| 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 |
6,561.75 |
6,666.75 |
105.00 |
1.6% |
6,901.25 |
| High |
6,724.75 |
6,752.00 |
27.25 |
0.4% |
6,963.75 |
| Low |
6,560.00 |
6,643.75 |
83.75 |
1.3% |
6,479.25 |
| Close |
6,702.25 |
6,741.50 |
39.25 |
0.6% |
6,559.75 |
| Range |
164.75 |
108.25 |
-56.50 |
-34.3% |
484.50 |
| ATR |
182.57 |
177.27 |
-5.31 |
-2.9% |
0.00 |
| Volume |
1,249 |
2,383 |
1,134 |
90.8% |
11,802 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,037.25 |
6,997.50 |
6,801.00 |
|
| R3 |
6,929.00 |
6,889.25 |
6,771.25 |
|
| R2 |
6,820.75 |
6,820.75 |
6,761.25 |
|
| R1 |
6,781.00 |
6,781.00 |
6,751.50 |
6,801.00 |
| PP |
6,712.50 |
6,712.50 |
6,712.50 |
6,722.25 |
| S1 |
6,672.75 |
6,672.75 |
6,731.50 |
6,692.50 |
| S2 |
6,604.25 |
6,604.25 |
6,721.75 |
|
| S3 |
6,496.00 |
6,564.50 |
6,711.75 |
|
| S4 |
6,387.75 |
6,456.25 |
6,682.00 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,121.00 |
7,825.00 |
6,826.25 |
|
| R3 |
7,636.50 |
7,340.50 |
6,693.00 |
|
| R2 |
7,152.00 |
7,152.00 |
6,648.50 |
|
| R1 |
6,856.00 |
6,856.00 |
6,604.25 |
6,761.75 |
| PP |
6,667.50 |
6,667.50 |
6,667.50 |
6,620.50 |
| S1 |
6,371.50 |
6,371.50 |
6,515.25 |
6,277.25 |
| S2 |
6,183.00 |
6,183.00 |
6,471.00 |
|
| S3 |
5,698.50 |
5,887.00 |
6,426.50 |
|
| S4 |
5,214.00 |
5,402.50 |
6,293.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,752.00 |
6,479.25 |
272.75 |
4.0% |
146.50 |
2.2% |
96% |
True |
False |
2,450 |
| 10 |
6,992.50 |
6,479.25 |
513.25 |
7.6% |
168.00 |
2.5% |
51% |
False |
False |
2,326 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.6% |
175.50 |
2.6% |
34% |
False |
False |
1,887 |
| 40 |
7,750.00 |
6,479.25 |
1,270.75 |
18.8% |
192.25 |
2.9% |
21% |
False |
False |
1,871 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.1% |
158.00 |
2.3% |
20% |
False |
False |
1,332 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,212.00 |
|
2.618 |
7,035.50 |
|
1.618 |
6,927.25 |
|
1.000 |
6,860.25 |
|
0.618 |
6,819.00 |
|
HIGH |
6,752.00 |
|
0.618 |
6,710.75 |
|
0.500 |
6,698.00 |
|
0.382 |
6,685.00 |
|
LOW |
6,643.75 |
|
0.618 |
6,576.75 |
|
1.000 |
6,535.50 |
|
1.618 |
6,468.50 |
|
2.618 |
6,360.25 |
|
4.250 |
6,183.75 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,727.00 |
6,707.25 |
| PP |
6,712.50 |
6,673.00 |
| S1 |
6,698.00 |
6,638.75 |
|