| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,875.00 |
6,668.50 |
-206.50 |
-3.0% |
7,026.25 |
| High |
6,934.50 |
6,670.00 |
-264.50 |
-3.8% |
7,103.75 |
| Low |
6,632.25 |
6,449.50 |
-182.75 |
-2.8% |
6,712.25 |
| Close |
6,672.00 |
6,532.50 |
-139.50 |
-2.1% |
6,895.25 |
| Range |
302.25 |
220.50 |
-81.75 |
-27.0% |
391.50 |
| ATR |
194.97 |
196.93 |
1.97 |
1.0% |
0.00 |
| Volume |
743,936 |
910,469 |
166,533 |
22.4% |
3,630,740 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,212.25 |
7,092.75 |
6,653.75 |
|
| R3 |
6,991.75 |
6,872.25 |
6,593.25 |
|
| R2 |
6,771.25 |
6,771.25 |
6,573.00 |
|
| R1 |
6,651.75 |
6,651.75 |
6,552.75 |
6,601.25 |
| PP |
6,550.75 |
6,550.75 |
6,550.75 |
6,525.50 |
| S1 |
6,431.25 |
6,431.25 |
6,512.25 |
6,380.75 |
| S2 |
6,330.25 |
6,330.25 |
6,492.00 |
|
| S3 |
6,109.75 |
6,210.75 |
6,471.75 |
|
| S4 |
5,889.25 |
5,990.25 |
6,411.25 |
|
|
| 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 |
6,934.50 |
6,449.50 |
485.00 |
7.4% |
204.75 |
3.1% |
17% |
False |
True |
774,136 |
| 10 |
7,231.00 |
6,449.50 |
781.50 |
12.0% |
199.25 |
3.0% |
11% |
False |
True |
698,126 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
12.0% |
217.50 |
3.3% |
11% |
False |
True |
731,778 |
| 40 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
190.00 |
2.9% |
6% |
False |
True |
679,762 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
158.75 |
2.4% |
6% |
False |
True |
507,953 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
139.00 |
2.1% |
6% |
False |
True |
381,145 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
132.25 |
2.0% |
6% |
False |
True |
305,004 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.6% |
126.00 |
1.9% |
6% |
False |
True |
254,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,607.00 |
|
2.618 |
7,247.25 |
|
1.618 |
7,026.75 |
|
1.000 |
6,890.50 |
|
0.618 |
6,806.25 |
|
HIGH |
6,670.00 |
|
0.618 |
6,585.75 |
|
0.500 |
6,559.75 |
|
0.382 |
6,533.75 |
|
LOW |
6,449.50 |
|
0.618 |
6,313.25 |
|
1.000 |
6,229.00 |
|
1.618 |
6,092.75 |
|
2.618 |
5,872.25 |
|
4.250 |
5,512.50 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,559.75 |
6,692.00 |
| PP |
6,550.75 |
6,638.75 |
| S1 |
6,541.50 |
6,585.75 |
|