| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,347.0 |
11,189.0 |
-158.0 |
-1.4% |
11,568.5 |
| High |
11,415.0 |
11,196.0 |
-219.0 |
-1.9% |
11,596.0 |
| Low |
11,186.5 |
11,002.0 |
-184.5 |
-1.6% |
11,223.5 |
| Close |
11,231.5 |
11,063.0 |
-168.5 |
-1.5% |
11,350.5 |
| Range |
228.5 |
194.0 |
-34.5 |
-15.1% |
372.5 |
| ATR |
209.5 |
210.9 |
1.4 |
0.7% |
0.0 |
| Volume |
145,062 |
112,538 |
-32,524 |
-22.4% |
609,755 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,669.0 |
11,560.0 |
11,169.7 |
|
| R3 |
11,475.0 |
11,366.0 |
11,116.4 |
|
| R2 |
11,281.0 |
11,281.0 |
11,098.6 |
|
| R1 |
11,172.0 |
11,172.0 |
11,080.8 |
11,129.5 |
| PP |
11,087.0 |
11,087.0 |
11,087.0 |
11,065.8 |
| S1 |
10,978.0 |
10,978.0 |
11,045.2 |
10,935.5 |
| S2 |
10,893.0 |
10,893.0 |
11,027.4 |
|
| S3 |
10,699.0 |
10,784.0 |
11,009.7 |
|
| S4 |
10,505.0 |
10,590.0 |
10,956.3 |
|
|
| 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 |
11,002.0 |
559.5 |
5.1% |
229.5 |
2.1% |
11% |
False |
True |
123,390 |
| 10 |
11,653.0 |
11,002.0 |
651.0 |
5.9% |
207.6 |
1.9% |
9% |
False |
True |
117,343 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.2% |
208.1 |
1.9% |
9% |
False |
True |
120,334 |
| 40 |
12,447.0 |
11,002.0 |
1,445.0 |
13.1% |
203.7 |
1.8% |
4% |
False |
True |
118,484 |
| 60 |
12,565.0 |
11,002.0 |
1,563.0 |
14.1% |
173.5 |
1.6% |
4% |
False |
True |
87,679 |
| 80 |
12,832.0 |
11,002.0 |
1,830.0 |
16.5% |
158.8 |
1.4% |
3% |
False |
True |
65,779 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.7% |
147.1 |
1.3% |
3% |
False |
True |
52,640 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.4% |
146.6 |
1.3% |
3% |
False |
True |
43,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,020.5 |
|
2.618 |
11,703.9 |
|
1.618 |
11,509.9 |
|
1.000 |
11,390.0 |
|
0.618 |
11,315.9 |
|
HIGH |
11,196.0 |
|
0.618 |
11,121.9 |
|
0.500 |
11,099.0 |
|
0.382 |
11,076.1 |
|
LOW |
11,002.0 |
|
0.618 |
10,882.1 |
|
1.000 |
10,808.0 |
|
1.618 |
10,688.1 |
|
2.618 |
10,494.1 |
|
4.250 |
10,177.5 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,099.0 |
11,222.5 |
| PP |
11,087.0 |
11,169.3 |
| S1 |
11,075.0 |
11,116.2 |
|