| Trading Metrics calculated at close of trading on 27-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,249.0 |
11,341.0 |
92.0 |
0.8% |
11,347.0 |
| High |
11,388.0 |
11,440.0 |
52.0 |
0.5% |
11,415.0 |
| Low |
11,247.0 |
11,260.5 |
13.5 |
0.1% |
11,002.0 |
| Close |
11,362.0 |
11,311.5 |
-50.5 |
-0.4% |
11,190.5 |
| Range |
141.0 |
179.5 |
38.5 |
27.3% |
413.0 |
| ATR |
206.0 |
204.1 |
-1.9 |
-0.9% |
0.0 |
| Volume |
101,555 |
100,743 |
-812 |
-0.8% |
426,009 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,875.8 |
11,773.2 |
11,410.2 |
|
| R3 |
11,696.3 |
11,593.7 |
11,360.9 |
|
| R2 |
11,516.8 |
11,516.8 |
11,344.4 |
|
| R1 |
11,414.2 |
11,414.2 |
11,328.0 |
11,375.8 |
| PP |
11,337.3 |
11,337.3 |
11,337.3 |
11,318.1 |
| S1 |
11,234.7 |
11,234.7 |
11,295.0 |
11,196.3 |
| S2 |
11,157.8 |
11,157.8 |
11,278.6 |
|
| S3 |
10,978.3 |
11,055.2 |
11,262.1 |
|
| S4 |
10,798.8 |
10,875.7 |
11,212.8 |
|
|
| 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 |
11,440.0 |
11,002.0 |
438.0 |
3.9% |
157.3 |
1.4% |
71% |
True |
False |
96,649 |
| 10 |
11,561.5 |
11,002.0 |
559.5 |
4.9% |
191.3 |
1.7% |
55% |
False |
False |
112,326 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
178.9 |
1.6% |
45% |
False |
False |
108,192 |
| 40 |
12,337.5 |
11,002.0 |
1,335.5 |
11.8% |
202.0 |
1.8% |
23% |
False |
False |
118,795 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
176.7 |
1.6% |
21% |
False |
False |
93,843 |
| 80 |
12,713.0 |
11,002.0 |
1,711.0 |
15.1% |
160.6 |
1.4% |
18% |
False |
False |
70,410 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.4% |
148.9 |
1.3% |
17% |
False |
False |
56,345 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.0% |
147.9 |
1.3% |
14% |
False |
False |
46,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,202.9 |
|
2.618 |
11,909.9 |
|
1.618 |
11,730.4 |
|
1.000 |
11,619.5 |
|
0.618 |
11,550.9 |
|
HIGH |
11,440.0 |
|
0.618 |
11,371.4 |
|
0.500 |
11,350.3 |
|
0.382 |
11,329.1 |
|
LOW |
11,260.5 |
|
0.618 |
11,149.6 |
|
1.000 |
11,081.0 |
|
1.618 |
10,970.1 |
|
2.618 |
10,790.6 |
|
4.250 |
10,497.6 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,350.3 |
11,295.5 |
| PP |
11,337.3 |
11,279.5 |
| S1 |
11,324.4 |
11,263.5 |
|