| 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 |
6,639.50 |
6,722.25 |
82.75 |
1.2% |
6,875.00 |
| High |
6,723.00 |
6,923.50 |
200.50 |
3.0% |
6,934.50 |
| Low |
6,613.25 |
6,709.25 |
96.00 |
1.5% |
6,449.50 |
| Close |
6,712.50 |
6,918.25 |
205.75 |
3.1% |
6,531.00 |
| Range |
109.75 |
214.25 |
104.50 |
95.2% |
485.00 |
| ATR |
179.76 |
182.22 |
2.46 |
1.4% |
0.00 |
| Volume |
577,173 |
639,404 |
62,231 |
10.8% |
2,586,247 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,493.00 |
7,420.00 |
7,036.00 |
|
| R3 |
7,278.75 |
7,205.75 |
6,977.25 |
|
| R2 |
7,064.50 |
7,064.50 |
6,957.50 |
|
| R1 |
6,991.50 |
6,991.50 |
6,938.00 |
7,028.00 |
| PP |
6,850.25 |
6,850.25 |
6,850.25 |
6,868.50 |
| S1 |
6,777.25 |
6,777.25 |
6,898.50 |
6,813.75 |
| S2 |
6,636.00 |
6,636.00 |
6,879.00 |
|
| S3 |
6,421.75 |
6,563.00 |
6,859.25 |
|
| S4 |
6,207.50 |
6,348.75 |
6,800.50 |
|
|
| 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 |
6,923.50 |
6,495.00 |
428.50 |
6.2% |
147.00 |
2.1% |
99% |
True |
False |
530,357 |
| 10 |
6,934.50 |
6,449.50 |
485.00 |
7.0% |
175.75 |
2.5% |
97% |
False |
False |
652,246 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.3% |
179.25 |
2.6% |
60% |
False |
False |
639,550 |
| 40 |
7,703.75 |
6,449.50 |
1,254.25 |
18.1% |
198.25 |
2.9% |
37% |
False |
False |
698,163 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
165.25 |
2.4% |
37% |
False |
False |
552,021 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
142.50 |
2.1% |
37% |
False |
False |
414,256 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
133.75 |
1.9% |
37% |
False |
False |
331,506 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
129.00 |
1.9% |
37% |
False |
False |
276,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,834.00 |
|
2.618 |
7,484.50 |
|
1.618 |
7,270.25 |
|
1.000 |
7,137.75 |
|
0.618 |
7,056.00 |
|
HIGH |
6,923.50 |
|
0.618 |
6,841.75 |
|
0.500 |
6,816.50 |
|
0.382 |
6,791.00 |
|
LOW |
6,709.25 |
|
0.618 |
6,576.75 |
|
1.000 |
6,495.00 |
|
1.618 |
6,362.50 |
|
2.618 |
6,148.25 |
|
4.250 |
5,798.75 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,884.25 |
6,854.50 |
| PP |
6,850.25 |
6,790.75 |
| S1 |
6,816.50 |
6,727.00 |
|