| 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 |
6,413.25 |
6,423.50 |
10.25 |
0.2% |
6,312.00 |
| High |
6,429.50 |
6,428.50 |
-1.00 |
0.0% |
6,416.00 |
| Low |
6,388.75 |
6,283.00 |
-105.75 |
-1.7% |
6,291.25 |
| Close |
6,420.25 |
6,305.50 |
-114.75 |
-1.8% |
6,413.50 |
| Range |
40.75 |
145.50 |
104.75 |
257.1% |
124.75 |
| ATR |
51.36 |
58.09 |
6.72 |
13.1% |
0.00 |
| Volume |
307,329 |
625,761 |
318,432 |
103.6% |
729,334 |
|
| Daily Pivots for day following 29-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,775.50 |
6,686.00 |
6,385.50 |
|
| R3 |
6,630.00 |
6,540.50 |
6,345.50 |
|
| R2 |
6,484.50 |
6,484.50 |
6,332.25 |
|
| R1 |
6,395.00 |
6,395.00 |
6,318.75 |
6,367.00 |
| PP |
6,339.00 |
6,339.00 |
6,339.00 |
6,325.00 |
| S1 |
6,249.50 |
6,249.50 |
6,292.25 |
6,221.50 |
| S2 |
6,193.50 |
6,193.50 |
6,278.75 |
|
| S3 |
6,048.00 |
6,104.00 |
6,265.50 |
|
| S4 |
5,902.50 |
5,958.50 |
6,225.50 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,747.75 |
6,705.50 |
6,482.00 |
|
| R3 |
6,623.00 |
6,580.75 |
6,447.75 |
|
| R2 |
6,498.25 |
6,498.25 |
6,436.25 |
|
| R1 |
6,456.00 |
6,456.00 |
6,425.00 |
6,477.00 |
| PP |
6,373.50 |
6,373.50 |
6,373.50 |
6,384.25 |
| S1 |
6,331.25 |
6,331.25 |
6,402.00 |
6,352.50 |
| S2 |
6,248.75 |
6,248.75 |
6,390.75 |
|
| S3 |
6,124.00 |
6,206.50 |
6,379.25 |
|
| S4 |
5,999.25 |
6,081.75 |
6,345.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,429.50 |
6,283.00 |
146.50 |
2.3% |
55.25 |
0.9% |
15% |
False |
True |
289,359 |
| 10 |
6,429.50 |
6,230.75 |
198.75 |
3.2% |
59.25 |
0.9% |
38% |
False |
False |
288,171 |
| 20 |
6,429.50 |
6,192.50 |
237.00 |
3.8% |
58.00 |
0.9% |
48% |
False |
False |
299,797 |
| 40 |
6,429.50 |
5,979.50 |
450.00 |
7.1% |
53.25 |
0.8% |
72% |
False |
False |
275,169 |
| 60 |
6,429.50 |
5,842.00 |
587.50 |
9.3% |
53.00 |
0.8% |
79% |
False |
False |
271,049 |
| 80 |
6,429.50 |
5,760.00 |
669.50 |
10.6% |
58.25 |
0.9% |
81% |
False |
False |
203,848 |
| 100 |
6,429.50 |
5,675.00 |
754.50 |
12.0% |
57.75 |
0.9% |
84% |
False |
False |
163,183 |
| 120 |
6,429.50 |
5,568.25 |
861.25 |
13.7% |
62.25 |
1.0% |
86% |
False |
False |
136,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,047.00 |
|
2.618 |
6,809.50 |
|
1.618 |
6,664.00 |
|
1.000 |
6,574.00 |
|
0.618 |
6,518.50 |
|
HIGH |
6,428.50 |
|
0.618 |
6,373.00 |
|
0.500 |
6,355.75 |
|
0.382 |
6,338.50 |
|
LOW |
6,283.00 |
|
0.618 |
6,193.00 |
|
1.000 |
6,137.50 |
|
1.618 |
6,047.50 |
|
2.618 |
5,902.00 |
|
4.250 |
5,664.50 |
|
|
| Fisher Pivots for day following 29-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
6,355.75 |
6,356.25 |
| PP |
6,339.00 |
6,339.25 |
| S1 |
6,322.25 |
6,322.50 |
|