| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,189.0 |
11,130.0 |
-59.0 |
-0.5% |
11,568.5 |
| High |
11,196.0 |
11,260.5 |
64.5 |
0.6% |
11,596.0 |
| Low |
11,002.0 |
11,105.5 |
103.5 |
0.9% |
11,223.5 |
| Close |
11,063.0 |
11,251.0 |
188.0 |
1.7% |
11,350.5 |
| Range |
194.0 |
155.0 |
-39.0 |
-20.1% |
372.5 |
| ATR |
210.9 |
209.9 |
-1.0 |
-0.5% |
0.0 |
| Volume |
112,538 |
69,204 |
-43,334 |
-38.5% |
609,755 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,670.7 |
11,615.8 |
11,336.3 |
|
| R3 |
11,515.7 |
11,460.8 |
11,293.6 |
|
| R2 |
11,360.7 |
11,360.7 |
11,279.4 |
|
| R1 |
11,305.8 |
11,305.8 |
11,265.2 |
11,333.3 |
| PP |
11,205.7 |
11,205.7 |
11,205.7 |
11,219.4 |
| S1 |
11,150.8 |
11,150.8 |
11,236.8 |
11,178.3 |
| S2 |
11,050.7 |
11,050.7 |
11,222.6 |
|
| S3 |
10,895.7 |
10,995.8 |
11,208.4 |
|
| S4 |
10,740.7 |
10,840.8 |
11,165.8 |
|
|
| 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 |
11,495.5 |
11,002.0 |
493.5 |
4.4% |
209.4 |
1.9% |
50% |
False |
False |
110,101 |
| 10 |
11,641.0 |
11,002.0 |
639.0 |
5.7% |
208.0 |
1.8% |
39% |
False |
False |
115,429 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.0% |
198.7 |
1.8% |
37% |
False |
False |
116,249 |
| 40 |
12,447.0 |
11,002.0 |
1,445.0 |
12.8% |
205.2 |
1.8% |
17% |
False |
False |
117,963 |
| 60 |
12,555.0 |
11,002.0 |
1,553.0 |
13.8% |
175.2 |
1.6% |
16% |
False |
False |
88,830 |
| 80 |
12,800.5 |
11,002.0 |
1,798.5 |
16.0% |
159.6 |
1.4% |
14% |
False |
False |
66,643 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.5% |
147.4 |
1.3% |
13% |
False |
False |
53,332 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.1% |
147.0 |
1.3% |
12% |
False |
False |
44,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,919.3 |
|
2.618 |
11,666.3 |
|
1.618 |
11,511.3 |
|
1.000 |
11,415.5 |
|
0.618 |
11,356.3 |
|
HIGH |
11,260.5 |
|
0.618 |
11,201.3 |
|
0.500 |
11,183.0 |
|
0.382 |
11,164.7 |
|
LOW |
11,105.5 |
|
0.618 |
11,009.7 |
|
1.000 |
10,950.5 |
|
1.618 |
10,854.7 |
|
2.618 |
10,699.7 |
|
4.250 |
10,446.8 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,228.3 |
11,236.8 |
| PP |
11,205.7 |
11,222.7 |
| S1 |
11,183.0 |
11,208.5 |
|