| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,861.75 |
6,780.00 |
-81.75 |
-1.2% |
6,972.75 |
| High |
6,929.50 |
6,920.50 |
-9.00 |
-0.1% |
7,231.00 |
| Low |
6,746.00 |
6,712.25 |
-33.75 |
-0.5% |
6,865.00 |
| Close |
6,768.25 |
6,915.50 |
147.25 |
2.2% |
7,031.25 |
| Range |
183.50 |
208.25 |
24.75 |
13.5% |
366.00 |
| ATR |
191.48 |
192.67 |
1.20 |
0.6% |
0.00 |
| Volume |
731,312 |
793,461 |
62,149 |
8.5% |
2,716,465 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,474.25 |
7,403.00 |
7,030.00 |
|
| R3 |
7,266.00 |
7,194.75 |
6,972.75 |
|
| R2 |
7,057.75 |
7,057.75 |
6,953.75 |
|
| R1 |
6,986.50 |
6,986.50 |
6,934.50 |
7,022.00 |
| PP |
6,849.50 |
6,849.50 |
6,849.50 |
6,867.25 |
| S1 |
6,778.25 |
6,778.25 |
6,896.50 |
6,814.00 |
| S2 |
6,641.25 |
6,641.25 |
6,877.25 |
|
| S3 |
6,433.00 |
6,570.00 |
6,858.25 |
|
| S4 |
6,224.75 |
6,361.75 |
6,801.00 |
|
|
| 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 |
7,166.25 |
6,712.25 |
454.00 |
6.6% |
201.50 |
2.9% |
45% |
False |
True |
707,186 |
| 10 |
7,231.00 |
6,712.25 |
518.75 |
7.5% |
185.50 |
2.7% |
39% |
False |
True |
644,904 |
| 20 |
7,244.25 |
6,580.50 |
663.75 |
9.6% |
212.25 |
3.1% |
50% |
False |
False |
721,342 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.6% |
180.75 |
2.6% |
29% |
False |
False |
648,137 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.6% |
151.75 |
2.2% |
29% |
False |
False |
468,886 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.6% |
136.50 |
2.0% |
29% |
False |
False |
351,845 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.6% |
129.25 |
1.9% |
29% |
False |
False |
281,558 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.6% |
122.25 |
1.8% |
29% |
False |
False |
234,669 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,805.50 |
|
2.618 |
7,465.75 |
|
1.618 |
7,257.50 |
|
1.000 |
7,128.75 |
|
0.618 |
7,049.25 |
|
HIGH |
6,920.50 |
|
0.618 |
6,841.00 |
|
0.500 |
6,816.50 |
|
0.382 |
6,791.75 |
|
LOW |
6,712.25 |
|
0.618 |
6,583.50 |
|
1.000 |
6,504.00 |
|
1.618 |
6,375.25 |
|
2.618 |
6,167.00 |
|
4.250 |
5,827.25 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,882.50 |
6,889.50 |
| PP |
6,849.50 |
6,863.25 |
| S1 |
6,816.50 |
6,837.00 |
|