| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,149.0 |
11,249.0 |
100.0 |
0.9% |
11,347.0 |
| High |
11,204.0 |
11,388.0 |
184.0 |
1.6% |
11,415.0 |
| Low |
11,087.0 |
11,247.0 |
160.0 |
1.4% |
11,002.0 |
| Close |
11,190.5 |
11,362.0 |
171.5 |
1.5% |
11,190.5 |
| Range |
117.0 |
141.0 |
24.0 |
20.5% |
413.0 |
| ATR |
206.7 |
206.0 |
-0.7 |
-0.3% |
0.0 |
| Volume |
99,205 |
101,555 |
2,350 |
2.4% |
426,009 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,755.3 |
11,699.7 |
11,439.6 |
|
| R3 |
11,614.3 |
11,558.7 |
11,400.8 |
|
| R2 |
11,473.3 |
11,473.3 |
11,387.9 |
|
| R1 |
11,417.7 |
11,417.7 |
11,374.9 |
11,445.5 |
| PP |
11,332.3 |
11,332.3 |
11,332.3 |
11,346.3 |
| S1 |
11,276.7 |
11,276.7 |
11,349.1 |
11,304.5 |
| S2 |
11,191.3 |
11,191.3 |
11,336.2 |
|
| S3 |
11,050.3 |
11,135.7 |
11,323.2 |
|
| S4 |
10,909.3 |
10,994.7 |
11,284.5 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,441.5 |
12,229.0 |
11,417.7 |
|
| R3 |
12,028.5 |
11,816.0 |
11,304.1 |
|
| R2 |
11,615.5 |
11,615.5 |
11,266.2 |
|
| R1 |
11,403.0 |
11,403.0 |
11,228.4 |
11,302.8 |
| PP |
11,202.5 |
11,202.5 |
11,202.5 |
11,152.4 |
| S1 |
10,990.0 |
10,990.0 |
11,152.6 |
10,889.8 |
| S2 |
10,789.5 |
10,789.5 |
11,114.8 |
|
| S3 |
10,376.5 |
10,577.0 |
11,076.9 |
|
| S4 |
9,963.5 |
10,164.0 |
10,963.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,415.0 |
11,002.0 |
413.0 |
3.6% |
167.1 |
1.5% |
87% |
False |
False |
105,512 |
| 10 |
11,596.0 |
11,002.0 |
594.0 |
5.2% |
204.1 |
1.8% |
61% |
False |
False |
113,731 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
184.6 |
1.6% |
53% |
False |
False |
110,690 |
| 40 |
12,361.0 |
11,002.0 |
1,359.0 |
12.0% |
200.8 |
1.8% |
26% |
False |
False |
118,384 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.7% |
176.2 |
1.6% |
25% |
False |
False |
92,170 |
| 80 |
12,713.0 |
11,002.0 |
1,711.0 |
15.1% |
159.2 |
1.4% |
21% |
False |
False |
69,151 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.3% |
148.2 |
1.3% |
19% |
False |
False |
55,338 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
18.9% |
147.3 |
1.3% |
17% |
False |
False |
46,128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,987.3 |
|
2.618 |
11,757.1 |
|
1.618 |
11,616.1 |
|
1.000 |
11,529.0 |
|
0.618 |
11,475.1 |
|
HIGH |
11,388.0 |
|
0.618 |
11,334.1 |
|
0.500 |
11,317.5 |
|
0.382 |
11,300.9 |
|
LOW |
11,247.0 |
|
0.618 |
11,159.9 |
|
1.000 |
11,106.0 |
|
1.618 |
11,018.9 |
|
2.618 |
10,877.9 |
|
4.250 |
10,647.8 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,347.2 |
11,320.5 |
| PP |
11,332.3 |
11,279.0 |
| S1 |
11,317.5 |
11,237.5 |
|