| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,475.0 |
11,568.5 |
93.5 |
0.8% |
11,519.0 |
| High |
11,548.5 |
11,596.0 |
47.5 |
0.4% |
11,653.0 |
| Low |
11,407.5 |
11,288.5 |
-119.0 |
-1.0% |
11,407.5 |
| Close |
11,514.5 |
11,319.5 |
-195.0 |
-1.7% |
11,514.5 |
| Range |
141.0 |
307.5 |
166.5 |
118.1% |
245.5 |
| ATR |
193.8 |
202.0 |
8.1 |
4.2% |
0.0 |
| Volume |
110,135 |
114,796 |
4,661 |
4.2% |
480,645 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,323.8 |
12,129.2 |
11,488.6 |
|
| R3 |
12,016.3 |
11,821.7 |
11,404.1 |
|
| R2 |
11,708.8 |
11,708.8 |
11,375.9 |
|
| R1 |
11,514.2 |
11,514.2 |
11,347.7 |
11,457.8 |
| PP |
11,401.3 |
11,401.3 |
11,401.3 |
11,373.1 |
| S1 |
11,206.7 |
11,206.7 |
11,291.3 |
11,150.3 |
| S2 |
11,093.8 |
11,093.8 |
11,263.1 |
|
| S3 |
10,786.3 |
10,899.2 |
11,234.9 |
|
| S4 |
10,478.8 |
10,591.7 |
11,150.4 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,261.5 |
12,133.5 |
11,649.5 |
|
| R3 |
12,016.0 |
11,888.0 |
11,582.0 |
|
| R2 |
11,770.5 |
11,770.5 |
11,559.5 |
|
| R1 |
11,642.5 |
11,642.5 |
11,537.0 |
11,583.8 |
| PP |
11,525.0 |
11,525.0 |
11,525.0 |
11,495.6 |
| S1 |
11,397.0 |
11,397.0 |
11,492.0 |
11,338.3 |
| S2 |
11,279.5 |
11,279.5 |
11,469.5 |
|
| S3 |
11,034.0 |
11,151.5 |
11,447.0 |
|
| S4 |
10,788.5 |
10,906.0 |
11,379.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,653.0 |
11,288.5 |
364.5 |
3.2% |
174.2 |
1.5% |
9% |
False |
True |
101,992 |
| 10 |
11,682.5 |
11,201.0 |
481.5 |
4.3% |
166.6 |
1.5% |
25% |
False |
False |
104,057 |
| 20 |
11,838.0 |
11,035.0 |
803.0 |
7.1% |
203.3 |
1.8% |
35% |
False |
False |
123,950 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.5% |
186.7 |
1.6% |
20% |
False |
False |
109,877 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.5% |
161.1 |
1.4% |
19% |
False |
False |
75,144 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.1% |
150.5 |
1.3% |
16% |
False |
False |
56,378 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
16.1% |
145.6 |
1.3% |
16% |
False |
False |
45,121 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.7% |
139.0 |
1.2% |
13% |
False |
False |
37,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,902.9 |
|
2.618 |
12,401.0 |
|
1.618 |
12,093.5 |
|
1.000 |
11,903.5 |
|
0.618 |
11,786.0 |
|
HIGH |
11,596.0 |
|
0.618 |
11,478.5 |
|
0.500 |
11,442.3 |
|
0.382 |
11,406.0 |
|
LOW |
11,288.5 |
|
0.618 |
11,098.5 |
|
1.000 |
10,981.0 |
|
1.618 |
10,791.0 |
|
2.618 |
10,483.5 |
|
4.250 |
9,981.6 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,442.3 |
11,464.8 |
| PP |
11,401.3 |
11,416.3 |
| S1 |
11,360.4 |
11,367.9 |
|