| 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 |
2,661.00 |
2,686.25 |
25.25 |
0.9% |
2,733.00 |
| High |
2,686.75 |
2,745.00 |
58.25 |
2.2% |
2,748.00 |
| Low |
2,655.25 |
2,681.00 |
25.75 |
1.0% |
2,626.00 |
| Close |
2,683.50 |
2,741.50 |
58.00 |
2.2% |
2,629.50 |
| Range |
31.50 |
64.00 |
32.50 |
103.2% |
122.00 |
| ATR |
49.00 |
50.07 |
1.07 |
2.2% |
0.00 |
| Volume |
1,503,048 |
1,866,115 |
363,067 |
24.2% |
6,849,017 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.50 |
2,892.00 |
2,776.75 |
|
| R3 |
2,850.50 |
2,828.00 |
2,759.00 |
|
| R2 |
2,786.50 |
2,786.50 |
2,753.25 |
|
| R1 |
2,764.00 |
2,764.00 |
2,747.25 |
2,775.25 |
| PP |
2,722.50 |
2,722.50 |
2,722.50 |
2,728.00 |
| S1 |
2,700.00 |
2,700.00 |
2,735.75 |
2,711.25 |
| S2 |
2,658.50 |
2,658.50 |
2,729.75 |
|
| S3 |
2,594.50 |
2,636.00 |
2,724.00 |
|
| S4 |
2,530.50 |
2,572.00 |
2,706.25 |
|
|
| 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 |
2,745.00 |
2,626.00 |
119.00 |
4.3% |
42.00 |
1.5% |
97% |
True |
False |
1,414,334 |
| 10 |
2,748.75 |
2,626.00 |
122.75 |
4.5% |
50.75 |
1.9% |
94% |
False |
False |
1,814,738 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.0% |
49.25 |
1.8% |
60% |
False |
False |
1,817,522 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.5% |
53.25 |
1.9% |
41% |
False |
False |
2,108,866 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
42.50 |
1.5% |
40% |
False |
False |
1,722,984 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
36.75 |
1.3% |
40% |
False |
False |
1,293,743 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
33.75 |
1.2% |
40% |
False |
False |
1,035,542 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
33.00 |
1.2% |
40% |
False |
False |
863,374 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,017.00 |
|
2.618 |
2,912.50 |
|
1.618 |
2,848.50 |
|
1.000 |
2,809.00 |
|
0.618 |
2,784.50 |
|
HIGH |
2,745.00 |
|
0.618 |
2,720.50 |
|
0.500 |
2,713.00 |
|
0.382 |
2,705.50 |
|
LOW |
2,681.00 |
|
0.618 |
2,641.50 |
|
1.000 |
2,617.00 |
|
1.618 |
2,577.50 |
|
2.618 |
2,513.50 |
|
4.250 |
2,409.00 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,732.00 |
2,723.75 |
| PP |
2,722.50 |
2,706.00 |
| S1 |
2,713.00 |
2,688.25 |
|