| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
7,145.75 |
7,026.25 |
-119.50 |
-1.7% |
6,972.75 |
| High |
7,166.25 |
7,103.75 |
-62.50 |
-0.9% |
7,231.00 |
| Low |
6,989.00 |
6,825.75 |
-163.25 |
-2.3% |
6,865.00 |
| Close |
7,031.25 |
6,835.00 |
-196.25 |
-2.8% |
7,031.25 |
| Range |
177.25 |
278.00 |
100.75 |
56.8% |
366.00 |
| ATR |
188.08 |
194.50 |
6.42 |
3.4% |
0.00 |
| Volume |
596,695 |
702,949 |
106,254 |
17.8% |
2,716,465 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,755.50 |
7,573.25 |
6,988.00 |
|
| R3 |
7,477.50 |
7,295.25 |
6,911.50 |
|
| R2 |
7,199.50 |
7,199.50 |
6,886.00 |
|
| R1 |
7,017.25 |
7,017.25 |
6,860.50 |
6,969.50 |
| PP |
6,921.50 |
6,921.50 |
6,921.50 |
6,897.50 |
| S1 |
6,739.25 |
6,739.25 |
6,809.50 |
6,691.50 |
| S2 |
6,643.50 |
6,643.50 |
6,784.00 |
|
| S3 |
6,365.50 |
6,461.25 |
6,758.50 |
|
| S4 |
6,087.50 |
6,183.25 |
6,682.00 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,140.50 |
7,951.75 |
7,232.50 |
|
| R3 |
7,774.50 |
7,585.75 |
7,132.00 |
|
| R2 |
7,408.50 |
7,408.50 |
7,098.25 |
|
| R1 |
7,219.75 |
7,219.75 |
7,064.75 |
7,314.00 |
| PP |
7,042.50 |
7,042.50 |
7,042.50 |
7,089.50 |
| S1 |
6,853.75 |
6,853.75 |
6,997.75 |
6,948.00 |
| S2 |
6,676.50 |
6,676.50 |
6,964.25 |
|
| S3 |
6,310.50 |
6,487.75 |
6,930.50 |
|
| S4 |
5,944.50 |
6,121.75 |
6,830.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,231.00 |
6,825.75 |
405.25 |
5.9% |
187.25 |
2.7% |
2% |
False |
True |
582,673 |
| 10 |
7,231.00 |
6,661.00 |
570.00 |
8.3% |
185.50 |
2.7% |
31% |
False |
False |
638,957 |
| 20 |
7,368.50 |
6,580.50 |
788.00 |
11.5% |
217.50 |
3.2% |
32% |
False |
False |
708,706 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
175.00 |
2.6% |
22% |
False |
False |
624,327 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
146.50 |
2.1% |
22% |
False |
False |
431,648 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
134.00 |
2.0% |
22% |
False |
False |
323,906 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
127.75 |
1.9% |
22% |
False |
False |
259,206 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
119.50 |
1.7% |
22% |
False |
False |
216,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,285.25 |
|
2.618 |
7,831.50 |
|
1.618 |
7,553.50 |
|
1.000 |
7,381.75 |
|
0.618 |
7,275.50 |
|
HIGH |
7,103.75 |
|
0.618 |
6,997.50 |
|
0.500 |
6,964.75 |
|
0.382 |
6,932.00 |
|
LOW |
6,825.75 |
|
0.618 |
6,654.00 |
|
1.000 |
6,547.75 |
|
1.618 |
6,376.00 |
|
2.618 |
6,098.00 |
|
4.250 |
5,644.25 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,964.75 |
7,028.50 |
| PP |
6,921.50 |
6,964.00 |
| S1 |
6,878.25 |
6,899.50 |
|