| 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 |
6,666.75 |
6,749.50 |
82.75 |
1.2% |
6,901.25 |
| High |
6,752.00 |
6,950.50 |
198.50 |
2.9% |
6,963.75 |
| Low |
6,643.75 |
6,738.50 |
94.75 |
1.4% |
6,479.25 |
| Close |
6,741.50 |
6,947.25 |
205.75 |
3.1% |
6,559.75 |
| Range |
108.25 |
212.00 |
103.75 |
95.8% |
484.50 |
| ATR |
177.27 |
179.75 |
2.48 |
1.4% |
0.00 |
| Volume |
2,383 |
4,387 |
2,004 |
84.1% |
11,802 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,514.75 |
7,443.00 |
7,063.75 |
|
| R3 |
7,302.75 |
7,231.00 |
7,005.50 |
|
| R2 |
7,090.75 |
7,090.75 |
6,986.00 |
|
| R1 |
7,019.00 |
7,019.00 |
6,966.75 |
7,055.00 |
| PP |
6,878.75 |
6,878.75 |
6,878.75 |
6,896.75 |
| S1 |
6,807.00 |
6,807.00 |
6,927.75 |
6,843.00 |
| S2 |
6,666.75 |
6,666.75 |
6,908.50 |
|
| S3 |
6,454.75 |
6,595.00 |
6,889.00 |
|
| S4 |
6,242.75 |
6,383.00 |
6,830.75 |
|
|
| 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 |
6,950.50 |
6,525.50 |
425.00 |
6.1% |
144.75 |
2.1% |
99% |
True |
False |
2,186 |
| 10 |
6,963.75 |
6,479.25 |
484.50 |
7.0% |
173.50 |
2.5% |
97% |
False |
False |
2,664 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.3% |
177.00 |
2.5% |
60% |
False |
False |
1,970 |
| 40 |
7,740.25 |
6,479.25 |
1,261.00 |
18.2% |
195.50 |
2.8% |
37% |
False |
False |
1,957 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
18.5% |
160.00 |
2.3% |
36% |
False |
False |
1,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,851.50 |
|
2.618 |
7,505.50 |
|
1.618 |
7,293.50 |
|
1.000 |
7,162.50 |
|
0.618 |
7,081.50 |
|
HIGH |
6,950.50 |
|
0.618 |
6,869.50 |
|
0.500 |
6,844.50 |
|
0.382 |
6,819.50 |
|
LOW |
6,738.50 |
|
0.618 |
6,607.50 |
|
1.000 |
6,526.50 |
|
1.618 |
6,395.50 |
|
2.618 |
6,183.50 |
|
4.250 |
5,837.50 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,913.00 |
6,883.25 |
| PP |
6,878.75 |
6,819.25 |
| S1 |
6,844.50 |
6,755.25 |
|