| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,815.75 |
2,804.00 |
-11.75 |
-0.4% |
2,722.50 |
| High |
2,818.00 |
2,811.25 |
-6.75 |
-0.2% |
2,818.00 |
| Low |
2,795.00 |
2,764.50 |
-30.50 |
-1.1% |
2,712.75 |
| Close |
2,808.75 |
2,779.00 |
-29.75 |
-1.1% |
2,779.00 |
| Range |
23.00 |
46.75 |
23.75 |
103.3% |
105.25 |
| ATR |
49.37 |
49.18 |
-0.19 |
-0.4% |
0.00 |
| Volume |
1,317,225 |
1,724,880 |
407,655 |
30.9% |
7,517,396 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,925.25 |
2,898.75 |
2,804.75 |
|
| R3 |
2,878.50 |
2,852.00 |
2,791.75 |
|
| R2 |
2,831.75 |
2,831.75 |
2,787.50 |
|
| R1 |
2,805.25 |
2,805.25 |
2,783.25 |
2,795.00 |
| PP |
2,785.00 |
2,785.00 |
2,785.00 |
2,779.75 |
| S1 |
2,758.50 |
2,758.50 |
2,774.75 |
2,748.50 |
| S2 |
2,738.25 |
2,738.25 |
2,770.50 |
|
| S3 |
2,691.50 |
2,711.75 |
2,766.25 |
|
| S4 |
2,644.75 |
2,665.00 |
2,753.25 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.75 |
3,037.50 |
2,837.00 |
|
| R3 |
2,980.50 |
2,932.25 |
2,808.00 |
|
| R2 |
2,875.25 |
2,875.25 |
2,798.25 |
|
| R1 |
2,827.00 |
2,827.00 |
2,788.75 |
2,851.00 |
| PP |
2,770.00 |
2,770.00 |
2,770.00 |
2,782.00 |
| S1 |
2,721.75 |
2,721.75 |
2,769.25 |
2,746.00 |
| S2 |
2,664.75 |
2,664.75 |
2,759.75 |
|
| S3 |
2,559.50 |
2,616.50 |
2,750.00 |
|
| S4 |
2,454.25 |
2,511.25 |
2,721.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,818.00 |
2,712.75 |
105.25 |
3.8% |
41.00 |
1.5% |
63% |
False |
False |
1,503,479 |
| 10 |
2,818.00 |
2,603.00 |
215.00 |
7.7% |
52.50 |
1.9% |
82% |
False |
False |
1,946,985 |
| 20 |
2,824.25 |
2,603.00 |
221.25 |
8.0% |
54.75 |
2.0% |
80% |
False |
False |
2,131,155 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.4% |
44.00 |
1.6% |
51% |
False |
False |
1,967,133 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.4% |
35.75 |
1.3% |
51% |
False |
False |
1,355,020 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.4% |
32.50 |
1.2% |
51% |
False |
False |
1,017,019 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.4% |
31.50 |
1.1% |
51% |
False |
False |
814,196 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.4% |
30.50 |
1.1% |
51% |
False |
False |
678,725 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,010.00 |
|
2.618 |
2,933.75 |
|
1.618 |
2,887.00 |
|
1.000 |
2,858.00 |
|
0.618 |
2,840.25 |
|
HIGH |
2,811.25 |
|
0.618 |
2,793.50 |
|
0.500 |
2,788.00 |
|
0.382 |
2,782.25 |
|
LOW |
2,764.50 |
|
0.618 |
2,735.50 |
|
1.000 |
2,717.75 |
|
1.618 |
2,688.75 |
|
2.618 |
2,642.00 |
|
4.250 |
2,565.75 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,788.00 |
2,781.50 |
| PP |
2,785.00 |
2,780.50 |
| S1 |
2,782.00 |
2,779.75 |
|