| 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 |
22,490 |
22,600 |
110 |
0.5% |
22,250 |
| High |
22,650 |
22,805 |
155 |
0.7% |
22,700 |
| Low |
22,375 |
22,525 |
150 |
0.7% |
22,185 |
| Close |
22,635 |
22,655 |
20 |
0.1% |
22,655 |
| Range |
275 |
280 |
5 |
1.8% |
515 |
| ATR |
348 |
343 |
-5 |
-1.4% |
0 |
| Volume |
13,515 |
16,951 |
3,436 |
25.4% |
58,954 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,502 |
23,358 |
22,809 |
|
| R3 |
23,222 |
23,078 |
22,732 |
|
| R2 |
22,942 |
22,942 |
22,706 |
|
| R1 |
22,798 |
22,798 |
22,681 |
22,870 |
| PP |
22,662 |
22,662 |
22,662 |
22,698 |
| S1 |
22,518 |
22,518 |
22,629 |
22,590 |
| S2 |
22,382 |
22,382 |
22,604 |
|
| S3 |
22,102 |
22,238 |
22,578 |
|
| S4 |
21,822 |
21,958 |
22,501 |
|
|
| 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 |
22,805 |
22,325 |
480 |
2.1% |
307 |
1.4% |
69% |
True |
False |
14,702 |
| 10 |
22,805 |
21,845 |
960 |
4.2% |
375 |
1.7% |
84% |
True |
False |
18,877 |
| 20 |
23,445 |
21,845 |
1,600 |
7.1% |
391 |
1.7% |
51% |
False |
False |
20,081 |
| 40 |
23,445 |
20,605 |
2,840 |
12.5% |
303 |
1.3% |
72% |
False |
False |
15,693 |
| 60 |
23,445 |
19,140 |
4,305 |
19.0% |
263 |
1.2% |
82% |
False |
False |
13,597 |
| 80 |
23,445 |
18,980 |
4,465 |
19.7% |
249 |
1.1% |
82% |
False |
False |
10,640 |
| 100 |
23,445 |
18,980 |
4,465 |
19.7% |
212 |
0.9% |
82% |
False |
False |
8,512 |
| 120 |
23,445 |
18,980 |
4,465 |
19.7% |
191 |
0.8% |
82% |
False |
False |
7,093 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
23,995 |
|
2.618 |
23,538 |
|
1.618 |
23,258 |
|
1.000 |
23,085 |
|
0.618 |
22,978 |
|
HIGH |
22,805 |
|
0.618 |
22,698 |
|
0.500 |
22,665 |
|
0.382 |
22,632 |
|
LOW |
22,525 |
|
0.618 |
22,352 |
|
1.000 |
22,245 |
|
1.618 |
22,072 |
|
2.618 |
21,792 |
|
4.250 |
21,335 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
22,665 |
22,633 |
| PP |
22,662 |
22,612 |
| S1 |
22,658 |
22,590 |
|