| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,429.5 |
11,426.5 |
-3.0 |
0.0% |
11,519.0 |
| High |
11,561.5 |
11,495.5 |
-66.0 |
-0.6% |
11,653.0 |
| Low |
11,306.0 |
11,245.5 |
-60.5 |
-0.5% |
11,407.5 |
| Close |
11,399.0 |
11,344.5 |
-54.5 |
-0.5% |
11,514.5 |
| Range |
255.5 |
250.0 |
-5.5 |
-2.2% |
245.5 |
| ATR |
203.8 |
207.1 |
3.3 |
1.6% |
0.0 |
| Volume |
135,650 |
126,507 |
-9,143 |
-6.7% |
480,645 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,111.8 |
11,978.2 |
11,482.0 |
|
| R3 |
11,861.8 |
11,728.2 |
11,413.3 |
|
| R2 |
11,611.8 |
11,611.8 |
11,390.3 |
|
| R1 |
11,478.2 |
11,478.2 |
11,367.4 |
11,420.0 |
| PP |
11,361.8 |
11,361.8 |
11,361.8 |
11,332.8 |
| S1 |
11,228.2 |
11,228.2 |
11,321.6 |
11,170.0 |
| S2 |
11,111.8 |
11,111.8 |
11,298.7 |
|
| S3 |
10,861.8 |
10,978.2 |
11,275.8 |
|
| S4 |
10,611.8 |
10,728.2 |
11,207.0 |
|
|
| 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 |
11,596.0 |
11,245.5 |
350.5 |
3.1% |
225.3 |
2.0% |
28% |
False |
True |
124,539 |
| 10 |
11,682.5 |
11,245.5 |
437.0 |
3.9% |
184.2 |
1.6% |
23% |
False |
True |
107,188 |
| 20 |
11,682.5 |
11,035.0 |
647.5 |
5.7% |
202.0 |
1.8% |
48% |
False |
False |
124,465 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.4% |
194.1 |
1.7% |
22% |
False |
False |
114,689 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.5% |
167.0 |
1.5% |
20% |
False |
False |
81,770 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
154.3 |
1.4% |
17% |
False |
False |
61,347 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
145.6 |
1.3% |
17% |
False |
False |
49,095 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.6% |
142.9 |
1.3% |
15% |
False |
False |
40,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,558.0 |
|
2.618 |
12,150.0 |
|
1.618 |
11,900.0 |
|
1.000 |
11,745.5 |
|
0.618 |
11,650.0 |
|
HIGH |
11,495.5 |
|
0.618 |
11,400.0 |
|
0.500 |
11,370.5 |
|
0.382 |
11,341.0 |
|
LOW |
11,245.5 |
|
0.618 |
11,091.0 |
|
1.000 |
10,995.5 |
|
1.618 |
10,841.0 |
|
2.618 |
10,591.0 |
|
4.250 |
10,183.0 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,370.5 |
11,403.5 |
| PP |
11,361.8 |
11,383.8 |
| S1 |
11,353.2 |
11,364.2 |
|