| 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 |
11,120.5 |
11,237.5 |
117.0 |
1.1% |
11,340.0 |
| High |
11,185.0 |
11,380.0 |
195.0 |
1.7% |
11,396.0 |
| Low |
11,102.0 |
11,237.5 |
135.5 |
1.2% |
11,000.0 |
| Close |
11,185.0 |
11,356.5 |
171.5 |
1.5% |
11,185.0 |
| Range |
83.0 |
142.5 |
59.5 |
71.7% |
396.0 |
| ATR |
178.9 |
180.0 |
1.2 |
0.6% |
0.0 |
| Volume |
165 |
367 |
202 |
122.4% |
952 |
|
| Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,752.2 |
11,696.8 |
11,434.9 |
|
| R3 |
11,609.7 |
11,554.3 |
11,395.7 |
|
| R2 |
11,467.2 |
11,467.2 |
11,382.6 |
|
| R1 |
11,411.8 |
11,411.8 |
11,369.6 |
11,439.5 |
| PP |
11,324.7 |
11,324.7 |
11,324.7 |
11,338.5 |
| S1 |
11,269.3 |
11,269.3 |
11,343.4 |
11,297.0 |
| S2 |
11,182.2 |
11,182.2 |
11,330.4 |
|
| S3 |
11,039.7 |
11,126.8 |
11,317.3 |
|
| S4 |
10,897.2 |
10,984.3 |
11,278.1 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,381.7 |
12,179.3 |
11,402.8 |
|
| R3 |
11,985.7 |
11,783.3 |
11,293.9 |
|
| R2 |
11,589.7 |
11,589.7 |
11,257.6 |
|
| R1 |
11,387.3 |
11,387.3 |
11,221.3 |
11,290.5 |
| PP |
11,193.7 |
11,193.7 |
11,193.7 |
11,145.3 |
| S1 |
10,991.3 |
10,991.3 |
11,148.7 |
10,894.5 |
| S2 |
10,797.7 |
10,797.7 |
11,112.4 |
|
| S3 |
10,401.7 |
10,595.3 |
11,076.1 |
|
| S4 |
10,005.7 |
10,199.3 |
10,967.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,380.0 |
11,000.0 |
380.0 |
3.3% |
134.2 |
1.2% |
94% |
True |
False |
232 |
| 10 |
11,545.0 |
11,000.0 |
545.0 |
4.8% |
172.2 |
1.5% |
65% |
False |
False |
221 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.7% |
153.2 |
1.3% |
55% |
False |
False |
154 |
| 40 |
12,344.5 |
11,000.0 |
1,344.5 |
11.8% |
175.5 |
1.5% |
27% |
False |
False |
227 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.6% |
149.0 |
1.3% |
25% |
False |
False |
217 |
| 80 |
12,641.5 |
11,000.0 |
1,641.5 |
14.5% |
126.0 |
1.1% |
22% |
False |
False |
166 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.2% |
104.8 |
0.9% |
19% |
False |
False |
134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,985.6 |
|
2.618 |
11,753.1 |
|
1.618 |
11,610.6 |
|
1.000 |
11,522.5 |
|
0.618 |
11,468.1 |
|
HIGH |
11,380.0 |
|
0.618 |
11,325.6 |
|
0.500 |
11,308.8 |
|
0.382 |
11,291.9 |
|
LOW |
11,237.5 |
|
0.618 |
11,149.4 |
|
1.000 |
11,095.0 |
|
1.618 |
11,006.9 |
|
2.618 |
10,864.4 |
|
4.250 |
10,631.9 |
|
|
| Fisher Pivots for day following 26-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,340.6 |
11,318.0 |
| PP |
11,324.7 |
11,279.5 |
| S1 |
11,308.8 |
11,241.0 |
|