| 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 |
22,675 |
22,490 |
-185 |
-0.8% |
22,250 |
| High |
22,710 |
22,650 |
-60 |
-0.3% |
22,700 |
| Low |
22,425 |
22,375 |
-50 |
-0.2% |
22,185 |
| Close |
22,480 |
22,635 |
155 |
0.7% |
22,655 |
| Range |
285 |
275 |
-10 |
-3.5% |
515 |
| ATR |
354 |
348 |
-6 |
-1.6% |
0 |
| Volume |
13,268 |
13,515 |
247 |
1.9% |
58,954 |
|
| Daily Pivots for day following 28-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,378 |
23,282 |
22,786 |
|
| R3 |
23,103 |
23,007 |
22,711 |
|
| R2 |
22,828 |
22,828 |
22,686 |
|
| R1 |
22,732 |
22,732 |
22,660 |
22,780 |
| PP |
22,553 |
22,553 |
22,553 |
22,578 |
| S1 |
22,457 |
22,457 |
22,610 |
22,505 |
| S2 |
22,278 |
22,278 |
22,585 |
|
| S3 |
22,003 |
22,182 |
22,560 |
|
| S4 |
21,728 |
21,907 |
22,484 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,058 |
23,872 |
22,938 |
|
| R3 |
23,543 |
23,357 |
22,797 |
|
| R2 |
23,028 |
23,028 |
22,750 |
|
| R1 |
22,842 |
22,842 |
22,702 |
22,935 |
| PP |
22,513 |
22,513 |
22,513 |
22,560 |
| S1 |
22,327 |
22,327 |
22,608 |
22,420 |
| S2 |
21,998 |
21,998 |
22,561 |
|
| S3 |
21,483 |
21,812 |
22,514 |
|
| S4 |
20,968 |
21,297 |
22,372 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
22,710 |
22,325 |
385 |
1.7% |
303 |
1.3% |
81% |
False |
False |
13,844 |
| 10 |
22,780 |
21,845 |
935 |
4.1% |
375 |
1.7% |
84% |
False |
False |
19,172 |
| 20 |
23,445 |
21,845 |
1,600 |
7.1% |
396 |
1.8% |
49% |
False |
False |
19,920 |
| 40 |
23,445 |
20,475 |
2,970 |
13.1% |
302 |
1.3% |
73% |
False |
False |
15,470 |
| 60 |
23,445 |
19,140 |
4,305 |
19.0% |
264 |
1.2% |
81% |
False |
False |
13,779 |
| 80 |
23,445 |
18,980 |
4,465 |
19.7% |
247 |
1.1% |
82% |
False |
False |
10,428 |
| 100 |
23,445 |
18,980 |
4,465 |
19.7% |
210 |
0.9% |
82% |
False |
False |
8,342 |
| 120 |
23,445 |
18,980 |
4,465 |
19.7% |
190 |
0.8% |
82% |
False |
False |
6,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,819 |
|
2.618 |
23,370 |
|
1.618 |
23,095 |
|
1.000 |
22,925 |
|
0.618 |
22,820 |
|
HIGH |
22,650 |
|
0.618 |
22,545 |
|
0.500 |
22,513 |
|
0.382 |
22,480 |
|
LOW |
22,375 |
|
0.618 |
22,205 |
|
1.000 |
22,100 |
|
1.618 |
21,930 |
|
2.618 |
21,655 |
|
4.250 |
21,206 |
|
|
| Fisher Pivots for day following 28-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,594 |
22,596 |
| PP |
22,553 |
22,557 |
| S1 |
22,513 |
22,518 |
|