| 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 |
3,130.0 |
3,150.0 |
20.0 |
0.6% |
3,165.0 |
| High |
3,163.0 |
3,168.0 |
5.0 |
0.2% |
3,184.0 |
| Low |
3,130.0 |
3,132.0 |
2.0 |
0.1% |
3,082.0 |
| Close |
3,156.0 |
3,148.0 |
-8.0 |
-0.3% |
3,116.0 |
| Range |
33.0 |
36.0 |
3.0 |
9.1% |
102.0 |
| ATR |
46.1 |
45.4 |
-0.7 |
-1.6% |
0.0 |
| Volume |
844 |
696 |
-148 |
-17.5% |
189,622 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,257.3 |
3,238.7 |
3,167.8 |
|
| R3 |
3,221.3 |
3,202.7 |
3,157.9 |
|
| R2 |
3,185.3 |
3,185.3 |
3,154.6 |
|
| R1 |
3,166.7 |
3,166.7 |
3,151.3 |
3,158.0 |
| PP |
3,149.3 |
3,149.3 |
3,149.3 |
3,145.0 |
| S1 |
3,130.7 |
3,130.7 |
3,144.7 |
3,122.0 |
| S2 |
3,113.3 |
3,113.3 |
3,141.4 |
|
| S3 |
3,077.3 |
3,094.7 |
3,138.1 |
|
| S4 |
3,041.3 |
3,058.7 |
3,128.2 |
|
|
| 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 |
3,168.0 |
3,094.0 |
74.0 |
2.4% |
30.0 |
1.0% |
73% |
True |
False |
8,409 |
| 10 |
3,219.0 |
3,082.0 |
137.0 |
4.4% |
42.9 |
1.4% |
48% |
False |
False |
22,101 |
| 20 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
38.4 |
1.2% |
42% |
False |
False |
14,939 |
| 40 |
3,400.0 |
3,073.0 |
327.0 |
10.4% |
46.8 |
1.5% |
23% |
False |
False |
12,064 |
| 60 |
3,429.0 |
3,073.0 |
356.0 |
11.3% |
39.0 |
1.2% |
21% |
False |
False |
8,953 |
| 80 |
3,466.0 |
3,073.0 |
393.0 |
12.5% |
34.6 |
1.1% |
19% |
False |
False |
6,842 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
31.0 |
1.0% |
18% |
False |
False |
5,475 |
| 120 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
28.6 |
0.9% |
18% |
False |
False |
4,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,321.0 |
|
2.618 |
3,262.2 |
|
1.618 |
3,226.2 |
|
1.000 |
3,204.0 |
|
0.618 |
3,190.2 |
|
HIGH |
3,168.0 |
|
0.618 |
3,154.2 |
|
0.500 |
3,150.0 |
|
0.382 |
3,145.8 |
|
LOW |
3,132.0 |
|
0.618 |
3,109.8 |
|
1.000 |
3,096.0 |
|
1.618 |
3,073.8 |
|
2.618 |
3,037.8 |
|
4.250 |
2,979.0 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,150.0 |
3,142.3 |
| PP |
3,149.3 |
3,136.7 |
| S1 |
3,148.7 |
3,131.0 |
|