| 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 |
2,650.00 |
2,633.50 |
-16.50 |
-0.6% |
2,733.00 |
| High |
2,656.25 |
2,676.25 |
20.00 |
0.8% |
2,748.00 |
| Low |
2,626.00 |
2,631.50 |
5.50 |
0.2% |
2,626.00 |
| Close |
2,629.50 |
2,670.00 |
40.50 |
1.5% |
2,629.50 |
| Range |
30.25 |
44.75 |
14.50 |
47.9% |
122.00 |
| ATR |
50.62 |
50.35 |
-0.28 |
-0.5% |
0.00 |
| Volume |
872,856 |
1,374,735 |
501,879 |
57.5% |
6,849,017 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,793.50 |
2,776.50 |
2,694.50 |
|
| R3 |
2,748.75 |
2,731.75 |
2,682.25 |
|
| R2 |
2,704.00 |
2,704.00 |
2,678.25 |
|
| R1 |
2,687.00 |
2,687.00 |
2,674.00 |
2,695.50 |
| PP |
2,659.25 |
2,659.25 |
2,659.25 |
2,663.50 |
| S1 |
2,642.25 |
2,642.25 |
2,666.00 |
2,650.75 |
| S2 |
2,614.50 |
2,614.50 |
2,661.75 |
|
| S3 |
2,569.75 |
2,597.50 |
2,657.75 |
|
| S4 |
2,525.00 |
2,552.75 |
2,645.50 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.75 |
2,953.75 |
2,696.50 |
|
| R3 |
2,911.75 |
2,831.75 |
2,663.00 |
|
| R2 |
2,789.75 |
2,789.75 |
2,651.75 |
|
| R1 |
2,709.75 |
2,709.75 |
2,640.75 |
2,688.75 |
| PP |
2,667.75 |
2,667.75 |
2,667.75 |
2,657.50 |
| S1 |
2,587.75 |
2,587.75 |
2,618.25 |
2,566.75 |
| S2 |
2,545.75 |
2,545.75 |
2,607.25 |
|
| S3 |
2,423.75 |
2,465.75 |
2,596.00 |
|
| S4 |
2,301.75 |
2,343.75 |
2,562.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,748.00 |
2,626.00 |
122.00 |
4.6% |
49.00 |
1.8% |
36% |
False |
False |
1,644,750 |
| 10 |
2,795.25 |
2,626.00 |
169.25 |
6.3% |
52.75 |
2.0% |
26% |
False |
False |
1,880,139 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.1% |
52.50 |
2.0% |
31% |
False |
False |
1,913,562 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.8% |
52.00 |
1.9% |
20% |
False |
False |
2,083,948 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.9% |
41.50 |
1.6% |
19% |
False |
False |
1,667,356 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.9% |
36.00 |
1.4% |
19% |
False |
False |
1,251,665 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.9% |
33.50 |
1.3% |
19% |
False |
False |
1,001,891 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.9% |
32.50 |
1.2% |
19% |
False |
False |
835,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,866.50 |
|
2.618 |
2,793.50 |
|
1.618 |
2,748.75 |
|
1.000 |
2,721.00 |
|
0.618 |
2,704.00 |
|
HIGH |
2,676.25 |
|
0.618 |
2,659.25 |
|
0.500 |
2,654.00 |
|
0.382 |
2,648.50 |
|
LOW |
2,631.50 |
|
0.618 |
2,603.75 |
|
1.000 |
2,586.75 |
|
1.618 |
2,559.00 |
|
2.618 |
2,514.25 |
|
4.250 |
2,441.25 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,664.50 |
2,663.75 |
| PP |
2,659.25 |
2,657.50 |
| S1 |
2,654.00 |
2,651.00 |
|