| 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 |
6,537.50 |
6,639.50 |
102.00 |
1.6% |
6,875.00 |
| High |
6,696.50 |
6,723.00 |
26.50 |
0.4% |
6,934.50 |
| Low |
6,530.50 |
6,613.25 |
82.75 |
1.3% |
6,449.50 |
| Close |
6,673.25 |
6,712.50 |
39.25 |
0.6% |
6,531.00 |
| Range |
166.00 |
109.75 |
-56.25 |
-33.9% |
485.00 |
| ATR |
185.14 |
179.76 |
-5.39 |
-2.9% |
0.00 |
| Volume |
503,369 |
577,173 |
73,804 |
14.7% |
2,586,247 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,012.25 |
6,972.00 |
6,772.75 |
|
| R3 |
6,902.50 |
6,862.25 |
6,742.75 |
|
| R2 |
6,792.75 |
6,792.75 |
6,732.50 |
|
| R1 |
6,752.50 |
6,752.50 |
6,722.50 |
6,772.50 |
| PP |
6,683.00 |
6,683.00 |
6,683.00 |
6,693.00 |
| S1 |
6,642.75 |
6,642.75 |
6,702.50 |
6,663.00 |
| S2 |
6,573.25 |
6,573.25 |
6,692.50 |
|
| S3 |
6,463.50 |
6,533.00 |
6,682.25 |
|
| S4 |
6,353.75 |
6,423.25 |
6,652.25 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,093.25 |
7,797.25 |
6,797.75 |
|
| R3 |
7,608.25 |
7,312.25 |
6,664.50 |
|
| R2 |
7,123.25 |
7,123.25 |
6,620.00 |
|
| R1 |
6,827.25 |
6,827.25 |
6,575.50 |
6,732.75 |
| PP |
6,638.25 |
6,638.25 |
6,638.25 |
6,591.00 |
| S1 |
6,342.25 |
6,342.25 |
6,486.50 |
6,247.75 |
| S2 |
6,153.25 |
6,153.25 |
6,442.00 |
|
| S3 |
5,668.25 |
5,857.25 |
6,397.50 |
|
| S4 |
5,183.25 |
5,372.25 |
6,264.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,723.00 |
6,449.50 |
273.50 |
4.1% |
148.25 |
2.2% |
96% |
True |
False |
584,570 |
| 10 |
6,962.00 |
6,449.50 |
512.50 |
7.6% |
170.50 |
2.5% |
51% |
False |
False |
659,458 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.6% |
178.00 |
2.7% |
34% |
False |
False |
649,207 |
| 40 |
7,712.75 |
6,449.50 |
1,263.25 |
18.8% |
194.75 |
2.9% |
21% |
False |
False |
691,992 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
163.50 |
2.4% |
21% |
False |
False |
541,406 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
140.50 |
2.1% |
21% |
False |
False |
406,267 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
132.25 |
2.0% |
21% |
False |
False |
325,114 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.1% |
127.75 |
1.9% |
21% |
False |
False |
270,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,189.50 |
|
2.618 |
7,010.25 |
|
1.618 |
6,900.50 |
|
1.000 |
6,832.75 |
|
0.618 |
6,790.75 |
|
HIGH |
6,723.00 |
|
0.618 |
6,681.00 |
|
0.500 |
6,668.00 |
|
0.382 |
6,655.25 |
|
LOW |
6,613.25 |
|
0.618 |
6,545.50 |
|
1.000 |
6,503.50 |
|
1.618 |
6,435.75 |
|
2.618 |
6,326.00 |
|
4.250 |
6,146.75 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,697.75 |
6,678.00 |
| PP |
6,683.00 |
6,643.50 |
| S1 |
6,668.00 |
6,609.00 |
|