| 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 |
2,665.50 |
2,693.00 |
27.50 |
1.0% |
2,739.50 |
| High |
2,692.75 |
2,750.50 |
57.75 |
2.1% |
2,754.00 |
| Low |
2,660.00 |
2,687.00 |
27.00 |
1.0% |
2,630.75 |
| Close |
2,689.00 |
2,747.25 |
58.25 |
2.2% |
2,634.75 |
| Range |
32.75 |
63.50 |
30.75 |
93.9% |
123.25 |
| ATR |
48.90 |
49.95 |
1.04 |
2.1% |
0.00 |
| Volume |
21,046 |
30,261 |
9,215 |
43.8% |
37,831 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,918.75 |
2,896.50 |
2,782.25 |
|
| R3 |
2,855.25 |
2,833.00 |
2,764.75 |
|
| R2 |
2,791.75 |
2,791.75 |
2,759.00 |
|
| R1 |
2,769.50 |
2,769.50 |
2,753.00 |
2,780.50 |
| PP |
2,728.25 |
2,728.25 |
2,728.25 |
2,733.75 |
| S1 |
2,706.00 |
2,706.00 |
2,741.50 |
2,717.00 |
| S2 |
2,664.75 |
2,664.75 |
2,735.50 |
|
| S3 |
2,601.25 |
2,642.50 |
2,729.75 |
|
| S4 |
2,537.75 |
2,579.00 |
2,712.25 |
|
|
| 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 |
2,750.50 |
2,630.75 |
119.75 |
4.4% |
42.50 |
1.5% |
97% |
True |
False |
15,703 |
| 10 |
2,754.50 |
2,630.75 |
123.75 |
4.5% |
51.00 |
1.9% |
94% |
False |
False |
15,796 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.1% |
49.25 |
1.8% |
60% |
False |
False |
14,100 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
12.5% |
53.00 |
1.9% |
40% |
False |
False |
13,530 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
42.00 |
1.5% |
40% |
False |
False |
10,416 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
36.00 |
1.3% |
40% |
False |
False |
7,927 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
32.50 |
1.2% |
40% |
False |
False |
6,485 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
31.00 |
1.1% |
40% |
False |
False |
5,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,020.50 |
|
2.618 |
2,916.75 |
|
1.618 |
2,853.25 |
|
1.000 |
2,814.00 |
|
0.618 |
2,789.75 |
|
HIGH |
2,750.50 |
|
0.618 |
2,726.25 |
|
0.500 |
2,718.75 |
|
0.382 |
2,711.25 |
|
LOW |
2,687.00 |
|
0.618 |
2,647.75 |
|
1.000 |
2,623.50 |
|
1.618 |
2,584.25 |
|
2.618 |
2,520.75 |
|
4.250 |
2,417.00 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,737.75 |
2,728.75 |
| PP |
2,728.25 |
2,710.50 |
| S1 |
2,718.75 |
2,692.00 |
|