| Trading Metrics calculated at close of trading on 30-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,937.50 |
6,931.00 |
-6.50 |
-0.1% |
6,561.75 |
| High |
6,973.00 |
6,995.00 |
22.00 |
0.3% |
6,995.00 |
| Low |
6,873.75 |
6,902.50 |
28.75 |
0.4% |
6,560.00 |
| Close |
6,943.00 |
6,978.50 |
35.50 |
0.5% |
6,978.50 |
| Range |
99.25 |
92.50 |
-6.75 |
-6.8% |
435.00 |
| ATR |
174.00 |
168.18 |
-5.82 |
-3.3% |
0.00 |
| Volume |
2,800 |
1,382 |
-1,418 |
-50.6% |
12,201 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,236.25 |
7,199.75 |
7,029.50 |
|
| R3 |
7,143.75 |
7,107.25 |
7,004.00 |
|
| R2 |
7,051.25 |
7,051.25 |
6,995.50 |
|
| R1 |
7,014.75 |
7,014.75 |
6,987.00 |
7,033.00 |
| PP |
6,958.75 |
6,958.75 |
6,958.75 |
6,967.75 |
| S1 |
6,922.25 |
6,922.25 |
6,970.00 |
6,940.50 |
| S2 |
6,866.25 |
6,866.25 |
6,961.50 |
|
| S3 |
6,773.75 |
6,829.75 |
6,953.00 |
|
| S4 |
6,681.25 |
6,737.25 |
6,927.50 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,149.50 |
7,999.00 |
7,217.75 |
|
| R3 |
7,714.50 |
7,564.00 |
7,098.00 |
|
| R2 |
7,279.50 |
7,279.50 |
7,058.25 |
|
| R1 |
7,129.00 |
7,129.00 |
7,018.50 |
7,204.25 |
| PP |
6,844.50 |
6,844.50 |
6,844.50 |
6,882.00 |
| S1 |
6,694.00 |
6,694.00 |
6,938.50 |
6,769.25 |
| S2 |
6,409.50 |
6,409.50 |
6,898.75 |
|
| S3 |
5,974.50 |
6,259.00 |
6,859.00 |
|
| S4 |
5,539.50 |
5,824.00 |
6,739.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,995.00 |
6,560.00 |
435.00 |
6.2% |
135.25 |
1.9% |
96% |
True |
False |
2,440 |
| 10 |
6,995.00 |
6,479.25 |
515.75 |
7.4% |
154.25 |
2.2% |
97% |
True |
False |
2,579 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.2% |
168.25 |
2.4% |
64% |
False |
False |
2,014 |
| 40 |
7,576.25 |
6,479.25 |
1,097.00 |
15.7% |
194.00 |
2.8% |
46% |
False |
False |
1,976 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
18.4% |
160.00 |
2.3% |
39% |
False |
False |
1,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,388.00 |
|
2.618 |
7,237.25 |
|
1.618 |
7,144.75 |
|
1.000 |
7,087.50 |
|
0.618 |
7,052.25 |
|
HIGH |
6,995.00 |
|
0.618 |
6,959.75 |
|
0.500 |
6,948.75 |
|
0.382 |
6,937.75 |
|
LOW |
6,902.50 |
|
0.618 |
6,845.25 |
|
1.000 |
6,810.00 |
|
1.618 |
6,752.75 |
|
2.618 |
6,660.25 |
|
4.250 |
6,509.50 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,968.50 |
6,941.25 |
| PP |
6,958.75 |
6,904.00 |
| S1 |
6,948.75 |
6,866.75 |
|