| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2017 |
20-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
2,585.00 |
2,577.00 |
-8.00 |
-0.3% |
2,581.25 |
| High |
2,586.50 |
2,584.75 |
-1.75 |
-0.1% |
2,590.25 |
| Low |
2,575.75 |
2,568.75 |
-7.00 |
-0.3% |
2,556.25 |
| Close |
2,577.00 |
2,583.00 |
6.00 |
0.2% |
2,577.00 |
| Range |
10.75 |
16.00 |
5.25 |
48.8% |
34.00 |
| ATR |
15.39 |
15.44 |
0.04 |
0.3% |
0.00 |
| Volume |
4,610 |
8,095 |
3,485 |
75.6% |
43,564 |
|
| Daily Pivots for day following 20-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,626.75 |
2,621.00 |
2,591.75 |
|
| R3 |
2,610.75 |
2,605.00 |
2,587.50 |
|
| R2 |
2,594.75 |
2,594.75 |
2,586.00 |
|
| R1 |
2,589.00 |
2,589.00 |
2,584.50 |
2,592.00 |
| PP |
2,578.75 |
2,578.75 |
2,578.75 |
2,580.25 |
| S1 |
2,573.00 |
2,573.00 |
2,581.50 |
2,576.00 |
| S2 |
2,562.75 |
2,562.75 |
2,580.00 |
|
| S3 |
2,546.75 |
2,557.00 |
2,578.50 |
|
| S4 |
2,530.75 |
2,541.00 |
2,574.25 |
|
|
| Weekly Pivots for week ending 17-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,676.50 |
2,660.75 |
2,595.75 |
|
| R3 |
2,642.50 |
2,626.75 |
2,586.25 |
|
| R2 |
2,608.50 |
2,608.50 |
2,583.25 |
|
| R1 |
2,592.75 |
2,592.75 |
2,580.00 |
2,583.50 |
| PP |
2,574.50 |
2,574.50 |
2,574.50 |
2,570.00 |
| S1 |
2,558.75 |
2,558.75 |
2,574.00 |
2,549.50 |
| S2 |
2,540.50 |
2,540.50 |
2,570.75 |
|
| S3 |
2,506.50 |
2,524.75 |
2,567.75 |
|
| S4 |
2,472.50 |
2,490.75 |
2,558.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,590.25 |
2,556.25 |
34.00 |
1.3% |
18.50 |
0.7% |
79% |
False |
False |
9,317 |
| 10 |
2,594.75 |
2,556.25 |
38.50 |
1.5% |
17.75 |
0.7% |
69% |
False |
False |
7,364 |
| 20 |
2,594.75 |
2,542.00 |
52.75 |
2.0% |
15.75 |
0.6% |
78% |
False |
False |
6,496 |
| 40 |
2,594.75 |
2,491.75 |
103.00 |
4.0% |
13.25 |
0.5% |
89% |
False |
False |
4,906 |
| 60 |
2,594.75 |
2,418.25 |
176.50 |
6.8% |
13.00 |
0.5% |
93% |
False |
False |
3,575 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,652.75 |
|
2.618 |
2,626.75 |
|
1.618 |
2,610.75 |
|
1.000 |
2,600.75 |
|
0.618 |
2,594.75 |
|
HIGH |
2,584.75 |
|
0.618 |
2,578.75 |
|
0.500 |
2,576.75 |
|
0.382 |
2,574.75 |
|
LOW |
2,568.75 |
|
0.618 |
2,558.75 |
|
1.000 |
2,552.75 |
|
1.618 |
2,542.75 |
|
2.618 |
2,526.75 |
|
4.250 |
2,500.75 |
|
|