| Trading Metrics calculated at close of trading on 13-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2017 |
13-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,312.75 |
6,312.50 |
-0.25 |
0.0% |
6,285.25 |
| High |
6,321.00 |
6,325.00 |
4.00 |
0.1% |
6,351.50 |
| Low |
6,281.00 |
6,281.00 |
0.00 |
0.0% |
6,244.75 |
| Close |
6,309.25 |
6,312.00 |
2.75 |
0.0% |
6,309.25 |
| Range |
40.00 |
44.00 |
4.00 |
10.0% |
106.75 |
| ATR |
56.16 |
55.29 |
-0.87 |
-1.5% |
0.00 |
| Volume |
266,728 |
229,366 |
-37,362 |
-14.0% |
1,537,792 |
|
| Daily Pivots for day following 13-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,438.00 |
6,419.00 |
6,336.25 |
|
| R3 |
6,394.00 |
6,375.00 |
6,324.00 |
|
| R2 |
6,350.00 |
6,350.00 |
6,320.00 |
|
| R1 |
6,331.00 |
6,331.00 |
6,316.00 |
6,318.50 |
| PP |
6,306.00 |
6,306.00 |
6,306.00 |
6,299.75 |
| S1 |
6,287.00 |
6,287.00 |
6,308.00 |
6,274.50 |
| S2 |
6,262.00 |
6,262.00 |
6,304.00 |
|
| S3 |
6,218.00 |
6,243.00 |
6,300.00 |
|
| S4 |
6,174.00 |
6,199.00 |
6,287.75 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,622.00 |
6,572.50 |
6,368.00 |
|
| R3 |
6,515.25 |
6,465.75 |
6,338.50 |
|
| R2 |
6,408.50 |
6,408.50 |
6,328.75 |
|
| R1 |
6,359.00 |
6,359.00 |
6,319.00 |
6,383.75 |
| PP |
6,301.75 |
6,301.75 |
6,301.75 |
6,314.25 |
| S1 |
6,252.25 |
6,252.25 |
6,299.50 |
6,277.00 |
| S2 |
6,195.00 |
6,195.00 |
6,289.75 |
|
| S3 |
6,088.25 |
6,145.50 |
6,280.00 |
|
| S4 |
5,981.50 |
6,038.75 |
6,250.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,351.50 |
6,244.75 |
106.75 |
1.7% |
54.00 |
0.9% |
63% |
False |
False |
309,753 |
| 10 |
6,351.50 |
6,192.50 |
159.00 |
2.5% |
55.00 |
0.9% |
75% |
False |
False |
301,057 |
| 20 |
6,351.50 |
6,011.00 |
340.50 |
5.4% |
57.25 |
0.9% |
88% |
False |
False |
296,819 |
| 40 |
6,351.50 |
5,842.00 |
509.50 |
8.1% |
52.00 |
0.8% |
92% |
False |
False |
278,001 |
| 60 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
54.75 |
0.9% |
93% |
False |
False |
217,832 |
| 80 |
6,351.50 |
5,760.00 |
591.50 |
9.4% |
58.50 |
0.9% |
93% |
False |
False |
163,635 |
| 100 |
6,351.50 |
5,568.25 |
783.25 |
12.4% |
61.50 |
1.0% |
95% |
False |
False |
130,998 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,512.00 |
|
2.618 |
6,440.25 |
|
1.618 |
6,396.25 |
|
1.000 |
6,369.00 |
|
0.618 |
6,352.25 |
|
HIGH |
6,325.00 |
|
0.618 |
6,308.25 |
|
0.500 |
6,303.00 |
|
0.382 |
6,297.75 |
|
LOW |
6,281.00 |
|
0.618 |
6,253.75 |
|
1.000 |
6,237.00 |
|
1.618 |
6,209.75 |
|
2.618 |
6,165.75 |
|
4.250 |
6,094.00 |
|
|
| Fisher Pivots for day following 13-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,309.00 |
6,307.50 |
| PP |
6,306.00 |
6,302.75 |
| S1 |
6,303.00 |
6,298.00 |
|