Trading Metrics calculated at close of trading on 28-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,714.88 |
3,834.18 |
119.30 |
3.2% |
5,551.99 |
High |
3,865.08 |
4,398.69 |
533.61 |
13.8% |
5,704.62 |
Low |
3,646.01 |
3,800.76 |
154.75 |
4.2% |
4,186.00 |
Close |
3,823.10 |
4,247.80 |
424.70 |
11.1% |
4,323.22 |
Range |
219.07 |
597.93 |
378.86 |
172.9% |
1,518.62 |
ATR |
343.71 |
361.87 |
18.16 |
5.3% |
0.00 |
Volume |
143,883 |
164,243 |
20,360 |
14.2% |
730,225 |
|
Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,942.87 |
5,693.27 |
4,576.66 |
|
R3 |
5,344.94 |
5,095.34 |
4,412.23 |
|
R2 |
4,747.01 |
4,747.01 |
4,357.42 |
|
R1 |
4,497.41 |
4,497.41 |
4,302.61 |
4,622.21 |
PP |
4,149.08 |
4,149.08 |
4,149.08 |
4,211.49 |
S1 |
3,899.48 |
3,899.48 |
4,192.99 |
4,024.28 |
S2 |
3,551.15 |
3,551.15 |
4,138.18 |
|
S3 |
2,953.22 |
3,301.55 |
4,083.37 |
|
S4 |
2,355.29 |
2,703.62 |
3,918.94 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,293.81 |
8,327.13 |
5,158.46 |
|
R3 |
7,775.19 |
6,808.51 |
4,740.84 |
|
R2 |
6,256.57 |
6,256.57 |
4,601.63 |
|
R1 |
5,289.89 |
5,289.89 |
4,462.43 |
5,013.92 |
PP |
4,737.95 |
4,737.95 |
4,737.95 |
4,599.96 |
S1 |
3,771.27 |
3,771.27 |
4,184.01 |
3,495.30 |
S2 |
3,219.33 |
3,219.33 |
4,044.81 |
|
S3 |
1,700.71 |
2,252.65 |
3,905.60 |
|
S4 |
182.09 |
734.03 |
3,487.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,704.40 |
3,563.01 |
1,141.39 |
26.9% |
489.21 |
11.5% |
60% |
False |
False |
148,778 |
10 |
6,391.71 |
3,563.01 |
2,828.70 |
66.6% |
562.55 |
13.2% |
24% |
False |
False |
157,095 |
20 |
6,568.87 |
3,563.01 |
3,005.86 |
70.8% |
335.37 |
7.9% |
23% |
False |
False |
95,856 |
40 |
6,980.29 |
3,563.01 |
3,417.28 |
80.4% |
260.06 |
6.1% |
20% |
False |
False |
71,868 |
60 |
7,388.73 |
3,563.01 |
3,825.72 |
90.1% |
265.34 |
6.2% |
18% |
False |
False |
68,211 |
80 |
7,405.24 |
3,563.01 |
3,842.23 |
90.5% |
285.90 |
6.7% |
18% |
False |
False |
69,370 |
100 |
8,485.03 |
3,563.01 |
4,922.02 |
115.9% |
309.61 |
7.3% |
14% |
False |
False |
69,781 |
120 |
8,485.03 |
3,563.01 |
4,922.02 |
115.9% |
317.96 |
7.5% |
14% |
False |
False |
68,606 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
6,939.89 |
2.618 |
5,964.07 |
1.618 |
5,366.14 |
1.000 |
4,996.62 |
0.618 |
4,768.21 |
HIGH |
4,398.69 |
0.618 |
4,170.28 |
0.500 |
4,099.73 |
0.382 |
4,029.17 |
LOW |
3,800.76 |
0.618 |
3,431.24 |
1.000 |
3,202.83 |
1.618 |
2,833.31 |
2.618 |
2,235.38 |
4.250 |
1,259.56 |
|
|
Fisher Pivots for day following 28-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
4,198.44 |
4,169.20 |
PP |
4,149.08 |
4,090.59 |
S1 |
4,099.73 |
4,011.99 |
|