| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,804.00 |
2,778.75 |
-25.25 |
-0.9% |
2,722.50 |
| High |
2,811.25 |
2,795.25 |
-16.00 |
-0.6% |
2,818.00 |
| Low |
2,764.50 |
2,722.25 |
-42.25 |
-1.5% |
2,712.75 |
| Close |
2,779.00 |
2,727.75 |
-51.25 |
-1.8% |
2,779.00 |
| Range |
46.75 |
73.00 |
26.25 |
56.1% |
105.25 |
| ATR |
49.18 |
50.88 |
1.70 |
3.5% |
0.00 |
| Volume |
1,724,880 |
1,921,301 |
196,421 |
11.4% |
7,517,396 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,967.50 |
2,920.50 |
2,768.00 |
|
| R3 |
2,894.50 |
2,847.50 |
2,747.75 |
|
| R2 |
2,821.50 |
2,821.50 |
2,741.25 |
|
| R1 |
2,774.50 |
2,774.50 |
2,734.50 |
2,761.50 |
| PP |
2,748.50 |
2,748.50 |
2,748.50 |
2,742.00 |
| S1 |
2,701.50 |
2,701.50 |
2,721.00 |
2,688.50 |
| S2 |
2,675.50 |
2,675.50 |
2,714.25 |
|
| S3 |
2,602.50 |
2,628.50 |
2,707.75 |
|
| S4 |
2,529.50 |
2,555.50 |
2,687.50 |
|
|
| 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 |
2,722.25 |
95.75 |
3.5% |
49.50 |
1.8% |
6% |
False |
True |
1,625,351 |
| 10 |
2,818.00 |
2,633.25 |
184.75 |
6.8% |
49.25 |
1.8% |
51% |
False |
False |
1,860,459 |
| 20 |
2,824.25 |
2,603.00 |
221.25 |
8.1% |
56.75 |
2.1% |
56% |
False |
False |
2,139,024 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
45.25 |
1.7% |
36% |
False |
False |
1,970,577 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
36.75 |
1.3% |
36% |
False |
False |
1,386,998 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
33.25 |
1.2% |
36% |
False |
False |
1,041,023 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.75 |
1.2% |
36% |
False |
False |
833,374 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.00 |
1.1% |
36% |
False |
False |
694,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,105.50 |
|
2.618 |
2,986.25 |
|
1.618 |
2,913.25 |
|
1.000 |
2,868.25 |
|
0.618 |
2,840.25 |
|
HIGH |
2,795.25 |
|
0.618 |
2,767.25 |
|
0.500 |
2,758.75 |
|
0.382 |
2,750.25 |
|
LOW |
2,722.25 |
|
0.618 |
2,677.25 |
|
1.000 |
2,649.25 |
|
1.618 |
2,604.25 |
|
2.618 |
2,531.25 |
|
4.250 |
2,412.00 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,758.75 |
2,770.00 |
| PP |
2,748.50 |
2,756.00 |
| S1 |
2,738.00 |
2,742.00 |
|