| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,731.25 |
2,702.00 |
-29.25 |
-1.1% |
2,722.50 |
| High |
2,748.25 |
2,736.75 |
-11.50 |
-0.4% |
2,818.00 |
| Low |
2,686.25 |
2,671.25 |
-15.00 |
-0.6% |
2,712.75 |
| Close |
2,698.50 |
2,734.50 |
36.00 |
1.3% |
2,779.00 |
| Range |
62.00 |
65.50 |
3.50 |
5.6% |
105.25 |
| ATR |
51.04 |
52.07 |
1.03 |
2.0% |
0.00 |
| Volume |
2,295,505 |
2,383,852 |
88,347 |
3.8% |
7,517,396 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,910.75 |
2,888.00 |
2,770.50 |
|
| R3 |
2,845.25 |
2,822.50 |
2,752.50 |
|
| R2 |
2,779.75 |
2,779.75 |
2,746.50 |
|
| R1 |
2,757.00 |
2,757.00 |
2,740.50 |
2,768.50 |
| PP |
2,714.25 |
2,714.25 |
2,714.25 |
2,719.75 |
| S1 |
2,691.50 |
2,691.50 |
2,728.50 |
2,703.00 |
| S2 |
2,648.75 |
2,648.75 |
2,722.50 |
|
| S3 |
2,583.25 |
2,626.00 |
2,716.50 |
|
| S4 |
2,517.75 |
2,560.50 |
2,698.50 |
|
|
| 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 |
2,811.25 |
2,671.25 |
140.00 |
5.1% |
57.75 |
2.1% |
45% |
False |
True |
2,085,481 |
| 10 |
2,818.00 |
2,671.25 |
146.75 |
5.4% |
51.25 |
1.9% |
43% |
False |
True |
1,859,262 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
7.9% |
56.50 |
2.1% |
61% |
False |
False |
2,180,706 |
| 40 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
47.75 |
1.7% |
38% |
False |
False |
2,022,290 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
38.50 |
1.4% |
38% |
False |
False |
1,499,783 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
34.50 |
1.3% |
38% |
False |
False |
1,125,695 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
32.50 |
1.2% |
38% |
False |
False |
901,101 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.6% |
31.50 |
1.1% |
38% |
False |
False |
751,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,015.00 |
|
2.618 |
2,908.25 |
|
1.618 |
2,842.75 |
|
1.000 |
2,802.25 |
|
0.618 |
2,777.25 |
|
HIGH |
2,736.75 |
|
0.618 |
2,711.75 |
|
0.500 |
2,704.00 |
|
0.382 |
2,696.25 |
|
LOW |
2,671.25 |
|
0.618 |
2,630.75 |
|
1.000 |
2,605.75 |
|
1.618 |
2,565.25 |
|
2.618 |
2,499.75 |
|
4.250 |
2,393.00 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,724.25 |
2,727.50 |
| PP |
2,714.25 |
2,720.50 |
| S1 |
2,704.00 |
2,713.50 |
|