| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,639.75 |
2,650.00 |
10.25 |
0.4% |
2,733.00 |
| High |
2,671.25 |
2,656.25 |
-15.00 |
-0.6% |
2,748.00 |
| Low |
2,632.25 |
2,626.00 |
-6.25 |
-0.2% |
2,626.00 |
| Close |
2,649.00 |
2,629.50 |
-19.50 |
-0.7% |
2,629.50 |
| Range |
39.00 |
30.25 |
-8.75 |
-22.4% |
122.00 |
| ATR |
52.19 |
50.62 |
-1.57 |
-3.0% |
0.00 |
| Volume |
1,454,916 |
872,856 |
-582,060 |
-40.0% |
6,849,017 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,728.00 |
2,709.00 |
2,646.25 |
|
| R3 |
2,697.75 |
2,678.75 |
2,637.75 |
|
| R2 |
2,667.50 |
2,667.50 |
2,635.00 |
|
| R1 |
2,648.50 |
2,648.50 |
2,632.25 |
2,643.00 |
| PP |
2,637.25 |
2,637.25 |
2,637.25 |
2,634.50 |
| S1 |
2,618.25 |
2,618.25 |
2,626.75 |
2,612.50 |
| S2 |
2,607.00 |
2,607.00 |
2,624.00 |
|
| S3 |
2,576.75 |
2,588.00 |
2,621.25 |
|
| S4 |
2,546.50 |
2,557.75 |
2,612.75 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,033.75 |
2,953.75 |
2,696.50 |
|
| R3 |
2,911.75 |
2,831.75 |
2,663.00 |
|
| R2 |
2,789.75 |
2,789.75 |
2,651.75 |
|
| R1 |
2,709.75 |
2,709.75 |
2,640.75 |
2,688.75 |
| PP |
2,667.75 |
2,667.75 |
2,667.75 |
2,657.50 |
| S1 |
2,587.75 |
2,587.75 |
2,618.25 |
2,566.75 |
| S2 |
2,545.75 |
2,545.75 |
2,607.25 |
|
| S3 |
2,423.75 |
2,465.75 |
2,596.00 |
|
| S4 |
2,301.75 |
2,343.75 |
2,562.50 |
|
|
| 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 |
2,626.00 |
122.75 |
4.7% |
48.25 |
1.8% |
3% |
False |
True |
1,744,826 |
| 10 |
2,811.25 |
2,626.00 |
185.25 |
7.0% |
53.00 |
2.0% |
2% |
False |
True |
1,915,154 |
| 20 |
2,818.00 |
2,603.00 |
215.00 |
8.2% |
53.50 |
2.0% |
12% |
False |
False |
2,020,315 |
| 40 |
2,944.75 |
2,603.00 |
341.75 |
13.0% |
51.25 |
1.9% |
8% |
False |
False |
2,085,308 |
| 60 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
41.00 |
1.6% |
8% |
False |
False |
1,644,613 |
| 80 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
36.00 |
1.4% |
8% |
False |
False |
1,234,610 |
| 100 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
33.25 |
1.3% |
8% |
False |
False |
988,157 |
| 120 |
2,947.00 |
2,603.00 |
344.00 |
13.1% |
32.25 |
1.2% |
8% |
False |
False |
823,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,784.75 |
|
2.618 |
2,735.50 |
|
1.618 |
2,705.25 |
|
1.000 |
2,686.50 |
|
0.618 |
2,675.00 |
|
HIGH |
2,656.25 |
|
0.618 |
2,644.75 |
|
0.500 |
2,641.00 |
|
0.382 |
2,637.50 |
|
LOW |
2,626.00 |
|
0.618 |
2,607.25 |
|
1.000 |
2,595.75 |
|
1.618 |
2,577.00 |
|
2.618 |
2,546.75 |
|
4.250 |
2,497.50 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,641.00 |
2,661.50 |
| PP |
2,637.25 |
2,650.75 |
| S1 |
2,633.50 |
2,640.00 |
|