| Trading Metrics calculated at close of trading on 27-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2017 |
27-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
1,296.1 |
1,292.0 |
-4.1 |
-0.3% |
1,300.0 |
| High |
1,297.6 |
1,303.4 |
5.8 |
0.4% |
1,300.0 |
| Low |
1,289.5 |
1,290.7 |
1.2 |
0.1% |
1,278.5 |
| Close |
1,291.8 |
1,298.9 |
7.1 |
0.5% |
1,291.8 |
| Range |
8.1 |
12.7 |
4.6 |
56.8% |
21.5 |
| ATR |
12.7 |
12.7 |
0.0 |
0.0% |
0.0 |
| Volume |
83,545 |
144,649 |
61,104 |
73.1% |
286,167 |
|
| Daily Pivots for day following 27-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,335.8 |
1,330.0 |
1,305.9 |
|
| R3 |
1,323.1 |
1,317.3 |
1,302.4 |
|
| R2 |
1,310.4 |
1,310.4 |
1,301.2 |
|
| R1 |
1,304.6 |
1,304.6 |
1,300.1 |
1,307.5 |
| PP |
1,297.7 |
1,297.7 |
1,297.7 |
1,299.1 |
| S1 |
1,291.9 |
1,291.9 |
1,297.7 |
1,294.8 |
| S2 |
1,285.0 |
1,285.0 |
1,296.6 |
|
| S3 |
1,272.3 |
1,279.2 |
1,295.4 |
|
| S4 |
1,259.6 |
1,266.5 |
1,291.9 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,354.6 |
1,344.7 |
1,303.6 |
|
| R3 |
1,333.1 |
1,323.2 |
1,297.7 |
|
| R2 |
1,311.6 |
1,311.6 |
1,295.7 |
|
| R1 |
1,301.7 |
1,301.7 |
1,293.8 |
1,295.9 |
| PP |
1,290.1 |
1,290.1 |
1,290.1 |
1,287.2 |
| S1 |
1,280.2 |
1,280.2 |
1,289.8 |
1,274.4 |
| S2 |
1,268.6 |
1,268.6 |
1,287.9 |
|
| S3 |
1,247.1 |
1,258.7 |
1,285.9 |
|
| S4 |
1,225.6 |
1,237.2 |
1,280.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,303.4 |
1,278.5 |
24.9 |
1.9% |
13.3 |
1.0% |
82% |
True |
False |
86,163 |
| 10 |
1,303.4 |
1,274.4 |
29.0 |
2.2% |
12.5 |
1.0% |
84% |
True |
False |
55,879 |
| 20 |
1,303.4 |
1,270.1 |
33.3 |
2.6% |
12.2 |
0.9% |
86% |
True |
False |
37,043 |
| 40 |
1,312.7 |
1,267.0 |
45.7 |
3.5% |
11.9 |
0.9% |
70% |
False |
False |
21,382 |
| 60 |
1,365.8 |
1,267.0 |
98.8 |
7.6% |
12.6 |
1.0% |
32% |
False |
False |
16,054 |
| 80 |
1,365.8 |
1,260.7 |
105.1 |
8.1% |
12.8 |
1.0% |
36% |
False |
False |
12,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,357.4 |
|
2.618 |
1,336.6 |
|
1.618 |
1,323.9 |
|
1.000 |
1,316.1 |
|
0.618 |
1,311.2 |
|
HIGH |
1,303.4 |
|
0.618 |
1,298.5 |
|
0.500 |
1,297.1 |
|
0.382 |
1,295.6 |
|
LOW |
1,290.7 |
|
0.618 |
1,282.9 |
|
1.000 |
1,278.0 |
|
1.618 |
1,270.2 |
|
2.618 |
1,257.5 |
|
4.250 |
1,236.7 |
|
|
| Fisher Pivots for day following 27-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1,298.3 |
1,297.0 |
| PP |
1,297.7 |
1,295.1 |
| S1 |
1,297.1 |
1,293.3 |
|