| 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 |
3,107.0 |
3,130.0 |
23.0 |
0.7% |
3,165.0 |
| High |
3,121.0 |
3,163.0 |
42.0 |
1.3% |
3,184.0 |
| Low |
3,094.0 |
3,130.0 |
36.0 |
1.2% |
3,082.0 |
| Close |
3,116.0 |
3,156.0 |
40.0 |
1.3% |
3,116.0 |
| Range |
27.0 |
33.0 |
6.0 |
22.2% |
102.0 |
| ATR |
46.0 |
46.1 |
0.1 |
0.2% |
0.0 |
| Volume |
15,818 |
844 |
-14,974 |
-94.7% |
189,622 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,248.7 |
3,235.3 |
3,174.2 |
|
| R3 |
3,215.7 |
3,202.3 |
3,165.1 |
|
| R2 |
3,182.7 |
3,182.7 |
3,162.1 |
|
| R1 |
3,169.3 |
3,169.3 |
3,159.0 |
3,176.0 |
| PP |
3,149.7 |
3,149.7 |
3,149.7 |
3,153.0 |
| S1 |
3,136.3 |
3,136.3 |
3,153.0 |
3,143.0 |
| S2 |
3,116.7 |
3,116.7 |
3,150.0 |
|
| S3 |
3,083.7 |
3,103.3 |
3,146.9 |
|
| S4 |
3,050.7 |
3,070.3 |
3,137.9 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,433.3 |
3,376.7 |
3,172.1 |
|
| R3 |
3,331.3 |
3,274.7 |
3,144.1 |
|
| R2 |
3,229.3 |
3,229.3 |
3,134.7 |
|
| R1 |
3,172.7 |
3,172.7 |
3,125.4 |
3,150.0 |
| PP |
3,127.3 |
3,127.3 |
3,127.3 |
3,116.0 |
| S1 |
3,070.7 |
3,070.7 |
3,106.7 |
3,048.0 |
| S2 |
3,025.3 |
3,025.3 |
3,097.3 |
|
| S3 |
2,923.3 |
2,968.7 |
3,088.0 |
|
| S4 |
2,821.3 |
2,866.7 |
3,059.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,163.0 |
3,082.0 |
81.0 |
2.6% |
31.8 |
1.0% |
91% |
True |
False |
14,456 |
| 10 |
3,219.0 |
3,082.0 |
137.0 |
4.3% |
42.2 |
1.3% |
54% |
False |
False |
22,047 |
| 20 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
38.8 |
1.2% |
47% |
False |
False |
15,029 |
| 40 |
3,400.0 |
3,073.0 |
327.0 |
10.4% |
46.5 |
1.5% |
25% |
False |
False |
12,071 |
| 60 |
3,429.0 |
3,073.0 |
356.0 |
11.3% |
39.4 |
1.2% |
23% |
False |
False |
8,991 |
| 80 |
3,478.0 |
3,073.0 |
405.0 |
12.8% |
34.4 |
1.1% |
20% |
False |
False |
6,834 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
30.7 |
1.0% |
20% |
False |
False |
5,468 |
| 120 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
28.3 |
0.9% |
20% |
False |
False |
4,736 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,303.3 |
|
2.618 |
3,249.4 |
|
1.618 |
3,216.4 |
|
1.000 |
3,196.0 |
|
0.618 |
3,183.4 |
|
HIGH |
3,163.0 |
|
0.618 |
3,150.4 |
|
0.500 |
3,146.5 |
|
0.382 |
3,142.6 |
|
LOW |
3,130.0 |
|
0.618 |
3,109.6 |
|
1.000 |
3,097.0 |
|
1.618 |
3,076.6 |
|
2.618 |
3,043.6 |
|
4.250 |
2,989.8 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,152.8 |
3,146.8 |
| PP |
3,149.7 |
3,137.7 |
| S1 |
3,146.5 |
3,128.5 |
|