| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,780.00 |
6,874.50 |
94.50 |
1.4% |
7,026.25 |
| High |
6,920.50 |
6,915.00 |
-5.50 |
-0.1% |
7,103.75 |
| Low |
6,712.25 |
6,806.25 |
94.00 |
1.4% |
6,712.25 |
| Close |
6,915.50 |
6,895.25 |
-20.25 |
-0.3% |
6,895.25 |
| Range |
208.25 |
108.75 |
-99.50 |
-47.8% |
391.50 |
| ATR |
192.67 |
186.72 |
-5.96 |
-3.1% |
0.00 |
| Volume |
793,461 |
691,502 |
-101,959 |
-12.8% |
3,630,740 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,198.50 |
7,155.50 |
6,955.00 |
|
| R3 |
7,089.75 |
7,046.75 |
6,925.25 |
|
| R2 |
6,981.00 |
6,981.00 |
6,915.25 |
|
| R1 |
6,938.00 |
6,938.00 |
6,905.25 |
6,959.50 |
| PP |
6,872.25 |
6,872.25 |
6,872.25 |
6,883.00 |
| S1 |
6,829.25 |
6,829.25 |
6,885.25 |
6,850.75 |
| S2 |
6,763.50 |
6,763.50 |
6,875.25 |
|
| S3 |
6,654.75 |
6,720.50 |
6,865.25 |
|
| S4 |
6,546.00 |
6,611.75 |
6,835.50 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,078.25 |
7,878.25 |
7,110.50 |
|
| R3 |
7,686.75 |
7,486.75 |
7,003.00 |
|
| R2 |
7,295.25 |
7,295.25 |
6,967.00 |
|
| R1 |
7,095.25 |
7,095.25 |
6,931.25 |
6,999.50 |
| PP |
6,903.75 |
6,903.75 |
6,903.75 |
6,856.00 |
| S1 |
6,703.75 |
6,703.75 |
6,859.25 |
6,608.00 |
| S2 |
6,512.25 |
6,512.25 |
6,823.50 |
|
| S3 |
6,120.75 |
6,312.25 |
6,787.50 |
|
| S4 |
5,729.25 |
5,920.75 |
6,680.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,103.75 |
6,712.25 |
391.50 |
5.7% |
187.75 |
2.7% |
47% |
False |
False |
726,148 |
| 10 |
7,231.00 |
6,712.25 |
518.75 |
7.5% |
173.00 |
2.5% |
35% |
False |
False |
634,720 |
| 20 |
7,231.00 |
6,580.50 |
650.50 |
9.4% |
210.00 |
3.0% |
48% |
False |
False |
722,865 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
16.7% |
181.25 |
2.6% |
27% |
False |
False |
656,129 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
16.7% |
152.50 |
2.2% |
27% |
False |
False |
480,404 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
16.7% |
136.75 |
2.0% |
27% |
False |
False |
360,483 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
16.7% |
128.75 |
1.9% |
27% |
False |
False |
288,468 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
16.7% |
122.50 |
1.8% |
27% |
False |
False |
240,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,377.25 |
|
2.618 |
7,199.75 |
|
1.618 |
7,091.00 |
|
1.000 |
7,023.75 |
|
0.618 |
6,982.25 |
|
HIGH |
6,915.00 |
|
0.618 |
6,873.50 |
|
0.500 |
6,860.50 |
|
0.382 |
6,847.75 |
|
LOW |
6,806.25 |
|
0.618 |
6,739.00 |
|
1.000 |
6,697.50 |
|
1.618 |
6,630.25 |
|
2.618 |
6,521.50 |
|
4.250 |
6,344.00 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,883.75 |
6,870.50 |
| PP |
6,872.25 |
6,845.75 |
| S1 |
6,860.50 |
6,821.00 |
|