| Trading Metrics calculated at close of trading on 29-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Nov-2018 |
29-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,693.00 |
2,745.25 |
52.25 |
1.9% |
2,739.50 |
| High |
2,750.50 |
2,759.75 |
9.25 |
0.3% |
2,754.00 |
| Low |
2,687.00 |
2,728.75 |
41.75 |
1.6% |
2,630.75 |
| Close |
2,747.25 |
2,749.50 |
2.25 |
0.1% |
2,634.75 |
| Range |
63.50 |
31.00 |
-32.50 |
-51.2% |
123.25 |
| ATR |
49.95 |
48.59 |
-1.35 |
-2.7% |
0.00 |
| Volume |
30,261 |
13,790 |
-16,471 |
-54.4% |
37,831 |
|
| Daily Pivots for day following 29-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,839.00 |
2,825.25 |
2,766.50 |
|
| R3 |
2,808.00 |
2,794.25 |
2,758.00 |
|
| R2 |
2,777.00 |
2,777.00 |
2,755.25 |
|
| R1 |
2,763.25 |
2,763.25 |
2,752.25 |
2,770.00 |
| PP |
2,746.00 |
2,746.00 |
2,746.00 |
2,749.50 |
| S1 |
2,732.25 |
2,732.25 |
2,746.75 |
2,739.00 |
| S2 |
2,715.00 |
2,715.00 |
2,743.75 |
|
| S3 |
2,684.00 |
2,701.25 |
2,741.00 |
|
| S4 |
2,653.00 |
2,670.25 |
2,732.50 |
|
|
| 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 |
2,759.75 |
2,630.75 |
129.00 |
4.7% |
41.00 |
1.5% |
92% |
True |
False |
16,166 |
| 10 |
2,759.75 |
2,630.75 |
129.00 |
4.7% |
48.00 |
1.7% |
92% |
True |
False |
15,772 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.0% |
48.00 |
1.7% |
61% |
False |
False |
13,890 |
| 40 |
2,934.00 |
2,609.50 |
324.50 |
11.8% |
53.50 |
1.9% |
43% |
False |
False |
13,643 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
42.25 |
1.5% |
40% |
False |
False |
10,624 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
36.25 |
1.3% |
40% |
False |
False |
8,099 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
32.75 |
1.2% |
40% |
False |
False |
6,511 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
31.25 |
1.1% |
40% |
False |
False |
5,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,891.50 |
|
2.618 |
2,841.00 |
|
1.618 |
2,810.00 |
|
1.000 |
2,790.75 |
|
0.618 |
2,779.00 |
|
HIGH |
2,759.75 |
|
0.618 |
2,748.00 |
|
0.500 |
2,744.25 |
|
0.382 |
2,740.50 |
|
LOW |
2,728.75 |
|
0.618 |
2,709.50 |
|
1.000 |
2,697.75 |
|
1.618 |
2,678.50 |
|
2.618 |
2,647.50 |
|
4.250 |
2,597.00 |
|
|
| Fisher Pivots for day following 29-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,747.75 |
2,736.25 |
| PP |
2,746.00 |
2,723.00 |
| S1 |
2,744.25 |
2,710.00 |
|