| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,731.75 |
2,733.00 |
1.25 |
0.0% |
2,778.75 |
| High |
2,748.75 |
2,748.00 |
-0.75 |
0.0% |
2,795.25 |
| Low |
2,708.75 |
2,681.50 |
-27.25 |
-1.0% |
2,671.25 |
| Close |
2,743.00 |
2,696.25 |
-46.75 |
-1.7% |
2,743.00 |
| Range |
40.00 |
66.50 |
26.50 |
66.3% |
124.00 |
| ATR |
51.21 |
52.30 |
1.09 |
2.1% |
0.00 |
| Volume |
1,875,116 |
1,988,117 |
113,001 |
6.0% |
10,577,643 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,908.00 |
2,868.75 |
2,732.75 |
|
| R3 |
2,841.50 |
2,802.25 |
2,714.50 |
|
| R2 |
2,775.00 |
2,775.00 |
2,708.50 |
|
| R1 |
2,735.75 |
2,735.75 |
2,702.25 |
2,722.00 |
| PP |
2,708.50 |
2,708.50 |
2,708.50 |
2,701.75 |
| S1 |
2,669.25 |
2,669.25 |
2,690.25 |
2,655.50 |
| S2 |
2,642.00 |
2,642.00 |
2,684.00 |
|
| S3 |
2,575.50 |
2,602.75 |
2,678.00 |
|
| S4 |
2,509.00 |
2,536.25 |
2,659.75 |
|
|
| 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 |
2,755.75 |
2,671.25 |
84.50 |
3.1% |
55.00 |
2.0% |
30% |
False |
False |
2,128,891 |
| 10 |
2,818.00 |
2,671.25 |
146.75 |
5.4% |
52.25 |
1.9% |
17% |
False |
False |
1,877,121 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.0% |
58.25 |
2.2% |
43% |
False |
False |
2,189,400 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.7% |
49.50 |
1.8% |
27% |
False |
False |
2,052,583 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
39.75 |
1.5% |
27% |
False |
False |
1,563,999 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
35.25 |
1.3% |
27% |
False |
False |
1,173,922 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
32.75 |
1.2% |
27% |
False |
False |
939,611 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
12.8% |
31.75 |
1.2% |
27% |
False |
False |
783,378 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,030.50 |
|
2.618 |
2,922.00 |
|
1.618 |
2,855.50 |
|
1.000 |
2,814.50 |
|
0.618 |
2,789.00 |
|
HIGH |
2,748.00 |
|
0.618 |
2,722.50 |
|
0.500 |
2,714.75 |
|
0.382 |
2,707.00 |
|
LOW |
2,681.50 |
|
0.618 |
2,640.50 |
|
1.000 |
2,615.00 |
|
1.618 |
2,574.00 |
|
2.618 |
2,507.50 |
|
4.250 |
2,399.00 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,714.75 |
2,710.00 |
| PP |
2,708.50 |
2,705.50 |
| S1 |
2,702.50 |
2,700.75 |
|