| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
7,026.25 |
6,847.00 |
-179.25 |
-2.6% |
6,972.75 |
| High |
7,103.75 |
6,962.00 |
-141.75 |
-2.0% |
7,231.00 |
| Low |
6,825.75 |
6,801.25 |
-24.50 |
-0.4% |
6,865.00 |
| Close |
6,835.00 |
6,853.00 |
18.00 |
0.3% |
7,031.25 |
| Range |
278.00 |
160.75 |
-117.25 |
-42.2% |
366.00 |
| ATR |
194.50 |
192.09 |
-2.41 |
-1.2% |
0.00 |
| Volume |
702,949 |
711,516 |
8,567 |
1.2% |
2,716,465 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,354.25 |
7,264.50 |
6,941.50 |
|
| R3 |
7,193.50 |
7,103.75 |
6,897.25 |
|
| R2 |
7,032.75 |
7,032.75 |
6,882.50 |
|
| R1 |
6,943.00 |
6,943.00 |
6,867.75 |
6,988.00 |
| PP |
6,872.00 |
6,872.00 |
6,872.00 |
6,894.50 |
| S1 |
6,782.25 |
6,782.25 |
6,838.25 |
6,827.00 |
| S2 |
6,711.25 |
6,711.25 |
6,823.50 |
|
| S3 |
6,550.50 |
6,621.50 |
6,808.75 |
|
| S4 |
6,389.75 |
6,460.75 |
6,764.50 |
|
|
| 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 |
6,801.25 |
429.75 |
6.3% |
193.75 |
2.8% |
12% |
False |
True |
622,117 |
| 10 |
7,231.00 |
6,801.25 |
429.75 |
6.3% |
182.75 |
2.7% |
12% |
False |
True |
626,854 |
| 20 |
7,368.50 |
6,580.50 |
788.00 |
11.5% |
210.75 |
3.1% |
35% |
False |
False |
713,564 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
175.50 |
2.6% |
24% |
False |
False |
630,297 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
148.00 |
2.2% |
24% |
False |
False |
443,494 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
134.50 |
2.0% |
24% |
False |
False |
332,796 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
128.50 |
1.9% |
24% |
False |
False |
266,319 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.8% |
120.25 |
1.8% |
24% |
False |
False |
221,963 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,645.25 |
|
2.618 |
7,382.75 |
|
1.618 |
7,222.00 |
|
1.000 |
7,122.75 |
|
0.618 |
7,061.25 |
|
HIGH |
6,962.00 |
|
0.618 |
6,900.50 |
|
0.500 |
6,881.50 |
|
0.382 |
6,862.75 |
|
LOW |
6,801.25 |
|
0.618 |
6,702.00 |
|
1.000 |
6,640.50 |
|
1.618 |
6,541.25 |
|
2.618 |
6,380.50 |
|
4.250 |
6,118.00 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,881.50 |
6,983.75 |
| PP |
6,872.00 |
6,940.25 |
| S1 |
6,862.50 |
6,896.50 |
|