| 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 |
7,016.5 |
7,040.0 |
23.5 |
0.3% |
7,015.5 |
| High |
7,087.0 |
7,077.5 |
-9.5 |
-0.1% |
7,066.0 |
| Low |
6,984.5 |
6,988.5 |
4.0 |
0.1% |
6,897.0 |
| Close |
7,023.5 |
7,008.5 |
-15.0 |
-0.2% |
6,954.0 |
| Range |
102.5 |
89.0 |
-13.5 |
-13.2% |
169.0 |
| ATR |
106.8 |
105.6 |
-1.3 |
-1.2% |
0.0 |
| Volume |
90,393 |
92,518 |
2,125 |
2.4% |
473,092 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,292.0 |
7,239.0 |
7,057.5 |
|
| R3 |
7,203.0 |
7,150.0 |
7,033.0 |
|
| R2 |
7,114.0 |
7,114.0 |
7,025.0 |
|
| R1 |
7,061.0 |
7,061.0 |
7,016.5 |
7,043.0 |
| PP |
7,025.0 |
7,025.0 |
7,025.0 |
7,016.0 |
| S1 |
6,972.0 |
6,972.0 |
7,000.5 |
6,954.0 |
| S2 |
6,936.0 |
6,936.0 |
6,992.0 |
|
| S3 |
6,847.0 |
6,883.0 |
6,984.0 |
|
| S4 |
6,758.0 |
6,794.0 |
6,959.5 |
|
|
| 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 |
7,087.0 |
6,913.5 |
173.5 |
2.5% |
96.0 |
1.4% |
55% |
False |
False |
85,562 |
| 10 |
7,094.0 |
6,897.0 |
197.0 |
2.8% |
108.0 |
1.5% |
57% |
False |
False |
107,747 |
| 20 |
7,170.5 |
6,897.0 |
273.5 |
3.9% |
102.0 |
1.5% |
41% |
False |
False |
108,297 |
| 40 |
7,500.0 |
6,824.0 |
676.0 |
9.6% |
109.0 |
1.6% |
27% |
False |
False |
121,582 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
95.0 |
1.4% |
26% |
False |
False |
115,104 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
83.0 |
1.2% |
21% |
False |
False |
86,427 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
74.0 |
1.1% |
21% |
False |
False |
69,147 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
68.0 |
1.0% |
21% |
False |
False |
57,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,456.0 |
|
2.618 |
7,310.5 |
|
1.618 |
7,221.5 |
|
1.000 |
7,166.5 |
|
0.618 |
7,132.5 |
|
HIGH |
7,077.5 |
|
0.618 |
7,043.5 |
|
0.500 |
7,033.0 |
|
0.382 |
7,022.5 |
|
LOW |
6,988.5 |
|
0.618 |
6,933.5 |
|
1.000 |
6,899.5 |
|
1.618 |
6,844.5 |
|
2.618 |
6,755.5 |
|
4.250 |
6,610.0 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,033.0 |
7,020.0 |
| PP |
7,025.0 |
7,016.0 |
| S1 |
7,016.5 |
7,012.5 |
|