 |
2,613.50 |
2,613.50 |
2,604.25 |
2,619.50 |
| PP |
2,590.50 |
2,590.50 |
2,590.50 |
2,593.75 |
| S1 |
2,578.25 |
2,578.25 |
2,597.75 |
2,584.50 |
| S2 |
2,555.25 |
2,555.25 |
2,594.50 |
|
| S3 |
2,520.00 |
2,543.00 |
2,591.25 |
|
| S4 |
2,484.75 |
2,507.75 |
2,581.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,627.00 |
2,579.25 |
47.75 |
1.8% |
16.00 |
0.6% |
98% |
True |
False |
998,864 |
| 10 |
2,627.00 |
2,555.50 |
71.50 |
2.7% |
17.50 |
0.7% |
99% |
True |
False |
1,221,149 |
| 20 |
2,627.00 |
2,555.50 |
71.50 |
2.7% |
16.25 |
0.6% |
99% |
True |
False |
1,218,822 |
| 40 |
2,627.00 |
2,525.50 |
101.50 |
3.9% |
14.00 |
0.5% |
99% |
True |
False |
1,163,294 |
| 60 |
2,627.00 |
2,443.75 |
183.25 |
7.0% |
13.50 |
0.5% |
99% |
True |
False |
1,168,368 |
| 80 |
2,627.00 |
2,414.00 |
213.00 |
8.1% |
14.75 |
0.6% |
100% |
True |
False |
879,776 |
| 100 |
2,627.00 |
2,408.50 |
218.50 |
8.3% |
14.25 |
0.5% |
100% |
True |
False |
704,345 |
| 120 |
2,627.00 |
2,400.75 |
226.25 |
8.6% |
15.00 |
0.6% |
100% |
True |
False |
587,265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,752.50 |
|
2.618 |
2,704.25 |
|
1.618 |
2,674.75 |
|
1.000 |
2,656.50 |
|
0.618 |
2,645.25 |
|
HIGH |
2,627.00 |
|
0.618 |
2,615.75 |
|
0.500 |
2,612.25 |
|
0.382 |
2,608.75 |
|
LOW |
2,597.50 |
|
0.618 |
2,579.25 |
|
1.000 |
2,568.00 |
|
1.618 |
2,549.75 |
|
2.618 |
2,520.25 |
|
4.250 |
2,472.00 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,621.50 |
2,620.00 |
| PP |
2,616.75 |
2,614.25 |
| S1 |
2,612.25 |
2,608.25 |
|