| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,383.0 |
11,391.0 |
8.0 |
0.1% |
11,347.0 |
| High |
11,417.5 |
11,401.0 |
-16.5 |
-0.1% |
11,415.0 |
| Low |
11,273.5 |
11,270.5 |
-3.0 |
0.0% |
11,002.0 |
| Close |
11,296.5 |
11,312.0 |
15.5 |
0.1% |
11,190.5 |
| Range |
144.0 |
130.5 |
-13.5 |
-9.4% |
413.0 |
| ATR |
199.8 |
194.9 |
-5.0 |
-2.5% |
0.0 |
| Volume |
106,233 |
93,469 |
-12,764 |
-12.0% |
426,009 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,719.3 |
11,646.2 |
11,383.8 |
|
| R3 |
11,588.8 |
11,515.7 |
11,347.9 |
|
| R2 |
11,458.3 |
11,458.3 |
11,335.9 |
|
| R1 |
11,385.2 |
11,385.2 |
11,324.0 |
11,356.5 |
| PP |
11,327.8 |
11,327.8 |
11,327.8 |
11,313.5 |
| S1 |
11,254.7 |
11,254.7 |
11,300.0 |
11,226.0 |
| S2 |
11,197.3 |
11,197.3 |
11,288.1 |
|
| S3 |
11,066.8 |
11,124.2 |
11,276.1 |
|
| S4 |
10,936.3 |
10,993.7 |
11,240.2 |
|
|
| 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% |
142.4 |
1.3% |
64% |
False |
False |
100,241 |
| 10 |
11,495.5 |
11,002.0 |
493.5 |
4.4% |
175.9 |
1.6% |
63% |
False |
False |
105,171 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
175.9 |
1.6% |
46% |
False |
False |
106,109 |
| 40 |
12,337.5 |
11,002.0 |
1,335.5 |
11.8% |
206.1 |
1.8% |
23% |
False |
False |
120,951 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
175.1 |
1.5% |
21% |
False |
False |
97,125 |
| 80 |
12,669.0 |
11,002.0 |
1,667.0 |
14.7% |
161.3 |
1.4% |
19% |
False |
False |
72,905 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.4% |
149.9 |
1.3% |
17% |
False |
False |
58,341 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.0% |
149.6 |
1.3% |
14% |
False |
False |
48,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,955.6 |
|
2.618 |
11,742.6 |
|
1.618 |
11,612.1 |
|
1.000 |
11,531.5 |
|
0.618 |
11,481.6 |
|
HIGH |
11,401.0 |
|
0.618 |
11,351.1 |
|
0.500 |
11,335.8 |
|
0.382 |
11,320.4 |
|
LOW |
11,270.5 |
|
0.618 |
11,189.9 |
|
1.000 |
11,140.0 |
|
1.618 |
11,059.4 |
|
2.618 |
10,928.9 |
|
4.250 |
10,715.9 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,335.8 |
11,350.3 |
| PP |
11,327.8 |
11,337.5 |
| S1 |
11,319.9 |
11,324.8 |
|