| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,130.0 |
11,149.0 |
19.0 |
0.2% |
11,347.0 |
| High |
11,260.5 |
11,204.0 |
-56.5 |
-0.5% |
11,415.0 |
| Low |
11,105.5 |
11,087.0 |
-18.5 |
-0.2% |
11,002.0 |
| Close |
11,251.0 |
11,190.5 |
-60.5 |
-0.5% |
11,190.5 |
| Range |
155.0 |
117.0 |
-38.0 |
-24.5% |
413.0 |
| ATR |
209.9 |
206.7 |
-3.3 |
-1.6% |
0.0 |
| Volume |
69,204 |
99,205 |
30,001 |
43.4% |
426,009 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,511.5 |
11,468.0 |
11,254.9 |
|
| R3 |
11,394.5 |
11,351.0 |
11,222.7 |
|
| R2 |
11,277.5 |
11,277.5 |
11,212.0 |
|
| R1 |
11,234.0 |
11,234.0 |
11,201.2 |
11,255.8 |
| PP |
11,160.5 |
11,160.5 |
11,160.5 |
11,171.4 |
| S1 |
11,117.0 |
11,117.0 |
11,179.8 |
11,138.8 |
| S2 |
11,043.5 |
11,043.5 |
11,169.1 |
|
| S3 |
10,926.5 |
11,000.0 |
11,158.3 |
|
| S4 |
10,809.5 |
10,883.0 |
11,126.2 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,441.5 |
12,229.0 |
11,417.7 |
|
| R3 |
12,028.5 |
11,816.0 |
11,304.1 |
|
| R2 |
11,615.5 |
11,615.5 |
11,266.2 |
|
| R1 |
11,403.0 |
11,403.0 |
11,228.4 |
11,302.8 |
| PP |
11,202.5 |
11,202.5 |
11,202.5 |
11,152.4 |
| S1 |
10,990.0 |
10,990.0 |
11,152.6 |
10,889.8 |
| S2 |
10,789.5 |
10,789.5 |
11,114.8 |
|
| S3 |
10,376.5 |
10,577.0 |
11,076.9 |
|
| S4 |
9,963.5 |
10,164.0 |
10,963.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,443.0 |
11,002.0 |
441.0 |
3.9% |
182.8 |
1.6% |
43% |
False |
False |
104,640 |
| 10 |
11,596.0 |
11,002.0 |
594.0 |
5.3% |
204.1 |
1.8% |
32% |
False |
False |
114,589 |
| 20 |
11,682.5 |
11,002.0 |
680.5 |
6.1% |
189.8 |
1.7% |
28% |
False |
False |
112,626 |
| 40 |
12,422.0 |
11,002.0 |
1,420.0 |
12.7% |
203.4 |
1.8% |
13% |
False |
False |
117,665 |
| 60 |
12,510.0 |
11,002.0 |
1,508.0 |
13.5% |
176.0 |
1.6% |
13% |
False |
False |
90,480 |
| 80 |
12,713.0 |
11,002.0 |
1,711.0 |
15.3% |
159.6 |
1.4% |
11% |
False |
False |
67,882 |
| 100 |
12,854.5 |
11,002.0 |
1,852.5 |
16.6% |
148.2 |
1.3% |
10% |
False |
False |
54,323 |
| 120 |
13,148.5 |
11,002.0 |
2,146.5 |
19.2% |
147.5 |
1.3% |
9% |
False |
False |
45,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,701.3 |
|
2.618 |
11,510.3 |
|
1.618 |
11,393.3 |
|
1.000 |
11,321.0 |
|
0.618 |
11,276.3 |
|
HIGH |
11,204.0 |
|
0.618 |
11,159.3 |
|
0.500 |
11,145.5 |
|
0.382 |
11,131.7 |
|
LOW |
11,087.0 |
|
0.618 |
11,014.7 |
|
1.000 |
10,970.0 |
|
1.618 |
10,897.7 |
|
2.618 |
10,780.7 |
|
4.250 |
10,589.8 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,175.5 |
11,170.8 |
| PP |
11,160.5 |
11,151.0 |
| S1 |
11,145.5 |
11,131.3 |
|