| Trading Metrics calculated at close of trading on 30-Nov-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2017 |
30-Nov-2017 |
Change |
Change % |
Previous Week |
| Open |
23,883.26 |
24,013.80 |
130.54 |
0.5% |
23,370.71 |
| High |
23,959.76 |
24,327.82 |
368.06 |
1.5% |
23,617.80 |
| Low |
23,872.59 |
24,013.80 |
141.21 |
0.6% |
23,360.58 |
| Close |
23,940.68 |
24,272.35 |
331.67 |
1.4% |
23,557.99 |
| Range |
87.17 |
314.02 |
226.85 |
260.2% |
257.22 |
| ATR |
131.16 |
149.45 |
18.28 |
13.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 30-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
25,146.72 |
25,023.55 |
24,445.06 |
|
| R3 |
24,832.70 |
24,709.53 |
24,358.71 |
|
| R2 |
24,518.68 |
24,518.68 |
24,329.92 |
|
| R1 |
24,395.51 |
24,395.51 |
24,301.14 |
24,457.10 |
| PP |
24,204.66 |
24,204.66 |
24,204.66 |
24,235.45 |
| S1 |
24,081.49 |
24,081.49 |
24,243.56 |
24,143.08 |
| S2 |
23,890.64 |
23,890.64 |
24,214.78 |
|
| S3 |
23,576.62 |
23,767.47 |
24,185.99 |
|
| S4 |
23,262.60 |
23,453.45 |
24,099.64 |
|
|
| Weekly Pivots for week ending 24-Nov-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
24,283.78 |
24,178.11 |
23,699.46 |
|
| R3 |
24,026.56 |
23,920.89 |
23,628.73 |
|
| R2 |
23,769.34 |
23,769.34 |
23,605.15 |
|
| R1 |
23,663.67 |
23,663.67 |
23,581.57 |
23,716.51 |
| PP |
23,512.12 |
23,512.12 |
23,512.12 |
23,538.54 |
| S1 |
23,406.45 |
23,406.45 |
23,534.41 |
23,459.29 |
| S2 |
23,254.90 |
23,254.90 |
23,510.83 |
|
| S3 |
22,997.68 |
23,149.23 |
23,487.25 |
|
| S4 |
22,740.46 |
22,892.01 |
23,416.52 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
24,327.82 |
23,545.02 |
782.80 |
3.2% |
155.04 |
0.6% |
93% |
True |
False |
|
| 10 |
24,327.82 |
23,356.01 |
971.81 |
4.0% |
129.19 |
0.5% |
94% |
True |
False |
|
| 20 |
24,327.82 |
23,242.75 |
1,085.07 |
4.5% |
120.67 |
0.5% |
95% |
True |
False |
|
| 40 |
24,327.82 |
22,655.14 |
1,672.68 |
6.9% |
106.36 |
0.4% |
97% |
True |
False |
|
| 60 |
24,327.82 |
21,731.12 |
2,596.70 |
10.7% |
100.23 |
0.4% |
98% |
True |
False |
|
| 80 |
24,327.82 |
21,600.34 |
2,727.48 |
11.2% |
102.84 |
0.4% |
98% |
True |
False |
|
| 100 |
24,327.82 |
21,467.93 |
2,859.89 |
11.8% |
98.67 |
0.4% |
98% |
True |
False |
|
| 120 |
24,327.82 |
21,197.08 |
3,130.74 |
12.9% |
100.86 |
0.4% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,662.41 |
|
2.618 |
25,149.92 |
|
1.618 |
24,835.90 |
|
1.000 |
24,641.84 |
|
0.618 |
24,521.88 |
|
HIGH |
24,327.82 |
|
0.618 |
24,207.86 |
|
0.500 |
24,170.81 |
|
0.382 |
24,133.76 |
|
LOW |
24,013.80 |
|
0.618 |
23,819.74 |
|
1.000 |
23,699.78 |
|
1.618 |
23,505.72 |
|
2.618 |
23,191.70 |
|
4.250 |
22,679.22 |
|
|
| Fisher Pivots for day following 30-Nov-2017 |
| Pivot |
1 day |
3 day |
| R1 |
24,238.50 |
24,172.39 |
| PP |
24,204.66 |
24,072.43 |
| S1 |
24,170.81 |
23,972.47 |
|