| 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 |
11,352.0 |
11,312.0 |
-40.0 |
-0.4% |
11,237.5 |
| High |
11,381.0 |
11,312.0 |
-69.0 |
-0.6% |
11,420.0 |
| Low |
11,275.0 |
11,203.5 |
-71.5 |
-0.6% |
11,203.5 |
| Close |
11,306.5 |
11,242.5 |
-64.0 |
-0.6% |
11,242.5 |
| Range |
106.0 |
108.5 |
2.5 |
2.4% |
216.5 |
| ATR |
170.1 |
165.7 |
-4.4 |
-2.6% |
0.0 |
| Volume |
111 |
777 |
666 |
600.0% |
1,655 |
|
| Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,578.2 |
11,518.8 |
11,302.2 |
|
| R3 |
11,469.7 |
11,410.3 |
11,272.3 |
|
| R2 |
11,361.2 |
11,361.2 |
11,262.4 |
|
| R1 |
11,301.8 |
11,301.8 |
11,252.4 |
11,277.3 |
| PP |
11,252.7 |
11,252.7 |
11,252.7 |
11,240.4 |
| S1 |
11,193.3 |
11,193.3 |
11,232.6 |
11,168.8 |
| S2 |
11,144.2 |
11,144.2 |
11,222.6 |
|
| S3 |
11,035.7 |
11,084.8 |
11,212.7 |
|
| S4 |
10,927.2 |
10,976.3 |
11,182.8 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,938.2 |
11,806.8 |
11,361.6 |
|
| R3 |
11,721.7 |
11,590.3 |
11,302.0 |
|
| R2 |
11,505.2 |
11,505.2 |
11,282.2 |
|
| R1 |
11,373.8 |
11,373.8 |
11,262.3 |
11,439.5 |
| PP |
11,288.7 |
11,288.7 |
11,288.7 |
11,321.5 |
| S1 |
11,157.3 |
11,157.3 |
11,222.7 |
11,223.0 |
| S2 |
11,072.2 |
11,072.2 |
11,202.8 |
|
| S3 |
10,855.7 |
10,940.8 |
11,183.0 |
|
| S4 |
10,639.2 |
10,724.3 |
11,123.4 |
|
|
| 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 |
11,203.5 |
216.5 |
1.9% |
129.2 |
1.1% |
18% |
False |
True |
331 |
| 10 |
11,420.0 |
11,000.0 |
420.0 |
3.7% |
139.0 |
1.2% |
58% |
False |
False |
260 |
| 20 |
11,632.0 |
11,000.0 |
632.0 |
5.6% |
150.4 |
1.3% |
38% |
False |
False |
198 |
| 40 |
12,072.0 |
11,000.0 |
1,072.0 |
9.5% |
174.8 |
1.6% |
23% |
False |
False |
233 |
| 60 |
12,436.0 |
11,000.0 |
1,436.0 |
12.8% |
148.8 |
1.3% |
17% |
False |
False |
214 |
| 80 |
12,542.0 |
11,000.0 |
1,542.0 |
13.7% |
131.9 |
1.2% |
16% |
False |
False |
182 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.4% |
108.3 |
1.0% |
13% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,773.1 |
|
2.618 |
11,596.1 |
|
1.618 |
11,487.6 |
|
1.000 |
11,420.5 |
|
0.618 |
11,379.1 |
|
HIGH |
11,312.0 |
|
0.618 |
11,270.6 |
|
0.500 |
11,257.8 |
|
0.382 |
11,244.9 |
|
LOW |
11,203.5 |
|
0.618 |
11,136.4 |
|
1.000 |
11,095.0 |
|
1.618 |
11,027.9 |
|
2.618 |
10,919.4 |
|
4.250 |
10,742.4 |
|
|
| Fisher Pivots for day following 30-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,257.8 |
11,303.0 |
| PP |
11,252.7 |
11,282.8 |
| S1 |
11,247.6 |
11,262.7 |
|