| 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 |
11,237.5 |
11,420.0 |
182.5 |
1.6% |
11,340.0 |
| High |
11,380.0 |
11,420.0 |
40.0 |
0.4% |
11,396.0 |
| Low |
11,237.5 |
11,263.5 |
26.0 |
0.2% |
11,000.0 |
| Close |
11,356.5 |
11,306.0 |
-50.5 |
-0.4% |
11,185.0 |
| Range |
142.5 |
156.5 |
14.0 |
9.8% |
396.0 |
| ATR |
180.0 |
178.3 |
-1.7 |
-0.9% |
0.0 |
| Volume |
367 |
174 |
-193 |
-52.6% |
952 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,799.3 |
11,709.2 |
11,392.1 |
|
| R3 |
11,642.8 |
11,552.7 |
11,349.0 |
|
| R2 |
11,486.3 |
11,486.3 |
11,334.7 |
|
| R1 |
11,396.2 |
11,396.2 |
11,320.3 |
11,363.0 |
| PP |
11,329.8 |
11,329.8 |
11,329.8 |
11,313.3 |
| S1 |
11,239.7 |
11,239.7 |
11,291.7 |
11,206.5 |
| S2 |
11,173.3 |
11,173.3 |
11,277.3 |
|
| S3 |
11,016.8 |
11,083.2 |
11,263.0 |
|
| S4 |
10,860.3 |
10,926.7 |
11,219.9 |
|
|
| 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 |
11,420.0 |
11,102.0 |
318.0 |
2.8% |
130.3 |
1.2% |
64% |
True |
False |
252 |
| 10 |
11,545.0 |
11,000.0 |
545.0 |
4.8% |
172.1 |
1.5% |
56% |
False |
False |
229 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.8% |
152.3 |
1.3% |
47% |
False |
False |
160 |
| 40 |
12,322.0 |
11,000.0 |
1,322.0 |
11.7% |
176.6 |
1.6% |
23% |
False |
False |
230 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.7% |
150.8 |
1.3% |
21% |
False |
False |
218 |
| 80 |
12,641.5 |
11,000.0 |
1,641.5 |
14.5% |
127.7 |
1.1% |
19% |
False |
False |
169 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.3% |
106.4 |
0.9% |
17% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,085.1 |
|
2.618 |
11,829.7 |
|
1.618 |
11,673.2 |
|
1.000 |
11,576.5 |
|
0.618 |
11,516.7 |
|
HIGH |
11,420.0 |
|
0.618 |
11,360.2 |
|
0.500 |
11,341.8 |
|
0.382 |
11,323.3 |
|
LOW |
11,263.5 |
|
0.618 |
11,166.8 |
|
1.000 |
11,107.0 |
|
1.618 |
11,010.3 |
|
2.618 |
10,853.8 |
|
4.250 |
10,598.4 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,341.8 |
11,291.0 |
| PP |
11,329.8 |
11,276.0 |
| S1 |
11,317.9 |
11,261.0 |
|