| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,733.00 |
2,696.25 |
-36.75 |
-1.3% |
2,778.75 |
| High |
2,748.00 |
2,696.75 |
-51.25 |
-1.9% |
2,795.25 |
| Low |
2,681.50 |
2,631.75 |
-49.75 |
-1.9% |
2,671.25 |
| Close |
2,696.25 |
2,640.00 |
-56.25 |
-2.1% |
2,743.00 |
| Range |
66.50 |
65.00 |
-1.50 |
-2.3% |
124.00 |
| ATR |
52.30 |
53.21 |
0.91 |
1.7% |
0.00 |
| Volume |
1,988,117 |
2,533,128 |
545,011 |
27.4% |
10,577,643 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,851.25 |
2,810.50 |
2,675.75 |
|
| R3 |
2,786.25 |
2,745.50 |
2,658.00 |
|
| R2 |
2,721.25 |
2,721.25 |
2,652.00 |
|
| R1 |
2,680.50 |
2,680.50 |
2,646.00 |
2,668.50 |
| PP |
2,656.25 |
2,656.25 |
2,656.25 |
2,650.00 |
| S1 |
2,615.50 |
2,615.50 |
2,634.00 |
2,603.50 |
| S2 |
2,591.25 |
2,591.25 |
2,628.00 |
|
| S3 |
2,526.25 |
2,550.50 |
2,622.00 |
|
| S4 |
2,461.25 |
2,485.50 |
2,604.25 |
|
|
| 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 |
2,748.75 |
2,631.75 |
117.00 |
4.4% |
59.75 |
2.3% |
7% |
False |
True |
2,215,143 |
| 10 |
2,818.00 |
2,631.75 |
186.25 |
7.1% |
55.50 |
2.1% |
4% |
False |
True |
2,003,500 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.1% |
58.25 |
2.2% |
17% |
False |
False |
2,173,568 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.9% |
50.75 |
1.9% |
11% |
False |
False |
2,090,110 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
40.50 |
1.5% |
11% |
False |
False |
1,606,037 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
35.75 |
1.4% |
11% |
False |
False |
1,205,564 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
33.25 |
1.3% |
11% |
False |
False |
964,923 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
32.00 |
1.2% |
11% |
False |
False |
804,478 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,973.00 |
|
2.618 |
2,867.00 |
|
1.618 |
2,802.00 |
|
1.000 |
2,761.75 |
|
0.618 |
2,737.00 |
|
HIGH |
2,696.75 |
|
0.618 |
2,672.00 |
|
0.500 |
2,664.25 |
|
0.382 |
2,656.50 |
|
LOW |
2,631.75 |
|
0.618 |
2,591.50 |
|
1.000 |
2,566.75 |
|
1.618 |
2,526.50 |
|
2.618 |
2,461.50 |
|
4.250 |
2,355.50 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,664.25 |
2,690.25 |
| PP |
2,656.25 |
2,673.50 |
| S1 |
2,648.00 |
2,656.75 |
|