| 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 |
2,639.25 |
2,665.50 |
26.25 |
1.0% |
2,739.50 |
| High |
2,681.50 |
2,692.75 |
11.25 |
0.4% |
2,754.00 |
| Low |
2,633.50 |
2,660.00 |
26.50 |
1.0% |
2,630.75 |
| Close |
2,675.50 |
2,689.00 |
13.50 |
0.5% |
2,634.75 |
| Range |
48.00 |
32.75 |
-15.25 |
-31.8% |
123.25 |
| ATR |
50.15 |
48.90 |
-1.24 |
-2.5% |
0.00 |
| Volume |
11,888 |
21,046 |
9,158 |
77.0% |
37,831 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,778.75 |
2,766.75 |
2,707.00 |
|
| R3 |
2,746.00 |
2,734.00 |
2,698.00 |
|
| R2 |
2,713.25 |
2,713.25 |
2,695.00 |
|
| R1 |
2,701.25 |
2,701.25 |
2,692.00 |
2,707.25 |
| PP |
2,680.50 |
2,680.50 |
2,680.50 |
2,683.50 |
| S1 |
2,668.50 |
2,668.50 |
2,686.00 |
2,674.50 |
| S2 |
2,647.75 |
2,647.75 |
2,683.00 |
|
| S3 |
2,615.00 |
2,635.75 |
2,680.00 |
|
| S4 |
2,582.25 |
2,603.00 |
2,671.00 |
|
|
| 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 |
2,702.00 |
2,630.75 |
71.25 |
2.6% |
42.75 |
1.6% |
82% |
False |
False |
12,312 |
| 10 |
2,762.25 |
2,630.75 |
131.50 |
4.9% |
49.00 |
1.8% |
44% |
False |
False |
13,605 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.2% |
49.00 |
1.8% |
30% |
False |
False |
13,581 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
12.8% |
52.00 |
1.9% |
23% |
False |
False |
12,993 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
41.25 |
1.5% |
23% |
False |
False |
9,913 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
35.50 |
1.3% |
23% |
False |
False |
7,550 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
32.00 |
1.2% |
23% |
False |
False |
6,202 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.9% |
30.75 |
1.1% |
23% |
False |
False |
5,447 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,832.00 |
|
2.618 |
2,778.50 |
|
1.618 |
2,745.75 |
|
1.000 |
2,725.50 |
|
0.618 |
2,713.00 |
|
HIGH |
2,692.75 |
|
0.618 |
2,680.25 |
|
0.500 |
2,676.50 |
|
0.382 |
2,672.50 |
|
LOW |
2,660.00 |
|
0.618 |
2,639.75 |
|
1.000 |
2,627.25 |
|
1.618 |
2,607.00 |
|
2.618 |
2,574.25 |
|
4.250 |
2,520.75 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,684.75 |
2,680.00 |
| PP |
2,680.50 |
2,670.75 |
| S1 |
2,676.50 |
2,661.75 |
|