| 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 |
2,655.50 |
2,639.25 |
-16.25 |
-0.6% |
2,739.50 |
| High |
2,661.00 |
2,681.50 |
20.50 |
0.8% |
2,754.00 |
| Low |
2,630.75 |
2,633.50 |
2.75 |
0.1% |
2,630.75 |
| Close |
2,634.75 |
2,675.50 |
40.75 |
1.5% |
2,634.75 |
| Range |
30.25 |
48.00 |
17.75 |
58.7% |
123.25 |
| ATR |
50.31 |
50.15 |
-0.17 |
-0.3% |
0.00 |
| Volume |
3,846 |
11,888 |
8,042 |
209.1% |
37,831 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,807.50 |
2,789.50 |
2,702.00 |
|
| R3 |
2,759.50 |
2,741.50 |
2,688.75 |
|
| R2 |
2,711.50 |
2,711.50 |
2,684.25 |
|
| R1 |
2,693.50 |
2,693.50 |
2,680.00 |
2,702.50 |
| PP |
2,663.50 |
2,663.50 |
2,663.50 |
2,668.00 |
| S1 |
2,645.50 |
2,645.50 |
2,671.00 |
2,654.50 |
| S2 |
2,615.50 |
2,615.50 |
2,666.75 |
|
| S3 |
2,567.50 |
2,597.50 |
2,662.25 |
|
| S4 |
2,519.50 |
2,549.50 |
2,649.00 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.00 |
2,962.00 |
2,702.50 |
|
| R3 |
2,919.75 |
2,838.75 |
2,668.75 |
|
| R2 |
2,796.50 |
2,796.50 |
2,657.25 |
|
| R1 |
2,715.50 |
2,715.50 |
2,646.00 |
2,694.50 |
| PP |
2,673.25 |
2,673.25 |
2,673.25 |
2,662.50 |
| S1 |
2,592.25 |
2,592.25 |
2,623.50 |
2,571.00 |
| S2 |
2,550.00 |
2,550.00 |
2,612.25 |
|
| S3 |
2,426.75 |
2,469.00 |
2,600.75 |
|
| S4 |
2,303.50 |
2,345.75 |
2,567.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.00 |
2,630.75 |
123.25 |
4.6% |
49.50 |
1.9% |
36% |
False |
False |
9,943 |
| 10 |
2,801.75 |
2,630.75 |
171.00 |
6.4% |
53.00 |
2.0% |
26% |
False |
False |
13,242 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
8.0% |
52.50 |
2.0% |
31% |
False |
False |
13,317 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
12.8% |
51.75 |
1.9% |
19% |
False |
False |
12,730 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
41.00 |
1.5% |
19% |
False |
False |
9,564 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
35.25 |
1.3% |
19% |
False |
False |
7,291 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
32.00 |
1.2% |
19% |
False |
False |
5,999 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
30.50 |
1.1% |
19% |
False |
False |
5,272 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,885.50 |
|
2.618 |
2,807.25 |
|
1.618 |
2,759.25 |
|
1.000 |
2,729.50 |
|
0.618 |
2,711.25 |
|
HIGH |
2,681.50 |
|
0.618 |
2,663.25 |
|
0.500 |
2,657.50 |
|
0.382 |
2,651.75 |
|
LOW |
2,633.50 |
|
0.618 |
2,603.75 |
|
1.000 |
2,585.50 |
|
1.618 |
2,555.75 |
|
2.618 |
2,507.75 |
|
4.250 |
2,429.50 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.50 |
2,669.00 |
| PP |
2,663.50 |
2,662.50 |
| S1 |
2,657.50 |
2,656.00 |
|