| 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 |
2,633.50 |
2,661.00 |
27.50 |
1.0% |
2,733.00 |
| High |
2,676.25 |
2,686.75 |
10.50 |
0.4% |
2,748.00 |
| Low |
2,631.50 |
2,655.25 |
23.75 |
0.9% |
2,626.00 |
| Close |
2,670.00 |
2,683.50 |
13.50 |
0.5% |
2,629.50 |
| Range |
44.75 |
31.50 |
-13.25 |
-29.6% |
122.00 |
| ATR |
50.35 |
49.00 |
-1.35 |
-2.7% |
0.00 |
| Volume |
1,374,735 |
1,503,048 |
128,313 |
9.3% |
6,849,017 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,769.75 |
2,758.00 |
2,700.75 |
|
| R3 |
2,738.25 |
2,726.50 |
2,692.25 |
|
| R2 |
2,706.75 |
2,706.75 |
2,689.25 |
|
| R1 |
2,695.00 |
2,695.00 |
2,686.50 |
2,701.00 |
| PP |
2,675.25 |
2,675.25 |
2,675.25 |
2,678.00 |
| S1 |
2,663.50 |
2,663.50 |
2,680.50 |
2,669.50 |
| S2 |
2,643.75 |
2,643.75 |
2,677.75 |
|
| S3 |
2,612.25 |
2,632.00 |
2,674.75 |
|
| S4 |
2,580.75 |
2,600.50 |
2,666.25 |
|
|
| 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 |
2,696.75 |
2,626.00 |
70.75 |
2.6% |
42.00 |
1.6% |
81% |
False |
False |
1,547,736 |
| 10 |
2,755.75 |
2,626.00 |
129.75 |
4.8% |
48.50 |
1.8% |
44% |
False |
False |
1,838,314 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.2% |
49.00 |
1.8% |
30% |
False |
False |
1,849,386 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.7% |
52.25 |
1.9% |
24% |
False |
False |
2,090,525 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
41.75 |
1.6% |
23% |
False |
False |
1,692,159 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
36.25 |
1.4% |
23% |
False |
False |
1,270,435 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
33.50 |
1.2% |
23% |
False |
False |
1,016,903 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
32.50 |
1.2% |
23% |
False |
False |
847,829 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,820.50 |
|
2.618 |
2,769.25 |
|
1.618 |
2,737.75 |
|
1.000 |
2,718.25 |
|
0.618 |
2,706.25 |
|
HIGH |
2,686.75 |
|
0.618 |
2,674.75 |
|
0.500 |
2,671.00 |
|
0.382 |
2,667.25 |
|
LOW |
2,655.25 |
|
0.618 |
2,635.75 |
|
1.000 |
2,623.75 |
|
1.618 |
2,604.25 |
|
2.618 |
2,572.75 |
|
4.250 |
2,521.50 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,679.25 |
2,674.50 |
| PP |
2,675.25 |
2,665.50 |
| S1 |
2,671.00 |
2,656.50 |
|