| 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 |
2,602.25 |
2,625.50 |
23.25 |
0.9% |
2,576.00 |
| High |
2,627.00 |
2,634.25 |
7.25 |
0.3% |
2,603.00 |
| Low |
2,597.50 |
2,619.75 |
22.25 |
0.9% |
2,567.75 |
| Close |
2,626.00 |
2,625.00 |
-1.00 |
0.0% |
2,601.00 |
| Range |
29.50 |
14.50 |
-15.00 |
-50.8% |
35.25 |
| ATR |
15.97 |
15.87 |
-0.11 |
-0.7% |
0.00 |
| Volume |
1,558,414 |
1,661,775 |
103,361 |
6.6% |
3,476,315 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.75 |
2,662.00 |
2,633.00 |
|
| R3 |
2,655.25 |
2,647.50 |
2,629.00 |
|
| R2 |
2,640.75 |
2,640.75 |
2,627.75 |
|
| R1 |
2,633.00 |
2,633.00 |
2,626.25 |
2,629.50 |
| PP |
2,626.25 |
2,626.25 |
2,626.25 |
2,624.75 |
| S1 |
2,618.50 |
2,618.50 |
2,623.75 |
2,615.00 |
| S2 |
2,611.75 |
2,611.75 |
2,622.25 |
|
| S3 |
2,597.25 |
2,604.00 |
2,621.00 |
|
| S4 |
2,582.75 |
2,589.50 |
2,617.00 |
|
|
| 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 |
2,634.25 |
2,589.50 |
44.75 |
1.7% |
14.75 |
0.6% |
79% |
True |
False |
1,100,461 |
| 10 |
2,634.25 |
2,555.50 |
78.75 |
3.0% |
17.00 |
0.7% |
88% |
True |
False |
1,229,038 |
| 20 |
2,634.25 |
2,555.50 |
78.75 |
3.0% |
16.75 |
0.6% |
88% |
True |
False |
1,249,347 |
| 40 |
2,634.25 |
2,529.00 |
105.25 |
4.0% |
14.25 |
0.5% |
91% |
True |
False |
1,183,609 |
| 60 |
2,634.25 |
2,454.75 |
179.50 |
6.8% |
13.25 |
0.5% |
95% |
True |
False |
1,194,718 |
| 80 |
2,634.25 |
2,414.00 |
220.25 |
8.4% |
15.00 |
0.6% |
96% |
True |
False |
900,509 |
| 100 |
2,634.25 |
2,408.50 |
225.75 |
8.6% |
14.50 |
0.5% |
96% |
True |
False |
720,948 |
| 120 |
2,634.25 |
2,400.75 |
233.50 |
8.9% |
14.75 |
0.6% |
96% |
True |
False |
601,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,696.00 |
|
2.618 |
2,672.25 |
|
1.618 |
2,657.75 |
|
1.000 |
2,648.75 |
|
0.618 |
2,643.25 |
|
HIGH |
2,634.25 |
|
0.618 |
2,628.75 |
|
0.500 |
2,627.00 |
|
0.382 |
2,625.25 |
|
LOW |
2,619.75 |
|
0.618 |
2,610.75 |
|
1.000 |
2,605.25 |
|
1.618 |
2,596.25 |
|
2.618 |
2,581.75 |
|
4.250 |
2,558.00 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
2,627.00 |
2,621.75 |
| PP |
2,626.25 |
2,618.50 |
| S1 |
2,625.75 |
2,615.50 |
|