| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,874.50 |
6,875.00 |
0.50 |
0.0% |
7,026.25 |
| High |
6,915.00 |
6,934.50 |
19.50 |
0.3% |
7,103.75 |
| Low |
6,806.25 |
6,632.25 |
-174.00 |
-2.6% |
6,712.25 |
| Close |
6,895.25 |
6,672.00 |
-223.25 |
-3.2% |
6,895.25 |
| Range |
108.75 |
302.25 |
193.50 |
177.9% |
391.50 |
| ATR |
186.72 |
194.97 |
8.25 |
4.4% |
0.00 |
| Volume |
691,502 |
743,936 |
52,434 |
7.6% |
3,630,740 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,653.00 |
7,464.75 |
6,838.25 |
|
| R3 |
7,350.75 |
7,162.50 |
6,755.00 |
|
| R2 |
7,048.50 |
7,048.50 |
6,727.50 |
|
| R1 |
6,860.25 |
6,860.25 |
6,699.75 |
6,803.25 |
| PP |
6,746.25 |
6,746.25 |
6,746.25 |
6,717.75 |
| S1 |
6,558.00 |
6,558.00 |
6,644.25 |
6,501.00 |
| S2 |
6,444.00 |
6,444.00 |
6,616.50 |
|
| S3 |
6,141.75 |
6,255.75 |
6,589.00 |
|
| S4 |
5,839.50 |
5,953.50 |
6,505.75 |
|
|
| 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 |
6,962.00 |
6,632.25 |
329.75 |
4.9% |
192.75 |
2.9% |
12% |
False |
True |
734,345 |
| 10 |
7,231.00 |
6,632.25 |
598.75 |
9.0% |
190.00 |
2.8% |
7% |
False |
True |
658,509 |
| 20 |
7,231.00 |
6,580.50 |
650.50 |
9.7% |
217.50 |
3.3% |
14% |
False |
False |
727,545 |
| 40 |
7,728.75 |
6,580.50 |
1,148.25 |
17.2% |
185.75 |
2.8% |
8% |
False |
False |
664,958 |
| 60 |
7,728.75 |
6,580.50 |
1,148.25 |
17.2% |
156.25 |
2.3% |
8% |
False |
False |
492,792 |
| 80 |
7,728.75 |
6,580.50 |
1,148.25 |
17.2% |
138.00 |
2.1% |
8% |
False |
False |
369,774 |
| 100 |
7,728.75 |
6,580.50 |
1,148.25 |
17.2% |
130.75 |
2.0% |
8% |
False |
False |
295,903 |
| 120 |
7,728.75 |
6,580.50 |
1,148.25 |
17.2% |
124.75 |
1.9% |
8% |
False |
False |
246,625 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,219.00 |
|
2.618 |
7,725.75 |
|
1.618 |
7,423.50 |
|
1.000 |
7,236.75 |
|
0.618 |
7,121.25 |
|
HIGH |
6,934.50 |
|
0.618 |
6,819.00 |
|
0.500 |
6,783.50 |
|
0.382 |
6,747.75 |
|
LOW |
6,632.25 |
|
0.618 |
6,445.50 |
|
1.000 |
6,330.00 |
|
1.618 |
6,143.25 |
|
2.618 |
5,841.00 |
|
4.250 |
5,347.75 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,783.50 |
6,783.50 |
| PP |
6,746.25 |
6,746.25 |
| S1 |
6,709.00 |
6,709.00 |
|