| Trading Metrics calculated at close of trading on 21-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2017 |
21-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
6,312.00 |
6,315.75 |
3.75 |
0.1% |
6,312.50 |
| High |
6,329.25 |
6,385.25 |
56.00 |
0.9% |
6,358.50 |
| Low |
6,291.25 |
6,311.25 |
20.00 |
0.3% |
6,230.75 |
| Close |
6,316.00 |
6,379.50 |
63.50 |
1.0% |
6,313.25 |
| Range |
38.00 |
74.00 |
36.00 |
94.7% |
127.75 |
| ATR |
56.38 |
57.64 |
1.26 |
2.2% |
0.00 |
| Volume |
203,721 |
216,030 |
12,309 |
6.0% |
1,587,330 |
|
| Daily Pivots for day following 21-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,580.75 |
6,554.00 |
6,420.25 |
|
| R3 |
6,506.75 |
6,480.00 |
6,399.75 |
|
| R2 |
6,432.75 |
6,432.75 |
6,393.00 |
|
| R1 |
6,406.00 |
6,406.00 |
6,386.25 |
6,419.50 |
| PP |
6,358.75 |
6,358.75 |
6,358.75 |
6,365.25 |
| S1 |
6,332.00 |
6,332.00 |
6,372.75 |
6,345.50 |
| S2 |
6,284.75 |
6,284.75 |
6,366.00 |
|
| S3 |
6,210.75 |
6,258.00 |
6,359.25 |
|
| S4 |
6,136.75 |
6,184.00 |
6,338.75 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,684.00 |
6,626.50 |
6,383.50 |
|
| R3 |
6,556.25 |
6,498.75 |
6,348.50 |
|
| R2 |
6,428.50 |
6,428.50 |
6,336.75 |
|
| R1 |
6,371.00 |
6,371.00 |
6,325.00 |
6,399.75 |
| PP |
6,300.75 |
6,300.75 |
6,300.75 |
6,315.25 |
| S1 |
6,243.25 |
6,243.25 |
6,301.50 |
6,272.00 |
| S2 |
6,173.00 |
6,173.00 |
6,289.75 |
|
| S3 |
6,045.25 |
6,115.50 |
6,278.00 |
|
| S4 |
5,917.50 |
5,987.75 |
6,243.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,385.25 |
6,230.75 |
154.50 |
2.4% |
63.50 |
1.0% |
96% |
True |
False |
286,983 |
| 10 |
6,385.25 |
6,230.75 |
154.50 |
2.4% |
60.75 |
1.0% |
96% |
True |
False |
304,232 |
| 20 |
6,385.25 |
6,011.00 |
374.25 |
5.9% |
63.00 |
1.0% |
98% |
True |
False |
317,071 |
| 40 |
6,385.25 |
5,886.50 |
498.75 |
7.8% |
52.50 |
0.8% |
99% |
True |
False |
273,260 |
| 60 |
6,385.25 |
5,784.50 |
600.75 |
9.4% |
54.75 |
0.9% |
99% |
True |
False |
247,312 |
| 80 |
6,385.25 |
5,760.00 |
625.25 |
9.8% |
58.25 |
0.9% |
99% |
True |
False |
185,804 |
| 100 |
6,385.25 |
5,568.25 |
817.00 |
12.8% |
59.00 |
0.9% |
99% |
True |
False |
148,737 |
| 120 |
6,385.25 |
5,568.25 |
817.00 |
12.8% |
62.75 |
1.0% |
99% |
True |
False |
123,996 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,699.75 |
|
2.618 |
6,579.00 |
|
1.618 |
6,505.00 |
|
1.000 |
6,459.25 |
|
0.618 |
6,431.00 |
|
HIGH |
6,385.25 |
|
0.618 |
6,357.00 |
|
0.500 |
6,348.25 |
|
0.382 |
6,339.50 |
|
LOW |
6,311.25 |
|
0.618 |
6,265.50 |
|
1.000 |
6,237.25 |
|
1.618 |
6,191.50 |
|
2.618 |
6,117.50 |
|
4.250 |
5,996.75 |
|
|
| Fisher Pivots for day following 21-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,369.00 |
6,365.75 |
| PP |
6,358.75 |
6,352.00 |
| S1 |
6,348.25 |
6,338.25 |
|