| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,847.00 |
6,861.75 |
14.75 |
0.2% |
6,972.75 |
| High |
6,962.00 |
6,929.50 |
-32.50 |
-0.5% |
7,231.00 |
| Low |
6,801.25 |
6,746.00 |
-55.25 |
-0.8% |
6,865.00 |
| Close |
6,853.00 |
6,768.25 |
-84.75 |
-1.2% |
7,031.25 |
| Range |
160.75 |
183.50 |
22.75 |
14.2% |
366.00 |
| ATR |
192.09 |
191.48 |
-0.61 |
-0.3% |
0.00 |
| Volume |
711,516 |
731,312 |
19,796 |
2.8% |
2,716,465 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,365.00 |
7,250.25 |
6,869.25 |
|
| R3 |
7,181.50 |
7,066.75 |
6,818.75 |
|
| R2 |
6,998.00 |
6,998.00 |
6,802.00 |
|
| R1 |
6,883.25 |
6,883.25 |
6,785.00 |
6,849.00 |
| PP |
6,814.50 |
6,814.50 |
6,814.50 |
6,797.50 |
| S1 |
6,699.75 |
6,699.75 |
6,751.50 |
6,665.50 |
| S2 |
6,631.00 |
6,631.00 |
6,734.50 |
|
| S3 |
6,447.50 |
6,516.25 |
6,717.75 |
|
| S4 |
6,264.00 |
6,332.75 |
6,667.25 |
|
|
| 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 |
6,746.00 |
485.00 |
7.2% |
179.75 |
2.7% |
5% |
False |
True |
644,060 |
| 10 |
7,231.00 |
6,746.00 |
485.00 |
7.2% |
178.75 |
2.6% |
5% |
False |
True |
624,465 |
| 20 |
7,309.50 |
6,580.50 |
729.00 |
10.8% |
212.50 |
3.1% |
26% |
False |
False |
716,964 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
178.25 |
2.6% |
16% |
False |
False |
638,394 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
149.75 |
2.2% |
16% |
False |
False |
455,673 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
135.50 |
2.0% |
16% |
False |
False |
341,933 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
128.25 |
1.9% |
16% |
False |
False |
273,627 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
17.0% |
121.50 |
1.8% |
16% |
False |
False |
228,057 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,709.50 |
|
2.618 |
7,410.00 |
|
1.618 |
7,226.50 |
|
1.000 |
7,113.00 |
|
0.618 |
7,043.00 |
|
HIGH |
6,929.50 |
|
0.618 |
6,859.50 |
|
0.500 |
6,837.75 |
|
0.382 |
6,816.00 |
|
LOW |
6,746.00 |
|
0.618 |
6,632.50 |
|
1.000 |
6,562.50 |
|
1.618 |
6,449.00 |
|
2.618 |
6,265.50 |
|
4.250 |
5,966.00 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,837.75 |
6,925.00 |
| PP |
6,814.50 |
6,872.75 |
| S1 |
6,791.50 |
6,820.50 |
|