| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,778.75 |
2,732.00 |
-46.75 |
-1.7% |
2,722.50 |
| High |
2,795.25 |
2,755.75 |
-39.50 |
-1.4% |
2,818.00 |
| Low |
2,722.25 |
2,714.50 |
-7.75 |
-0.3% |
2,712.75 |
| Close |
2,727.75 |
2,727.50 |
-0.25 |
0.0% |
2,779.00 |
| Range |
73.00 |
41.25 |
-31.75 |
-43.5% |
105.25 |
| ATR |
50.88 |
50.19 |
-0.69 |
-1.4% |
0.00 |
| Volume |
1,921,301 |
2,101,869 |
180,568 |
9.4% |
7,517,396 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,856.25 |
2,833.25 |
2,750.25 |
|
| R3 |
2,815.00 |
2,792.00 |
2,738.75 |
|
| R2 |
2,773.75 |
2,773.75 |
2,735.00 |
|
| R1 |
2,750.75 |
2,750.75 |
2,731.25 |
2,741.50 |
| PP |
2,732.50 |
2,732.50 |
2,732.50 |
2,728.00 |
| S1 |
2,709.50 |
2,709.50 |
2,723.75 |
2,700.50 |
| S2 |
2,691.25 |
2,691.25 |
2,720.00 |
|
| S3 |
2,650.00 |
2,668.25 |
2,716.25 |
|
| S4 |
2,608.75 |
2,627.00 |
2,704.75 |
|
|
| 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 |
2,714.50 |
103.50 |
3.8% |
51.50 |
1.9% |
13% |
False |
True |
1,791,857 |
| 10 |
2,818.00 |
2,682.00 |
136.00 |
5.0% |
47.75 |
1.7% |
33% |
False |
False |
1,820,306 |
| 20 |
2,824.25 |
2,603.00 |
221.25 |
8.1% |
55.00 |
2.0% |
56% |
False |
False |
2,155,102 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
45.50 |
1.7% |
36% |
False |
False |
1,976,198 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
37.25 |
1.4% |
36% |
False |
False |
1,421,952 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
33.50 |
1.2% |
36% |
False |
False |
1,067,286 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
32.00 |
1.2% |
36% |
False |
False |
854,384 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.00 |
1.1% |
36% |
False |
False |
712,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,931.00 |
|
2.618 |
2,863.75 |
|
1.618 |
2,822.50 |
|
1.000 |
2,797.00 |
|
0.618 |
2,781.25 |
|
HIGH |
2,755.75 |
|
0.618 |
2,740.00 |
|
0.500 |
2,735.00 |
|
0.382 |
2,730.25 |
|
LOW |
2,714.50 |
|
0.618 |
2,689.00 |
|
1.000 |
2,673.25 |
|
1.618 |
2,647.75 |
|
2.618 |
2,606.50 |
|
4.250 |
2,539.25 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,735.00 |
2,763.00 |
| PP |
2,732.50 |
2,751.00 |
| S1 |
2,730.00 |
2,739.25 |
|