| Trading Metrics calculated at close of trading on 14-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2017 |
14-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
257.31 |
257.41 |
0.10 |
0.0% |
258.30 |
| High |
258.59 |
257.85 |
-0.74 |
-0.3% |
259.35 |
| Low |
257.27 |
256.52 |
-0.75 |
-0.3% |
256.36 |
| Close |
258.33 |
257.73 |
-0.60 |
-0.2% |
258.09 |
| Range |
1.32 |
1.33 |
0.01 |
0.8% |
2.99 |
| ATR |
1.27 |
1.31 |
0.04 |
3.0% |
0.00 |
| Volume |
50,228,600 |
61,315,100 |
11,086,500 |
22.1% |
312,694,204 |
|
| Daily Pivots for day following 14-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
261.36 |
260.87 |
258.46 |
|
| R3 |
260.03 |
259.54 |
258.10 |
|
| R2 |
258.70 |
258.70 |
257.97 |
|
| R1 |
258.21 |
258.21 |
257.85 |
258.46 |
| PP |
257.37 |
257.37 |
257.37 |
257.49 |
| S1 |
256.88 |
256.88 |
257.61 |
257.13 |
| S2 |
256.04 |
256.04 |
257.49 |
|
| S3 |
254.71 |
255.55 |
257.36 |
|
| S4 |
253.38 |
254.22 |
257.00 |
|
|
| Weekly Pivots for week ending 10-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
266.90 |
265.49 |
259.73 |
|
| R3 |
263.91 |
262.50 |
258.91 |
|
| R2 |
260.92 |
260.92 |
258.64 |
|
| R1 |
259.51 |
259.51 |
258.36 |
258.72 |
| PP |
257.93 |
257.93 |
257.93 |
257.54 |
| S1 |
256.52 |
256.52 |
257.82 |
255.73 |
| S2 |
254.94 |
254.94 |
257.54 |
|
| S3 |
251.95 |
253.53 |
257.27 |
|
| S4 |
248.96 |
250.54 |
256.45 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
259.22 |
256.36 |
2.86 |
1.1% |
1.33 |
0.5% |
48% |
False |
False |
63,416,660 |
| 10 |
259.35 |
256.19 |
3.16 |
1.2% |
1.28 |
0.5% |
49% |
False |
False |
59,447,980 |
| 20 |
259.35 |
254.00 |
5.35 |
2.1% |
1.28 |
0.5% |
70% |
False |
False |
64,548,260 |
| 40 |
259.35 |
248.08 |
11.27 |
4.4% |
1.11 |
0.4% |
86% |
False |
False |
59,915,170 |
| 60 |
259.35 |
242.93 |
16.42 |
6.4% |
1.13 |
0.4% |
90% |
False |
False |
61,459,035 |
| 80 |
259.35 |
241.83 |
17.52 |
6.8% |
1.19 |
0.5% |
91% |
False |
False |
63,096,125 |
| 100 |
259.35 |
239.96 |
19.39 |
7.5% |
1.22 |
0.5% |
92% |
False |
False |
62,242,591 |
| 120 |
259.35 |
239.96 |
19.39 |
7.5% |
1.21 |
0.5% |
92% |
False |
False |
63,065,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
263.50 |
|
2.618 |
261.33 |
|
1.618 |
260.00 |
|
1.000 |
259.18 |
|
0.618 |
258.67 |
|
HIGH |
257.85 |
|
0.618 |
257.34 |
|
0.500 |
257.19 |
|
0.382 |
257.03 |
|
LOW |
256.52 |
|
0.618 |
255.70 |
|
1.000 |
255.19 |
|
1.618 |
254.37 |
|
2.618 |
253.04 |
|
4.250 |
250.87 |
|
|
| Fisher Pivots for day following 14-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
257.55 |
257.67 |
| PP |
257.37 |
257.61 |
| S1 |
257.19 |
257.56 |
|