| 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 |
6,953.0 |
7,016.5 |
63.5 |
0.9% |
7,015.5 |
| High |
7,052.5 |
7,087.0 |
34.5 |
0.5% |
7,066.0 |
| Low |
6,953.0 |
6,984.5 |
31.5 |
0.5% |
6,897.0 |
| Close |
7,045.0 |
7,023.5 |
-21.5 |
-0.3% |
6,954.0 |
| Range |
99.5 |
102.5 |
3.0 |
3.0% |
169.0 |
| ATR |
107.2 |
106.8 |
-0.3 |
-0.3% |
0.0 |
| Volume |
108,801 |
90,393 |
-18,408 |
-16.9% |
473,092 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,339.0 |
7,284.0 |
7,080.0 |
|
| R3 |
7,236.5 |
7,181.5 |
7,051.5 |
|
| R2 |
7,134.0 |
7,134.0 |
7,042.5 |
|
| R1 |
7,079.0 |
7,079.0 |
7,033.0 |
7,106.5 |
| PP |
7,031.5 |
7,031.5 |
7,031.5 |
7,045.5 |
| S1 |
6,976.5 |
6,976.5 |
7,014.0 |
7,004.0 |
| S2 |
6,929.0 |
6,929.0 |
7,004.5 |
|
| S3 |
6,826.5 |
6,874.0 |
6,995.5 |
|
| S4 |
6,724.0 |
6,771.5 |
6,967.0 |
|
|
| 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 |
7,087.0 |
6,913.5 |
173.5 |
2.5% |
107.0 |
1.5% |
63% |
True |
False |
88,394 |
| 10 |
7,094.5 |
6,897.0 |
197.5 |
2.8% |
112.5 |
1.6% |
64% |
False |
False |
111,618 |
| 20 |
7,170.5 |
6,897.0 |
273.5 |
3.9% |
102.0 |
1.5% |
46% |
False |
False |
111,222 |
| 40 |
7,500.0 |
6,824.0 |
676.0 |
9.6% |
108.0 |
1.5% |
30% |
False |
False |
121,265 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
95.0 |
1.4% |
29% |
False |
False |
113,614 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
82.5 |
1.2% |
23% |
False |
False |
85,270 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
73.0 |
1.0% |
23% |
False |
False |
68,222 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
67.5 |
1.0% |
23% |
False |
False |
56,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,522.5 |
|
2.618 |
7,355.5 |
|
1.618 |
7,253.0 |
|
1.000 |
7,189.5 |
|
0.618 |
7,150.5 |
|
HIGH |
7,087.0 |
|
0.618 |
7,048.0 |
|
0.500 |
7,036.0 |
|
0.382 |
7,023.5 |
|
LOW |
6,984.5 |
|
0.618 |
6,921.0 |
|
1.000 |
6,882.0 |
|
1.618 |
6,818.5 |
|
2.618 |
6,716.0 |
|
4.250 |
6,549.0 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,036.0 |
7,016.0 |
| PP |
7,031.5 |
7,008.0 |
| S1 |
7,027.5 |
7,000.0 |
|