| 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 |
2,745.25 |
2,747.75 |
2.50 |
0.1% |
2,639.25 |
| High |
2,759.75 |
2,770.00 |
10.25 |
0.4% |
2,770.00 |
| Low |
2,728.75 |
2,734.50 |
5.75 |
0.2% |
2,633.50 |
| Close |
2,749.50 |
2,763.50 |
14.00 |
0.5% |
2,763.50 |
| Range |
31.00 |
35.50 |
4.50 |
14.5% |
136.50 |
| ATR |
48.59 |
47.66 |
-0.94 |
-1.9% |
0.00 |
| Volume |
13,790 |
20,018 |
6,228 |
45.2% |
97,003 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.50 |
2,848.50 |
2,783.00 |
|
| R3 |
2,827.00 |
2,813.00 |
2,773.25 |
|
| R2 |
2,791.50 |
2,791.50 |
2,770.00 |
|
| R1 |
2,777.50 |
2,777.50 |
2,766.75 |
2,784.50 |
| PP |
2,756.00 |
2,756.00 |
2,756.00 |
2,759.50 |
| S1 |
2,742.00 |
2,742.00 |
2,760.25 |
2,749.00 |
| S2 |
2,720.50 |
2,720.50 |
2,757.00 |
|
| S3 |
2,685.00 |
2,706.50 |
2,753.75 |
|
| S4 |
2,649.50 |
2,671.00 |
2,744.00 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,131.75 |
3,084.25 |
2,838.50 |
|
| R3 |
2,995.25 |
2,947.75 |
2,801.00 |
|
| R2 |
2,858.75 |
2,858.75 |
2,788.50 |
|
| R1 |
2,811.25 |
2,811.25 |
2,776.00 |
2,835.00 |
| PP |
2,722.25 |
2,722.25 |
2,722.25 |
2,734.25 |
| S1 |
2,674.75 |
2,674.75 |
2,751.00 |
2,698.50 |
| S2 |
2,585.75 |
2,585.75 |
2,738.50 |
|
| S3 |
2,449.25 |
2,538.25 |
2,726.00 |
|
| S4 |
2,312.75 |
2,401.75 |
2,688.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,770.00 |
2,633.50 |
136.50 |
4.9% |
42.25 |
1.5% |
95% |
True |
False |
19,400 |
| 10 |
2,770.00 |
2,630.75 |
139.25 |
5.0% |
45.00 |
1.6% |
95% |
True |
False |
15,649 |
| 20 |
2,824.50 |
2,630.75 |
193.75 |
7.0% |
48.00 |
1.7% |
69% |
False |
False |
14,120 |
| 40 |
2,924.00 |
2,609.50 |
314.50 |
11.4% |
53.25 |
1.9% |
49% |
False |
False |
13,933 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
42.25 |
1.5% |
45% |
False |
False |
10,919 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
36.50 |
1.3% |
45% |
False |
False |
8,348 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
32.75 |
1.2% |
45% |
False |
False |
6,708 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.5% |
31.50 |
1.1% |
45% |
False |
False |
5,981 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,921.00 |
|
2.618 |
2,863.00 |
|
1.618 |
2,827.50 |
|
1.000 |
2,805.50 |
|
0.618 |
2,792.00 |
|
HIGH |
2,770.00 |
|
0.618 |
2,756.50 |
|
0.500 |
2,752.25 |
|
0.382 |
2,748.00 |
|
LOW |
2,734.50 |
|
0.618 |
2,712.50 |
|
1.000 |
2,699.00 |
|
1.618 |
2,677.00 |
|
2.618 |
2,641.50 |
|
4.250 |
2,583.50 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,759.75 |
2,751.75 |
| PP |
2,756.00 |
2,740.25 |
| S1 |
2,752.25 |
2,728.50 |
|