| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,668.50 |
6,527.75 |
-140.75 |
-2.1% |
7,026.25 |
| High |
6,670.00 |
6,647.75 |
-22.25 |
-0.3% |
7,103.75 |
| Low |
6,449.50 |
6,509.00 |
59.50 |
0.9% |
6,712.25 |
| Close |
6,532.50 |
6,576.25 |
43.75 |
0.7% |
6,895.25 |
| Range |
220.50 |
138.75 |
-81.75 |
-37.1% |
391.50 |
| ATR |
196.93 |
192.78 |
-4.16 |
-2.1% |
0.00 |
| Volume |
910,469 |
569,302 |
-341,167 |
-37.5% |
3,630,740 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,994.00 |
6,923.75 |
6,652.50 |
|
| R3 |
6,855.25 |
6,785.00 |
6,614.50 |
|
| R2 |
6,716.50 |
6,716.50 |
6,601.75 |
|
| R1 |
6,646.25 |
6,646.25 |
6,589.00 |
6,681.50 |
| PP |
6,577.75 |
6,577.75 |
6,577.75 |
6,595.25 |
| S1 |
6,507.50 |
6,507.50 |
6,563.50 |
6,542.50 |
| S2 |
6,439.00 |
6,439.00 |
6,550.75 |
|
| S3 |
6,300.25 |
6,368.75 |
6,538.00 |
|
| S4 |
6,161.50 |
6,230.00 |
6,500.00 |
|
|
| 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% |
195.75 |
3.0% |
26% |
False |
False |
741,734 |
| 10 |
7,231.00 |
6,449.50 |
781.50 |
11.9% |
187.75 |
2.9% |
16% |
False |
False |
692,897 |
| 20 |
7,231.00 |
6,449.50 |
781.50 |
11.9% |
205.00 |
3.1% |
16% |
False |
False |
715,472 |
| 40 |
7,728.75 |
6,449.50 |
1,279.25 |
19.5% |
191.25 |
2.9% |
10% |
False |
False |
683,849 |
| 60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.5% |
160.50 |
2.4% |
10% |
False |
False |
517,419 |
| 80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.5% |
139.25 |
2.1% |
10% |
False |
False |
388,255 |
| 100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.5% |
132.25 |
2.0% |
10% |
False |
False |
310,694 |
| 120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.5% |
126.50 |
1.9% |
10% |
False |
False |
258,956 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,237.50 |
|
2.618 |
7,011.00 |
|
1.618 |
6,872.25 |
|
1.000 |
6,786.50 |
|
0.618 |
6,733.50 |
|
HIGH |
6,647.75 |
|
0.618 |
6,594.75 |
|
0.500 |
6,578.50 |
|
0.382 |
6,562.00 |
|
LOW |
6,509.00 |
|
0.618 |
6,423.25 |
|
1.000 |
6,370.25 |
|
1.618 |
6,284.50 |
|
2.618 |
6,145.75 |
|
4.250 |
5,919.25 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,578.50 |
6,692.00 |
| PP |
6,577.75 |
6,653.50 |
| S1 |
6,577.00 |
6,614.75 |
|