| 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 |
1,240.8 |
1,241.0 |
0.2 |
0.0% |
1,241.2 |
| High |
1,246.3 |
1,243.1 |
-3.2 |
-0.3% |
1,248.4 |
| Low |
1,240.5 |
1,230.0 |
-10.5 |
-0.8% |
1,237.0 |
| Close |
1,240.9 |
1,231.8 |
-9.1 |
-0.7% |
1,241.4 |
| Range |
5.8 |
13.1 |
7.3 |
125.9% |
11.4 |
| ATR |
10.2 |
10.4 |
0.2 |
2.0% |
0.0 |
| Volume |
3,624 |
3,092 |
-532 |
-14.7% |
7,919 |
|
| Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,274.3 |
1,266.1 |
1,239.0 |
|
| R3 |
1,261.2 |
1,253.0 |
1,235.4 |
|
| R2 |
1,248.1 |
1,248.1 |
1,234.2 |
|
| R1 |
1,239.9 |
1,239.9 |
1,233.0 |
1,237.5 |
| PP |
1,235.0 |
1,235.0 |
1,235.0 |
1,233.7 |
| S1 |
1,226.8 |
1,226.8 |
1,230.6 |
1,224.4 |
| S2 |
1,221.9 |
1,221.9 |
1,229.4 |
|
| S3 |
1,208.8 |
1,213.7 |
1,228.2 |
|
| S4 |
1,195.7 |
1,200.6 |
1,224.6 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,276.5 |
1,270.3 |
1,247.7 |
|
| R3 |
1,265.1 |
1,258.9 |
1,244.5 |
|
| R2 |
1,253.7 |
1,253.7 |
1,243.5 |
|
| R1 |
1,247.5 |
1,247.5 |
1,242.4 |
1,250.6 |
| PP |
1,242.3 |
1,242.3 |
1,242.3 |
1,243.8 |
| S1 |
1,236.1 |
1,236.1 |
1,240.4 |
1,239.2 |
| S2 |
1,230.9 |
1,230.9 |
1,239.3 |
|
| S3 |
1,219.5 |
1,224.7 |
1,238.3 |
|
| S4 |
1,208.1 |
1,213.3 |
1,235.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,248.4 |
1,230.0 |
18.4 |
1.5% |
9.2 |
0.7% |
10% |
False |
True |
2,411 |
| 10 |
1,248.4 |
1,215.0 |
33.4 |
2.7% |
9.5 |
0.8% |
50% |
False |
False |
4,002 |
| 20 |
1,257.4 |
1,215.0 |
42.4 |
3.4% |
10.4 |
0.8% |
40% |
False |
False |
3,250 |
| 40 |
1,264.0 |
1,205.0 |
59.0 |
4.8% |
11.1 |
0.9% |
45% |
False |
False |
2,082 |
| 60 |
1,264.0 |
1,201.6 |
62.4 |
5.1% |
10.5 |
0.9% |
48% |
False |
False |
1,707 |
| 80 |
1,264.0 |
1,184.8 |
79.2 |
6.4% |
10.0 |
0.8% |
59% |
False |
False |
1,374 |
| 100 |
1,295.5 |
1,184.8 |
110.7 |
9.0% |
9.4 |
0.8% |
42% |
False |
False |
1,182 |
| 120 |
1,340.9 |
1,184.8 |
156.1 |
12.7% |
8.7 |
0.7% |
30% |
False |
False |
1,019 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,298.8 |
|
2.618 |
1,277.4 |
|
1.618 |
1,264.3 |
|
1.000 |
1,256.2 |
|
0.618 |
1,251.2 |
|
HIGH |
1,243.1 |
|
0.618 |
1,238.1 |
|
0.500 |
1,236.6 |
|
0.382 |
1,235.0 |
|
LOW |
1,230.0 |
|
0.618 |
1,221.9 |
|
1.000 |
1,216.9 |
|
1.618 |
1,208.8 |
|
2.618 |
1,195.7 |
|
4.250 |
1,174.3 |
|
|
| Fisher Pivots for day following 27-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,236.6 |
1,238.8 |
| PP |
1,235.0 |
1,236.4 |
| S1 |
1,233.4 |
1,234.1 |
|