| Trading Metrics calculated at close of trading on 22-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
22-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
3,112.0 |
3,126.0 |
14.0 |
0.4% |
3,223.0 |
| High |
3,137.0 |
3,130.0 |
-7.0 |
-0.2% |
3,226.0 |
| Low |
3,109.0 |
3,104.0 |
-5.0 |
-0.2% |
3,139.0 |
| Close |
3,135.0 |
3,104.0 |
-31.0 |
-1.0% |
3,164.0 |
| Range |
28.0 |
26.0 |
-2.0 |
-7.1% |
87.0 |
| ATR |
48.7 |
47.5 |
-1.3 |
-2.6% |
0.0 |
| Volume |
16,391 |
8,296 |
-8,095 |
-49.4% |
37,415 |
|
| Daily Pivots for day following 22-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,190.7 |
3,173.3 |
3,118.3 |
|
| R3 |
3,164.7 |
3,147.3 |
3,111.2 |
|
| R2 |
3,138.7 |
3,138.7 |
3,108.8 |
|
| R1 |
3,121.3 |
3,121.3 |
3,106.4 |
3,117.0 |
| PP |
3,112.7 |
3,112.7 |
3,112.7 |
3,110.5 |
| S1 |
3,095.3 |
3,095.3 |
3,101.6 |
3,091.0 |
| S2 |
3,086.7 |
3,086.7 |
3,099.2 |
|
| S3 |
3,060.7 |
3,069.3 |
3,096.9 |
|
| S4 |
3,034.7 |
3,043.3 |
3,089.7 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,437.3 |
3,387.7 |
3,211.9 |
|
| R3 |
3,350.3 |
3,300.7 |
3,187.9 |
|
| R2 |
3,263.3 |
3,263.3 |
3,180.0 |
|
| R1 |
3,213.7 |
3,213.7 |
3,172.0 |
3,195.0 |
| PP |
3,176.3 |
3,176.3 |
3,176.3 |
3,167.0 |
| S1 |
3,126.7 |
3,126.7 |
3,156.0 |
3,108.0 |
| S2 |
3,089.3 |
3,089.3 |
3,148.1 |
|
| S3 |
3,002.3 |
3,039.7 |
3,140.1 |
|
| S4 |
2,915.3 |
2,952.7 |
3,116.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,194.0 |
3,082.0 |
112.0 |
3.6% |
42.4 |
1.4% |
20% |
False |
False |
36,046 |
| 10 |
3,226.0 |
3,082.0 |
144.0 |
4.6% |
44.6 |
1.4% |
15% |
False |
False |
21,133 |
| 20 |
3,240.0 |
3,073.0 |
167.0 |
5.4% |
42.0 |
1.4% |
19% |
False |
False |
14,445 |
| 40 |
3,419.0 |
3,073.0 |
346.0 |
11.1% |
47.1 |
1.5% |
9% |
False |
False |
11,719 |
| 60 |
3,429.0 |
3,073.0 |
356.0 |
11.5% |
38.9 |
1.3% |
9% |
False |
False |
8,714 |
| 80 |
3,478.0 |
3,073.0 |
405.0 |
13.0% |
33.9 |
1.1% |
8% |
False |
False |
6,626 |
| 100 |
3,495.0 |
3,073.0 |
422.0 |
13.6% |
30.5 |
1.0% |
7% |
False |
False |
5,312 |
| 120 |
3,495.0 |
3,073.0 |
422.0 |
13.6% |
27.8 |
0.9% |
7% |
False |
False |
4,615 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,240.5 |
|
2.618 |
3,198.1 |
|
1.618 |
3,172.1 |
|
1.000 |
3,156.0 |
|
0.618 |
3,146.1 |
|
HIGH |
3,130.0 |
|
0.618 |
3,120.1 |
|
0.500 |
3,117.0 |
|
0.382 |
3,113.9 |
|
LOW |
3,104.0 |
|
0.618 |
3,087.9 |
|
1.000 |
3,078.0 |
|
1.618 |
3,061.9 |
|
2.618 |
3,035.9 |
|
4.250 |
2,993.5 |
|
|
| Fisher Pivots for day following 22-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
3,117.0 |
3,109.5 |
| PP |
3,112.7 |
3,107.7 |
| S1 |
3,108.3 |
3,105.8 |
|