| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,426.5 |
11,405.0 |
-21.5 |
-0.2% |
11,568.5 |
| High |
11,495.5 |
11,443.0 |
-52.5 |
-0.5% |
11,596.0 |
| Low |
11,245.5 |
11,223.5 |
-22.0 |
-0.2% |
11,223.5 |
| Close |
11,344.5 |
11,350.5 |
6.0 |
0.1% |
11,350.5 |
| Range |
250.0 |
219.5 |
-30.5 |
-12.2% |
372.5 |
| ATR |
207.1 |
208.0 |
0.9 |
0.4% |
0.0 |
| Volume |
126,507 |
97,194 |
-29,313 |
-23.2% |
609,755 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,997.5 |
11,893.5 |
11,471.2 |
|
| R3 |
11,778.0 |
11,674.0 |
11,410.9 |
|
| R2 |
11,558.5 |
11,558.5 |
11,390.7 |
|
| R1 |
11,454.5 |
11,454.5 |
11,370.6 |
11,396.8 |
| PP |
11,339.0 |
11,339.0 |
11,339.0 |
11,310.1 |
| S1 |
11,235.0 |
11,235.0 |
11,330.4 |
11,177.3 |
| S2 |
11,119.5 |
11,119.5 |
11,310.3 |
|
| S3 |
10,900.0 |
11,015.5 |
11,290.1 |
|
| S4 |
10,680.5 |
10,796.0 |
11,229.8 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,507.5 |
12,301.5 |
11,555.4 |
|
| R3 |
12,135.0 |
11,929.0 |
11,452.9 |
|
| R2 |
11,762.5 |
11,762.5 |
11,418.8 |
|
| R1 |
11,556.5 |
11,556.5 |
11,384.6 |
11,473.3 |
| PP |
11,390.0 |
11,390.0 |
11,390.0 |
11,348.4 |
| S1 |
11,184.0 |
11,184.0 |
11,316.4 |
11,100.8 |
| S2 |
11,017.5 |
11,017.5 |
11,282.2 |
|
| S3 |
10,645.0 |
10,811.5 |
11,248.1 |
|
| S4 |
10,272.5 |
10,439.0 |
11,145.6 |
|
|
| 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 |
11,223.5 |
372.5 |
3.3% |
241.0 |
2.1% |
34% |
False |
True |
121,951 |
| 10 |
11,653.0 |
11,223.5 |
429.5 |
3.8% |
185.4 |
1.6% |
30% |
False |
True |
109,040 |
| 20 |
11,682.5 |
11,035.0 |
647.5 |
5.7% |
206.8 |
1.8% |
49% |
False |
False |
123,707 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.4% |
197.3 |
1.7% |
22% |
False |
False |
115,459 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.5% |
169.8 |
1.5% |
21% |
False |
False |
83,389 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
155.3 |
1.4% |
17% |
False |
False |
62,561 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
145.1 |
1.3% |
17% |
False |
False |
50,065 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.6% |
143.9 |
1.3% |
15% |
False |
False |
41,740 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,375.9 |
|
2.618 |
12,017.7 |
|
1.618 |
11,798.2 |
|
1.000 |
11,662.5 |
|
0.618 |
11,578.7 |
|
HIGH |
11,443.0 |
|
0.618 |
11,359.2 |
|
0.500 |
11,333.3 |
|
0.382 |
11,307.3 |
|
LOW |
11,223.5 |
|
0.618 |
11,087.8 |
|
1.000 |
11,004.0 |
|
1.618 |
10,868.3 |
|
2.618 |
10,648.8 |
|
4.250 |
10,290.6 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,344.8 |
11,392.5 |
| PP |
11,339.0 |
11,378.5 |
| S1 |
11,333.3 |
11,364.5 |
|