| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,391.0 |
11,331.0 |
-60.0 |
-0.5% |
11,249.0 |
| High |
11,401.0 |
11,331.0 |
-70.0 |
-0.6% |
11,440.0 |
| Low |
11,270.5 |
11,203.5 |
-67.0 |
-0.6% |
11,203.5 |
| Close |
11,312.0 |
11,248.0 |
-64.0 |
-0.6% |
11,248.0 |
| Range |
130.5 |
127.5 |
-3.0 |
-2.3% |
236.5 |
| ATR |
194.9 |
190.1 |
-4.8 |
-2.5% |
0.0 |
| Volume |
93,469 |
105,842 |
12,373 |
13.2% |
507,842 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,643.3 |
11,573.2 |
11,318.1 |
|
| R3 |
11,515.8 |
11,445.7 |
11,283.1 |
|
| R2 |
11,388.3 |
11,388.3 |
11,271.4 |
|
| R1 |
11,318.2 |
11,318.2 |
11,259.7 |
11,289.5 |
| PP |
11,260.8 |
11,260.8 |
11,260.8 |
11,246.5 |
| S1 |
11,190.7 |
11,190.7 |
11,236.3 |
11,162.0 |
| S2 |
11,133.3 |
11,133.3 |
11,224.6 |
|
| S3 |
11,005.8 |
11,063.2 |
11,212.9 |
|
| S4 |
10,878.3 |
10,935.7 |
11,177.9 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,006.7 |
11,863.8 |
11,378.1 |
|
| R3 |
11,770.2 |
11,627.3 |
11,313.0 |
|
| R2 |
11,533.7 |
11,533.7 |
11,291.4 |
|
| R1 |
11,390.8 |
11,390.8 |
11,269.7 |
11,344.0 |
| PP |
11,297.2 |
11,297.2 |
11,297.2 |
11,273.8 |
| S1 |
11,154.3 |
11,154.3 |
11,226.3 |
11,107.5 |
| S2 |
11,060.7 |
11,060.7 |
11,204.6 |
|
| S3 |
10,824.2 |
10,917.8 |
11,183.0 |
|
| S4 |
10,587.7 |
10,681.3 |
11,117.9 |
|
|
| 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 |
11,203.5 |
236.5 |
2.1% |
144.5 |
1.3% |
19% |
False |
True |
101,568 |
| 10 |
11,443.0 |
11,002.0 |
441.0 |
3.9% |
163.7 |
1.5% |
56% |
False |
False |
103,104 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
173.9 |
1.5% |
36% |
False |
False |
105,146 |
| 40 |
12,241.0 |
11,002.0 |
1,239.0 |
11.0% |
204.8 |
1.8% |
20% |
False |
False |
121,008 |
| 60 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
174.7 |
1.6% |
17% |
False |
False |
98,858 |
| 80 |
12,657.5 |
11,002.0 |
1,655.5 |
14.7% |
161.8 |
1.4% |
15% |
False |
False |
74,227 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.5% |
150.2 |
1.3% |
13% |
False |
False |
59,399 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.1% |
150.6 |
1.3% |
11% |
False |
False |
49,513 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,872.9 |
|
2.618 |
11,664.8 |
|
1.618 |
11,537.3 |
|
1.000 |
11,458.5 |
|
0.618 |
11,409.8 |
|
HIGH |
11,331.0 |
|
0.618 |
11,282.3 |
|
0.500 |
11,267.3 |
|
0.382 |
11,252.2 |
|
LOW |
11,203.5 |
|
0.618 |
11,124.7 |
|
1.000 |
11,076.0 |
|
1.618 |
10,997.2 |
|
2.618 |
10,869.7 |
|
4.250 |
10,661.6 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,267.3 |
11,310.5 |
| PP |
11,260.8 |
11,289.7 |
| S1 |
11,254.4 |
11,268.8 |
|