| 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 |
6,722.25 |
6,907.00 |
184.75 |
2.7% |
6,875.00 |
| High |
6,923.50 |
6,943.75 |
20.25 |
0.3% |
6,934.50 |
| Low |
6,709.25 |
6,843.00 |
133.75 |
2.0% |
6,449.50 |
| Close |
6,918.25 |
6,913.25 |
-5.00 |
-0.1% |
6,531.00 |
| Range |
214.25 |
100.75 |
-113.50 |
-53.0% |
485.00 |
| ATR |
182.22 |
176.40 |
-5.82 |
-3.2% |
0.00 |
| Volume |
639,404 |
530,605 |
-108,799 |
-17.0% |
2,586,247 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,202.25 |
7,158.50 |
6,968.75 |
|
| R3 |
7,101.50 |
7,057.75 |
6,941.00 |
|
| R2 |
7,000.75 |
7,000.75 |
6,931.75 |
|
| R1 |
6,957.00 |
6,957.00 |
6,922.50 |
6,979.00 |
| PP |
6,900.00 |
6,900.00 |
6,900.00 |
6,911.00 |
| S1 |
6,856.25 |
6,856.25 |
6,904.00 |
6,878.00 |
| S2 |
6,799.25 |
6,799.25 |
6,894.75 |
|
| S3 |
6,698.50 |
6,755.50 |
6,885.50 |
|
| S4 |
6,597.75 |
6,654.75 |
6,857.75 |
|
|
| 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 |
6,943.75 |
6,495.00 |
448.75 |
6.5% |
139.50 |
2.0% |
93% |
True |
False |
522,618 |
| 10 |
6,943.75 |
6,449.50 |
494.25 |
7.1% |
167.50 |
2.4% |
94% |
True |
False |
632,176 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.3% |
173.25 |
2.5% |
59% |
False |
False |
628,320 |
| 40 |
7,651.00 |
6,449.50 |
1,201.50 |
17.4% |
199.00 |
2.9% |
39% |
False |
False |
701,564 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
164.50 |
2.4% |
36% |
False |
False |
560,800 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
143.25 |
2.1% |
36% |
False |
False |
420,883 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
134.00 |
1.9% |
36% |
False |
False |
336,806 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.5% |
129.25 |
1.9% |
36% |
False |
False |
280,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,372.00 |
|
2.618 |
7,207.50 |
|
1.618 |
7,106.75 |
|
1.000 |
7,044.50 |
|
0.618 |
7,006.00 |
|
HIGH |
6,943.75 |
|
0.618 |
6,905.25 |
|
0.500 |
6,893.50 |
|
0.382 |
6,881.50 |
|
LOW |
6,843.00 |
|
0.618 |
6,780.75 |
|
1.000 |
6,742.25 |
|
1.618 |
6,680.00 |
|
2.618 |
6,579.25 |
|
4.250 |
6,414.75 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,906.50 |
6,868.25 |
| PP |
6,900.00 |
6,823.50 |
| S1 |
6,893.50 |
6,778.50 |
|