| 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 |
6,907.00 |
6,902.25 |
-4.75 |
-0.1% |
6,537.50 |
| High |
6,943.75 |
6,967.25 |
23.50 |
0.3% |
6,967.25 |
| Low |
6,843.00 |
6,871.50 |
28.50 |
0.4% |
6,530.50 |
| Close |
6,913.25 |
6,949.50 |
36.25 |
0.5% |
6,949.50 |
| Range |
100.75 |
95.75 |
-5.00 |
-5.0% |
436.75 |
| ATR |
176.40 |
170.64 |
-5.76 |
-3.3% |
0.00 |
| Volume |
530,605 |
485,575 |
-45,030 |
-8.5% |
2,736,126 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,216.75 |
7,178.75 |
7,002.25 |
|
| R3 |
7,121.00 |
7,083.00 |
6,975.75 |
|
| R2 |
7,025.25 |
7,025.25 |
6,967.00 |
|
| R1 |
6,987.25 |
6,987.25 |
6,958.25 |
7,006.25 |
| PP |
6,929.50 |
6,929.50 |
6,929.50 |
6,939.00 |
| S1 |
6,891.50 |
6,891.50 |
6,940.75 |
6,910.50 |
| S2 |
6,833.75 |
6,833.75 |
6,932.00 |
|
| S3 |
6,738.00 |
6,795.75 |
6,923.25 |
|
| S4 |
6,642.25 |
6,700.00 |
6,896.75 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,126.00 |
7,974.50 |
7,189.75 |
|
| R3 |
7,689.25 |
7,537.75 |
7,069.50 |
|
| R2 |
7,252.50 |
7,252.50 |
7,029.50 |
|
| R1 |
7,101.00 |
7,101.00 |
6,989.50 |
7,176.75 |
| PP |
6,815.75 |
6,815.75 |
6,815.75 |
6,853.50 |
| S1 |
6,664.25 |
6,664.25 |
6,909.50 |
6,740.00 |
| S2 |
6,379.00 |
6,379.00 |
6,869.50 |
|
| S3 |
5,942.25 |
6,227.50 |
6,829.50 |
|
| S4 |
5,505.50 |
5,790.75 |
6,709.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,967.25 |
6,530.50 |
436.75 |
6.3% |
137.25 |
2.0% |
96% |
True |
False |
547,225 |
| 10 |
6,967.25 |
6,449.50 |
517.75 |
7.5% |
156.25 |
2.2% |
97% |
True |
False |
601,387 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.2% |
170.75 |
2.5% |
64% |
False |
False |
623,145 |
| 40 |
7,540.00 |
6,449.50 |
1,090.50 |
15.7% |
196.75 |
2.8% |
46% |
False |
False |
696,081 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
18.4% |
164.00 |
2.4% |
39% |
False |
False |
568,810 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
18.4% |
143.75 |
2.1% |
39% |
False |
False |
426,939 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
18.4% |
134.25 |
1.9% |
39% |
False |
False |
341,656 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
18.4% |
129.50 |
1.9% |
39% |
False |
False |
284,768 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,374.25 |
|
2.618 |
7,218.00 |
|
1.618 |
7,122.25 |
|
1.000 |
7,063.00 |
|
0.618 |
7,026.50 |
|
HIGH |
6,967.25 |
|
0.618 |
6,930.75 |
|
0.500 |
6,919.50 |
|
0.382 |
6,908.00 |
|
LOW |
6,871.50 |
|
0.618 |
6,812.25 |
|
1.000 |
6,775.75 |
|
1.618 |
6,716.50 |
|
2.618 |
6,620.75 |
|
4.250 |
6,464.50 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,939.50 |
6,912.50 |
| PP |
6,929.50 |
6,875.25 |
| S1 |
6,919.50 |
6,838.25 |
|