| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,405.0 |
11,347.0 |
-58.0 |
-0.5% |
11,568.5 |
| High |
11,443.0 |
11,415.0 |
-28.0 |
-0.2% |
11,596.0 |
| Low |
11,223.5 |
11,186.5 |
-37.0 |
-0.3% |
11,223.5 |
| Close |
11,350.5 |
11,231.5 |
-119.0 |
-1.0% |
11,350.5 |
| Range |
219.5 |
228.5 |
9.0 |
4.1% |
372.5 |
| ATR |
208.0 |
209.5 |
1.5 |
0.7% |
0.0 |
| Volume |
97,194 |
145,062 |
47,868 |
49.2% |
609,755 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,963.2 |
11,825.8 |
11,357.2 |
|
| R3 |
11,734.7 |
11,597.3 |
11,294.3 |
|
| R2 |
11,506.2 |
11,506.2 |
11,273.4 |
|
| R1 |
11,368.8 |
11,368.8 |
11,252.4 |
11,323.3 |
| PP |
11,277.7 |
11,277.7 |
11,277.7 |
11,254.9 |
| S1 |
11,140.3 |
11,140.3 |
11,210.6 |
11,094.8 |
| S2 |
11,049.2 |
11,049.2 |
11,189.6 |
|
| S3 |
10,820.7 |
10,911.8 |
11,168.7 |
|
| S4 |
10,592.2 |
10,683.3 |
11,105.8 |
|
|
| 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 |
11,561.5 |
11,186.5 |
375.0 |
3.3% |
225.2 |
2.0% |
12% |
False |
True |
128,004 |
| 10 |
11,653.0 |
11,186.5 |
466.5 |
4.2% |
199.7 |
1.8% |
10% |
False |
True |
114,998 |
| 20 |
11,682.5 |
11,035.0 |
647.5 |
5.8% |
208.9 |
1.9% |
30% |
False |
False |
122,341 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.6% |
201.3 |
1.8% |
14% |
False |
False |
117,310 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.6% |
172.3 |
1.5% |
13% |
False |
False |
85,805 |
| 80 |
12,832.0 |
11,035.0 |
1,797.0 |
16.0% |
157.2 |
1.4% |
11% |
False |
False |
64,374 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
16.2% |
146.5 |
1.3% |
11% |
False |
False |
51,515 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.8% |
145.4 |
1.3% |
9% |
False |
False |
42,947 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,386.1 |
|
2.618 |
12,013.2 |
|
1.618 |
11,784.7 |
|
1.000 |
11,643.5 |
|
0.618 |
11,556.2 |
|
HIGH |
11,415.0 |
|
0.618 |
11,327.7 |
|
0.500 |
11,300.8 |
|
0.382 |
11,273.8 |
|
LOW |
11,186.5 |
|
0.618 |
11,045.3 |
|
1.000 |
10,958.0 |
|
1.618 |
10,816.8 |
|
2.618 |
10,588.3 |
|
4.250 |
10,215.4 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,300.8 |
11,341.0 |
| PP |
11,277.7 |
11,304.5 |
| S1 |
11,254.6 |
11,268.0 |
|