| 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 |
11,341.0 |
11,383.0 |
42.0 |
0.4% |
11,347.0 |
| High |
11,440.0 |
11,417.5 |
-22.5 |
-0.2% |
11,415.0 |
| Low |
11,260.5 |
11,273.5 |
13.0 |
0.1% |
11,002.0 |
| Close |
11,311.5 |
11,296.5 |
-15.0 |
-0.1% |
11,190.5 |
| Range |
179.5 |
144.0 |
-35.5 |
-19.8% |
413.0 |
| ATR |
204.1 |
199.8 |
-4.3 |
-2.1% |
0.0 |
| Volume |
100,743 |
106,233 |
5,490 |
5.4% |
426,009 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,761.2 |
11,672.8 |
11,375.7 |
|
| R3 |
11,617.2 |
11,528.8 |
11,336.1 |
|
| R2 |
11,473.2 |
11,473.2 |
11,322.9 |
|
| R1 |
11,384.8 |
11,384.8 |
11,309.7 |
11,357.0 |
| PP |
11,329.2 |
11,329.2 |
11,329.2 |
11,315.3 |
| S1 |
11,240.8 |
11,240.8 |
11,283.3 |
11,213.0 |
| S2 |
11,185.2 |
11,185.2 |
11,270.1 |
|
| S3 |
11,041.2 |
11,096.8 |
11,256.9 |
|
| S4 |
10,897.2 |
10,952.8 |
11,217.3 |
|
|
| 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 |
11,087.0 |
353.0 |
3.1% |
147.3 |
1.3% |
59% |
False |
False |
95,388 |
| 10 |
11,561.5 |
11,002.0 |
559.5 |
5.0% |
188.4 |
1.7% |
53% |
False |
False |
109,389 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
174.8 |
1.5% |
43% |
False |
False |
107,559 |
| 40 |
12,337.5 |
11,002.0 |
1,335.5 |
11.8% |
202.8 |
1.8% |
22% |
False |
False |
118,614 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
175.2 |
1.6% |
20% |
False |
False |
95,600 |
| 80 |
12,713.0 |
11,002.0 |
1,711.0 |
15.1% |
160.7 |
1.4% |
17% |
False |
False |
71,737 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.4% |
149.7 |
1.3% |
16% |
False |
False |
57,407 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.0% |
148.6 |
1.3% |
14% |
False |
False |
47,853 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,029.5 |
|
2.618 |
11,794.5 |
|
1.618 |
11,650.5 |
|
1.000 |
11,561.5 |
|
0.618 |
11,506.5 |
|
HIGH |
11,417.5 |
|
0.618 |
11,362.5 |
|
0.500 |
11,345.5 |
|
0.382 |
11,328.5 |
|
LOW |
11,273.5 |
|
0.618 |
11,184.5 |
|
1.000 |
11,129.5 |
|
1.618 |
11,040.5 |
|
2.618 |
10,896.5 |
|
4.250 |
10,661.5 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,345.5 |
11,343.5 |
| PP |
11,329.2 |
11,327.8 |
| S1 |
11,312.8 |
11,312.2 |
|