| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,696.25 |
2,639.75 |
-56.50 |
-2.1% |
2,778.75 |
| High |
2,696.75 |
2,671.25 |
-25.50 |
-0.9% |
2,795.25 |
| Low |
2,631.75 |
2,632.25 |
0.50 |
0.0% |
2,671.25 |
| Close |
2,640.00 |
2,649.00 |
9.00 |
0.3% |
2,743.00 |
| Range |
65.00 |
39.00 |
-26.00 |
-40.0% |
124.00 |
| ATR |
53.21 |
52.19 |
-1.01 |
-1.9% |
0.00 |
| Volume |
2,533,128 |
1,454,916 |
-1,078,212 |
-42.6% |
10,577,643 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,767.75 |
2,747.50 |
2,670.50 |
|
| R3 |
2,728.75 |
2,708.50 |
2,659.75 |
|
| R2 |
2,689.75 |
2,689.75 |
2,656.25 |
|
| R1 |
2,669.50 |
2,669.50 |
2,652.50 |
2,679.50 |
| PP |
2,650.75 |
2,650.75 |
2,650.75 |
2,656.00 |
| S1 |
2,630.50 |
2,630.50 |
2,645.50 |
2,640.50 |
| S2 |
2,611.75 |
2,611.75 |
2,641.75 |
|
| S3 |
2,572.75 |
2,591.50 |
2,638.25 |
|
| S4 |
2,533.75 |
2,552.50 |
2,627.50 |
|
|
| 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% |
55.25 |
2.1% |
15% |
False |
False |
2,047,025 |
| 10 |
2,818.00 |
2,631.75 |
186.25 |
7.0% |
52.25 |
2.0% |
9% |
False |
False |
1,959,590 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.1% |
55.25 |
2.1% |
21% |
False |
False |
2,103,468 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
12.9% |
51.00 |
1.9% |
13% |
False |
False |
2,093,758 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
41.00 |
1.5% |
13% |
False |
False |
1,630,222 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
36.00 |
1.4% |
13% |
False |
False |
1,223,729 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
33.25 |
1.3% |
13% |
False |
False |
979,440 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
13.0% |
32.25 |
1.2% |
13% |
False |
False |
816,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,837.00 |
|
2.618 |
2,773.25 |
|
1.618 |
2,734.25 |
|
1.000 |
2,710.25 |
|
0.618 |
2,695.25 |
|
HIGH |
2,671.25 |
|
0.618 |
2,656.25 |
|
0.500 |
2,651.75 |
|
0.382 |
2,647.25 |
|
LOW |
2,632.25 |
|
0.618 |
2,608.25 |
|
1.000 |
2,593.25 |
|
1.618 |
2,569.25 |
|
2.618 |
2,530.25 |
|
4.250 |
2,466.50 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,651.75 |
2,690.00 |
| PP |
2,650.75 |
2,676.25 |
| S1 |
2,650.00 |
2,662.50 |
|