| 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 |
11,420.0 |
11,381.0 |
-39.0 |
-0.3% |
11,340.0 |
| High |
11,420.0 |
11,402.5 |
-17.5 |
-0.2% |
11,396.0 |
| Low |
11,263.5 |
11,270.0 |
6.5 |
0.1% |
11,000.0 |
| Close |
11,306.0 |
11,291.0 |
-15.0 |
-0.1% |
11,185.0 |
| Range |
156.5 |
132.5 |
-24.0 |
-15.3% |
396.0 |
| ATR |
178.3 |
175.1 |
-3.3 |
-1.8% |
0.0 |
| Volume |
174 |
226 |
52 |
29.9% |
952 |
|
| Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,718.7 |
11,637.3 |
11,363.9 |
|
| R3 |
11,586.2 |
11,504.8 |
11,327.4 |
|
| R2 |
11,453.7 |
11,453.7 |
11,315.3 |
|
| R1 |
11,372.3 |
11,372.3 |
11,303.1 |
11,346.8 |
| PP |
11,321.2 |
11,321.2 |
11,321.2 |
11,308.4 |
| S1 |
11,239.8 |
11,239.8 |
11,278.9 |
11,214.3 |
| S2 |
11,188.7 |
11,188.7 |
11,266.7 |
|
| S3 |
11,056.2 |
11,107.3 |
11,254.6 |
|
| S4 |
10,923.7 |
10,974.8 |
11,218.1 |
|
|
| 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 |
11,420.0 |
11,102.0 |
318.0 |
2.8% |
131.3 |
1.2% |
59% |
False |
False |
282 |
| 10 |
11,480.0 |
11,000.0 |
480.0 |
4.3% |
162.1 |
1.4% |
61% |
False |
False |
236 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.8% |
154.3 |
1.4% |
45% |
False |
False |
164 |
| 40 |
12,322.0 |
11,000.0 |
1,322.0 |
11.7% |
177.9 |
1.6% |
22% |
False |
False |
229 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.7% |
149.4 |
1.3% |
20% |
False |
False |
220 |
| 80 |
12,641.5 |
11,000.0 |
1,641.5 |
14.5% |
129.4 |
1.1% |
18% |
False |
False |
171 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.3% |
107.0 |
0.9% |
16% |
False |
False |
138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,965.6 |
|
2.618 |
11,749.4 |
|
1.618 |
11,616.9 |
|
1.000 |
11,535.0 |
|
0.618 |
11,484.4 |
|
HIGH |
11,402.5 |
|
0.618 |
11,351.9 |
|
0.500 |
11,336.3 |
|
0.382 |
11,320.6 |
|
LOW |
11,270.0 |
|
0.618 |
11,188.1 |
|
1.000 |
11,137.5 |
|
1.618 |
11,055.6 |
|
2.618 |
10,923.1 |
|
4.250 |
10,706.9 |
|
|
| Fisher Pivots for day following 28-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,336.3 |
11,328.8 |
| PP |
11,321.2 |
11,316.2 |
| S1 |
11,306.1 |
11,303.6 |
|