| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,702.00 |
2,731.75 |
29.75 |
1.1% |
2,778.75 |
| High |
2,736.75 |
2,748.75 |
12.00 |
0.4% |
2,795.25 |
| Low |
2,671.25 |
2,708.75 |
37.50 |
1.4% |
2,671.25 |
| Close |
2,734.50 |
2,743.00 |
8.50 |
0.3% |
2,743.00 |
| Range |
65.50 |
40.00 |
-25.50 |
-38.9% |
124.00 |
| ATR |
52.07 |
51.21 |
-0.86 |
-1.7% |
0.00 |
| Volume |
2,383,852 |
1,875,116 |
-508,736 |
-21.3% |
10,577,643 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,853.50 |
2,838.25 |
2,765.00 |
|
| R3 |
2,813.50 |
2,798.25 |
2,754.00 |
|
| R2 |
2,773.50 |
2,773.50 |
2,750.25 |
|
| R1 |
2,758.25 |
2,758.25 |
2,746.75 |
2,766.00 |
| PP |
2,733.50 |
2,733.50 |
2,733.50 |
2,737.25 |
| S1 |
2,718.25 |
2,718.25 |
2,739.25 |
2,726.00 |
| S2 |
2,693.50 |
2,693.50 |
2,735.75 |
|
| S3 |
2,653.50 |
2,678.25 |
2,732.00 |
|
| S4 |
2,613.50 |
2,638.25 |
2,721.00 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,108.50 |
3,049.75 |
2,811.25 |
|
| R3 |
2,984.50 |
2,925.75 |
2,777.00 |
|
| R2 |
2,860.50 |
2,860.50 |
2,765.75 |
|
| R1 |
2,801.75 |
2,801.75 |
2,754.25 |
2,769.00 |
| PP |
2,736.50 |
2,736.50 |
2,736.50 |
2,720.25 |
| S1 |
2,677.75 |
2,677.75 |
2,731.75 |
2,645.00 |
| S2 |
2,612.50 |
2,612.50 |
2,720.25 |
|
| S3 |
2,488.50 |
2,553.75 |
2,709.00 |
|
| S4 |
2,364.50 |
2,429.75 |
2,674.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,795.25 |
2,671.25 |
124.00 |
4.5% |
56.25 |
2.1% |
58% |
False |
False |
2,115,528 |
| 10 |
2,818.00 |
2,671.25 |
146.75 |
5.3% |
48.75 |
1.8% |
49% |
False |
False |
1,809,503 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
7.8% |
56.50 |
2.1% |
65% |
False |
False |
2,173,282 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.5% |
48.25 |
1.8% |
41% |
False |
False |
2,031,932 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
39.00 |
1.4% |
41% |
False |
False |
1,530,962 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
34.75 |
1.3% |
41% |
False |
False |
1,149,096 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
32.50 |
1.2% |
41% |
False |
False |
919,811 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.5% |
31.50 |
1.1% |
41% |
False |
False |
766,844 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,918.75 |
|
2.618 |
2,853.50 |
|
1.618 |
2,813.50 |
|
1.000 |
2,788.75 |
|
0.618 |
2,773.50 |
|
HIGH |
2,748.75 |
|
0.618 |
2,733.50 |
|
0.500 |
2,728.75 |
|
0.382 |
2,724.00 |
|
LOW |
2,708.75 |
|
0.618 |
2,684.00 |
|
1.000 |
2,668.75 |
|
1.618 |
2,644.00 |
|
2.618 |
2,604.00 |
|
4.250 |
2,538.75 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,738.25 |
2,732.00 |
| PP |
2,733.50 |
2,721.00 |
| S1 |
2,728.75 |
2,710.00 |
|