| Trading Metrics calculated at close of trading on 26-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,975.0 |
6,953.0 |
-22.0 |
-0.3% |
7,015.5 |
| High |
6,990.0 |
7,052.5 |
62.5 |
0.9% |
7,066.0 |
| Low |
6,913.5 |
6,953.0 |
39.5 |
0.6% |
6,897.0 |
| Close |
6,954.0 |
7,045.0 |
91.0 |
1.3% |
6,954.0 |
| Range |
76.5 |
99.5 |
23.0 |
30.1% |
169.0 |
| ATR |
107.7 |
107.2 |
-0.6 |
-0.5% |
0.0 |
| Volume |
65,168 |
108,801 |
43,633 |
67.0% |
473,092 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,315.5 |
7,279.5 |
7,099.5 |
|
| R3 |
7,216.0 |
7,180.0 |
7,072.5 |
|
| R2 |
7,116.5 |
7,116.5 |
7,063.0 |
|
| R1 |
7,080.5 |
7,080.5 |
7,054.0 |
7,098.5 |
| PP |
7,017.0 |
7,017.0 |
7,017.0 |
7,026.0 |
| S1 |
6,981.0 |
6,981.0 |
7,036.0 |
6,999.0 |
| S2 |
6,917.5 |
6,917.5 |
7,027.0 |
|
| S3 |
6,818.0 |
6,881.5 |
7,017.5 |
|
| S4 |
6,718.5 |
6,782.0 |
6,990.5 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,479.5 |
7,385.5 |
7,047.0 |
|
| R3 |
7,310.5 |
7,216.5 |
7,000.5 |
|
| R2 |
7,141.5 |
7,141.5 |
6,985.0 |
|
| R1 |
7,047.5 |
7,047.5 |
6,969.5 |
7,010.0 |
| PP |
6,972.5 |
6,972.5 |
6,972.5 |
6,953.5 |
| S1 |
6,878.5 |
6,878.5 |
6,938.5 |
6,841.0 |
| S2 |
6,803.5 |
6,803.5 |
6,923.0 |
|
| S3 |
6,634.5 |
6,709.5 |
6,907.5 |
|
| S4 |
6,465.5 |
6,540.5 |
6,861.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,061.0 |
6,897.0 |
164.0 |
2.3% |
108.0 |
1.5% |
90% |
False |
False |
96,326 |
| 10 |
7,094.5 |
6,897.0 |
197.5 |
2.8% |
111.0 |
1.6% |
75% |
False |
False |
113,637 |
| 20 |
7,170.5 |
6,897.0 |
273.5 |
3.9% |
102.0 |
1.4% |
54% |
False |
False |
112,923 |
| 40 |
7,500.0 |
6,824.0 |
676.0 |
9.6% |
107.0 |
1.5% |
33% |
False |
False |
121,397 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
95.0 |
1.3% |
32% |
False |
False |
112,120 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
82.0 |
1.2% |
25% |
False |
False |
84,141 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
72.5 |
1.0% |
25% |
False |
False |
67,318 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.4% |
66.5 |
0.9% |
25% |
False |
False |
56,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,475.5 |
|
2.618 |
7,313.0 |
|
1.618 |
7,213.5 |
|
1.000 |
7,152.0 |
|
0.618 |
7,114.0 |
|
HIGH |
7,052.5 |
|
0.618 |
7,014.5 |
|
0.500 |
7,003.0 |
|
0.382 |
6,991.0 |
|
LOW |
6,953.0 |
|
0.618 |
6,891.5 |
|
1.000 |
6,853.5 |
|
1.618 |
6,792.0 |
|
2.618 |
6,692.5 |
|
4.250 |
6,530.0 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,031.0 |
7,025.5 |
| PP |
7,017.0 |
7,006.0 |
| S1 |
7,003.0 |
6,986.0 |
|