| 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 |
6,901.25 |
6,698.25 |
-203.00 |
-2.9% |
7,060.00 |
| High |
6,963.75 |
6,700.00 |
-263.75 |
-3.8% |
7,135.00 |
| Low |
6,662.00 |
6,479.25 |
-182.75 |
-2.7% |
6,743.25 |
| Close |
6,701.25 |
6,561.25 |
-140.00 |
-2.1% |
6,926.25 |
| Range |
301.75 |
220.75 |
-81.00 |
-26.8% |
391.75 |
| ATR |
192.16 |
194.29 |
2.13 |
1.1% |
0.00 |
| Volume |
3,181 |
5,709 |
2,528 |
79.5% |
9,016 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,242.50 |
7,122.50 |
6,682.75 |
|
| R3 |
7,021.75 |
6,901.75 |
6,622.00 |
|
| R2 |
6,801.00 |
6,801.00 |
6,601.75 |
|
| R1 |
6,681.00 |
6,681.00 |
6,581.50 |
6,630.50 |
| PP |
6,580.25 |
6,580.25 |
6,580.25 |
6,555.00 |
| S1 |
6,460.25 |
6,460.25 |
6,541.00 |
6,410.00 |
| S2 |
6,359.50 |
6,359.50 |
6,520.75 |
|
| S3 |
6,138.75 |
6,239.50 |
6,500.50 |
|
| S4 |
5,918.00 |
6,018.75 |
6,439.75 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,110.00 |
7,910.00 |
7,141.75 |
|
| R3 |
7,718.25 |
7,518.25 |
7,034.00 |
|
| R2 |
7,326.50 |
7,326.50 |
6,998.00 |
|
| R1 |
7,126.50 |
7,126.50 |
6,962.25 |
7,030.50 |
| PP |
6,934.75 |
6,934.75 |
6,934.75 |
6,887.00 |
| S1 |
6,734.75 |
6,734.75 |
6,890.25 |
6,639.00 |
| S2 |
6,543.00 |
6,543.00 |
6,854.50 |
|
| S3 |
6,151.25 |
6,343.00 |
6,818.50 |
|
| S4 |
5,759.50 |
5,951.25 |
6,710.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,963.75 |
6,479.25 |
484.50 |
7.4% |
202.00 |
3.1% |
17% |
False |
True |
3,142 |
| 10 |
7,262.00 |
6,479.25 |
782.75 |
11.9% |
196.50 |
3.0% |
10% |
False |
True |
2,150 |
| 20 |
7,262.00 |
6,479.25 |
782.75 |
11.9% |
215.00 |
3.3% |
10% |
False |
True |
2,027 |
| 40 |
7,765.00 |
6,479.25 |
1,285.75 |
19.6% |
187.50 |
2.9% |
6% |
False |
True |
1,753 |
| 60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.6% |
152.50 |
2.3% |
6% |
False |
True |
1,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,638.25 |
|
2.618 |
7,278.00 |
|
1.618 |
7,057.25 |
|
1.000 |
6,920.75 |
|
0.618 |
6,836.50 |
|
HIGH |
6,700.00 |
|
0.618 |
6,615.75 |
|
0.500 |
6,589.50 |
|
0.382 |
6,563.50 |
|
LOW |
6,479.25 |
|
0.618 |
6,342.75 |
|
1.000 |
6,258.50 |
|
1.618 |
6,122.00 |
|
2.618 |
5,901.25 |
|
4.250 |
5,541.00 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
6,589.50 |
6,721.50 |
| PP |
6,580.25 |
6,668.00 |
| S1 |
6,570.75 |
6,614.75 |
|