| 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 |
2,686.25 |
2,738.00 |
51.75 |
1.9% |
2,733.00 |
| High |
2,745.00 |
2,754.50 |
9.50 |
0.3% |
2,748.00 |
| Low |
2,681.00 |
2,723.25 |
42.25 |
1.6% |
2,626.00 |
| Close |
2,741.50 |
2,744.25 |
2.75 |
0.1% |
2,629.50 |
| Range |
64.00 |
31.25 |
-32.75 |
-51.2% |
122.00 |
| ATR |
50.07 |
48.73 |
-1.34 |
-2.7% |
0.00 |
| Volume |
1,866,115 |
1,489,330 |
-376,785 |
-20.2% |
6,849,017 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,834.50 |
2,820.50 |
2,761.50 |
|
| R3 |
2,803.25 |
2,789.25 |
2,752.75 |
|
| R2 |
2,772.00 |
2,772.00 |
2,750.00 |
|
| R1 |
2,758.00 |
2,758.00 |
2,747.00 |
2,765.00 |
| PP |
2,740.75 |
2,740.75 |
2,740.75 |
2,744.00 |
| S1 |
2,726.75 |
2,726.75 |
2,741.50 |
2,733.75 |
| S2 |
2,709.50 |
2,709.50 |
2,738.50 |
|
| S3 |
2,678.25 |
2,695.50 |
2,735.75 |
|
| S4 |
2,647.00 |
2,664.25 |
2,727.00 |
|
|
| 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 |
2,754.50 |
2,626.00 |
128.50 |
4.7% |
40.25 |
1.5% |
92% |
True |
False |
1,421,216 |
| 10 |
2,754.50 |
2,626.00 |
128.50 |
4.7% |
47.75 |
1.7% |
92% |
True |
False |
1,734,121 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.0% |
48.00 |
1.8% |
62% |
False |
False |
1,768,506 |
| 40 |
2,926.25 |
2,603.00 |
323.25 |
11.8% |
53.75 |
2.0% |
44% |
False |
False |
2,114,986 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
42.50 |
1.5% |
41% |
False |
False |
1,747,400 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
37.00 |
1.4% |
41% |
False |
False |
1,312,324 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
34.00 |
1.2% |
41% |
False |
False |
1,050,409 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
33.00 |
1.2% |
41% |
False |
False |
875,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.25 |
|
2.618 |
2,836.25 |
|
1.618 |
2,805.00 |
|
1.000 |
2,785.75 |
|
0.618 |
2,773.75 |
|
HIGH |
2,754.50 |
|
0.618 |
2,742.50 |
|
0.500 |
2,739.00 |
|
0.382 |
2,735.25 |
|
LOW |
2,723.25 |
|
0.618 |
2,704.00 |
|
1.000 |
2,692.00 |
|
1.618 |
2,672.75 |
|
2.618 |
2,641.50 |
|
4.250 |
2,590.50 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,742.50 |
2,731.00 |
| PP |
2,740.75 |
2,718.00 |
| S1 |
2,739.00 |
2,705.00 |
|