| 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 |
2,738.00 |
2,742.00 |
4.00 |
0.1% |
2,633.50 |
| High |
2,754.50 |
2,764.75 |
10.25 |
0.4% |
2,764.75 |
| Low |
2,723.25 |
2,729.00 |
5.75 |
0.2% |
2,631.50 |
| Close |
2,744.25 |
2,758.25 |
14.00 |
0.5% |
2,758.25 |
| Range |
31.25 |
35.75 |
4.50 |
14.4% |
133.25 |
| ATR |
48.73 |
47.80 |
-0.93 |
-1.9% |
0.00 |
| Volume |
1,489,330 |
1,475,346 |
-13,984 |
-0.9% |
7,708,574 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,858.00 |
2,843.75 |
2,778.00 |
|
| R3 |
2,822.25 |
2,808.00 |
2,768.00 |
|
| R2 |
2,786.50 |
2,786.50 |
2,764.75 |
|
| R1 |
2,772.25 |
2,772.25 |
2,761.50 |
2,779.50 |
| PP |
2,750.75 |
2,750.75 |
2,750.75 |
2,754.25 |
| S1 |
2,736.50 |
2,736.50 |
2,755.00 |
2,743.50 |
| S2 |
2,715.00 |
2,715.00 |
2,751.75 |
|
| S3 |
2,679.25 |
2,700.75 |
2,748.50 |
|
| S4 |
2,643.50 |
2,665.00 |
2,738.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,118.00 |
3,071.25 |
2,831.50 |
|
| R3 |
2,984.75 |
2,938.00 |
2,795.00 |
|
| R2 |
2,851.50 |
2,851.50 |
2,782.75 |
|
| R1 |
2,804.75 |
2,804.75 |
2,770.50 |
2,828.00 |
| PP |
2,718.25 |
2,718.25 |
2,718.25 |
2,729.75 |
| S1 |
2,671.50 |
2,671.50 |
2,746.00 |
2,695.00 |
| S2 |
2,585.00 |
2,585.00 |
2,733.75 |
|
| S3 |
2,451.75 |
2,538.25 |
2,721.50 |
|
| S4 |
2,318.50 |
2,405.00 |
2,685.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,764.75 |
2,631.50 |
133.25 |
4.8% |
41.50 |
1.5% |
95% |
True |
False |
1,541,714 |
| 10 |
2,764.75 |
2,626.00 |
138.75 |
5.0% |
44.75 |
1.6% |
95% |
True |
False |
1,643,270 |
| 20 |
2,818.00 |
2,626.00 |
192.00 |
7.0% |
48.00 |
1.7% |
69% |
False |
False |
1,751,266 |
| 40 |
2,915.50 |
2,603.00 |
312.50 |
11.3% |
53.50 |
1.9% |
50% |
False |
False |
2,097,723 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
42.75 |
1.5% |
45% |
False |
False |
1,771,224 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
37.50 |
1.4% |
45% |
False |
False |
1,330,747 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
34.00 |
1.2% |
45% |
False |
False |
1,065,118 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
33.25 |
1.2% |
45% |
False |
False |
888,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,916.75 |
|
2.618 |
2,858.25 |
|
1.618 |
2,822.50 |
|
1.000 |
2,800.50 |
|
0.618 |
2,786.75 |
|
HIGH |
2,764.75 |
|
0.618 |
2,751.00 |
|
0.500 |
2,747.00 |
|
0.382 |
2,742.75 |
|
LOW |
2,729.00 |
|
0.618 |
2,707.00 |
|
1.000 |
2,693.25 |
|
1.618 |
2,671.25 |
|
2.618 |
2,635.50 |
|
4.250 |
2,577.00 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,754.50 |
2,746.50 |
| PP |
2,750.75 |
2,734.75 |
| S1 |
2,747.00 |
2,723.00 |
|