| 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 |
7,028.0 |
7,004.0 |
-24.0 |
-0.3% |
7,068.0 |
| High |
7,094.5 |
7,094.0 |
-0.5 |
0.0% |
7,152.5 |
| Low |
6,958.0 |
6,973.5 |
15.5 |
0.2% |
7,001.5 |
| Close |
7,013.0 |
7,023.0 |
10.0 |
0.1% |
7,088.0 |
| Range |
136.5 |
120.5 |
-16.0 |
-11.7% |
151.0 |
| ATR |
105.4 |
106.5 |
1.1 |
1.0% |
0.0 |
| Volume |
131,224 |
172,209 |
40,985 |
31.2% |
487,832 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,391.5 |
7,328.0 |
7,089.5 |
|
| R3 |
7,271.0 |
7,207.5 |
7,056.0 |
|
| R2 |
7,150.5 |
7,150.5 |
7,045.0 |
|
| R1 |
7,087.0 |
7,087.0 |
7,034.0 |
7,119.0 |
| PP |
7,030.0 |
7,030.0 |
7,030.0 |
7,046.0 |
| S1 |
6,966.5 |
6,966.5 |
7,012.0 |
6,998.0 |
| S2 |
6,909.5 |
6,909.5 |
7,001.0 |
|
| S3 |
6,789.0 |
6,846.0 |
6,990.0 |
|
| S4 |
6,668.5 |
6,725.5 |
6,956.5 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,533.5 |
7,462.0 |
7,171.0 |
|
| R3 |
7,382.5 |
7,311.0 |
7,129.5 |
|
| R2 |
7,231.5 |
7,231.5 |
7,115.5 |
|
| R1 |
7,160.0 |
7,160.0 |
7,102.0 |
7,196.0 |
| PP |
7,080.5 |
7,080.5 |
7,080.5 |
7,098.5 |
| S1 |
7,009.0 |
7,009.0 |
7,074.0 |
7,045.0 |
| S2 |
6,929.5 |
6,929.5 |
7,060.5 |
|
| S3 |
6,778.5 |
6,858.0 |
7,046.5 |
|
| S4 |
6,627.5 |
6,707.0 |
7,005.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,155.5 |
6,958.0 |
197.5 |
2.8% |
108.5 |
1.5% |
33% |
False |
False |
119,177 |
| 10 |
7,170.5 |
6,958.0 |
212.5 |
3.0% |
99.5 |
1.4% |
31% |
False |
False |
110,696 |
| 20 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
107.5 |
1.5% |
57% |
False |
False |
123,812 |
| 40 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
100.5 |
1.4% |
28% |
False |
False |
120,113 |
| 60 |
7,596.0 |
6,824.0 |
772.0 |
11.0% |
88.5 |
1.3% |
26% |
False |
False |
100,145 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
76.0 |
1.1% |
23% |
False |
False |
75,117 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
67.5 |
1.0% |
23% |
False |
False |
60,102 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
61.0 |
0.9% |
23% |
False |
False |
50,098 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,606.0 |
|
2.618 |
7,409.5 |
|
1.618 |
7,289.0 |
|
1.000 |
7,214.5 |
|
0.618 |
7,168.5 |
|
HIGH |
7,094.0 |
|
0.618 |
7,048.0 |
|
0.500 |
7,034.0 |
|
0.382 |
7,019.5 |
|
LOW |
6,973.5 |
|
0.618 |
6,899.0 |
|
1.000 |
6,853.0 |
|
1.618 |
6,778.5 |
|
2.618 |
6,658.0 |
|
4.250 |
6,461.5 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,034.0 |
7,026.0 |
| PP |
7,030.0 |
7,025.0 |
| S1 |
7,026.5 |
7,024.0 |
|