| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,568.5 |
11,336.0 |
-232.5 |
-2.0% |
11,519.0 |
| High |
11,596.0 |
11,492.0 |
-104.0 |
-0.9% |
11,653.0 |
| Low |
11,288.5 |
11,319.5 |
31.0 |
0.3% |
11,407.5 |
| Close |
11,319.5 |
11,484.5 |
165.0 |
1.5% |
11,514.5 |
| Range |
307.5 |
172.5 |
-135.0 |
-43.9% |
245.5 |
| ATR |
202.0 |
199.8 |
-2.1 |
-1.0% |
0.0 |
| Volume |
114,796 |
135,608 |
20,812 |
18.1% |
480,645 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,949.5 |
11,889.5 |
11,579.4 |
|
| R3 |
11,777.0 |
11,717.0 |
11,531.9 |
|
| R2 |
11,604.5 |
11,604.5 |
11,516.1 |
|
| R1 |
11,544.5 |
11,544.5 |
11,500.3 |
11,574.5 |
| PP |
11,432.0 |
11,432.0 |
11,432.0 |
11,447.0 |
| S1 |
11,372.0 |
11,372.0 |
11,468.7 |
11,402.0 |
| S2 |
11,259.5 |
11,259.5 |
11,452.9 |
|
| S3 |
11,087.0 |
11,199.5 |
11,437.1 |
|
| S4 |
10,914.5 |
11,027.0 |
11,389.6 |
|
|
| 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% |
185.7 |
1.6% |
54% |
False |
False |
111,297 |
| 10 |
11,682.5 |
11,288.5 |
394.0 |
3.4% |
161.2 |
1.4% |
50% |
False |
False |
105,729 |
| 20 |
11,838.0 |
11,035.0 |
803.0 |
7.0% |
201.1 |
1.8% |
56% |
False |
False |
124,991 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
187.8 |
1.6% |
32% |
False |
False |
111,858 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.3% |
162.0 |
1.4% |
29% |
False |
False |
77,403 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
151.9 |
1.3% |
25% |
False |
False |
58,073 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
144.8 |
1.3% |
25% |
False |
False |
46,476 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.4% |
140.3 |
1.2% |
21% |
False |
False |
38,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,225.1 |
|
2.618 |
11,943.6 |
|
1.618 |
11,771.1 |
|
1.000 |
11,664.5 |
|
0.618 |
11,598.6 |
|
HIGH |
11,492.0 |
|
0.618 |
11,426.1 |
|
0.500 |
11,405.8 |
|
0.382 |
11,385.4 |
|
LOW |
11,319.5 |
|
0.618 |
11,212.9 |
|
1.000 |
11,147.0 |
|
1.618 |
11,040.4 |
|
2.618 |
10,867.9 |
|
4.250 |
10,586.4 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,458.3 |
11,470.4 |
| PP |
11,432.0 |
11,456.3 |
| S1 |
11,405.8 |
11,442.3 |
|