| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,732.00 |
2,731.25 |
-0.75 |
0.0% |
2,722.50 |
| High |
2,755.75 |
2,748.25 |
-7.50 |
-0.3% |
2,818.00 |
| Low |
2,714.50 |
2,686.25 |
-28.25 |
-1.0% |
2,712.75 |
| Close |
2,727.50 |
2,698.50 |
-29.00 |
-1.1% |
2,779.00 |
| Range |
41.25 |
62.00 |
20.75 |
50.3% |
105.25 |
| ATR |
50.19 |
51.04 |
0.84 |
1.7% |
0.00 |
| Volume |
2,101,869 |
2,295,505 |
193,636 |
9.2% |
7,517,396 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,897.00 |
2,859.75 |
2,732.50 |
|
| R3 |
2,835.00 |
2,797.75 |
2,715.50 |
|
| R2 |
2,773.00 |
2,773.00 |
2,709.75 |
|
| R1 |
2,735.75 |
2,735.75 |
2,704.25 |
2,723.50 |
| PP |
2,711.00 |
2,711.00 |
2,711.00 |
2,704.75 |
| S1 |
2,673.75 |
2,673.75 |
2,692.75 |
2,661.50 |
| S2 |
2,649.00 |
2,649.00 |
2,687.25 |
|
| S3 |
2,587.00 |
2,611.75 |
2,681.50 |
|
| S4 |
2,525.00 |
2,549.75 |
2,664.50 |
|
|
| 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 |
2,686.25 |
131.75 |
4.9% |
49.25 |
1.8% |
9% |
False |
True |
1,872,156 |
| 10 |
2,818.00 |
2,686.25 |
131.75 |
4.9% |
48.50 |
1.8% |
9% |
False |
True |
1,802,891 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.0% |
56.00 |
2.1% |
44% |
False |
False |
2,172,451 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
46.75 |
1.7% |
28% |
False |
False |
1,999,555 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
37.75 |
1.4% |
28% |
False |
False |
1,460,133 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
34.00 |
1.3% |
28% |
False |
False |
1,095,958 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
32.00 |
1.2% |
28% |
False |
False |
877,301 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.7% |
31.25 |
1.2% |
28% |
False |
False |
731,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,011.75 |
|
2.618 |
2,910.50 |
|
1.618 |
2,848.50 |
|
1.000 |
2,810.25 |
|
0.618 |
2,786.50 |
|
HIGH |
2,748.25 |
|
0.618 |
2,724.50 |
|
0.500 |
2,717.25 |
|
0.382 |
2,710.00 |
|
LOW |
2,686.25 |
|
0.618 |
2,648.00 |
|
1.000 |
2,624.25 |
|
1.618 |
2,586.00 |
|
2.618 |
2,524.00 |
|
4.250 |
2,422.75 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,717.25 |
2,740.75 |
| PP |
2,711.00 |
2,726.75 |
| S1 |
2,704.75 |
2,712.50 |
|