| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,811.25 |
2,782.75 |
-28.50 |
-1.0% |
2,728.50 |
| High |
2,817.25 |
2,801.75 |
-15.50 |
-0.6% |
2,824.50 |
| Low |
2,771.25 |
2,728.50 |
-42.75 |
-1.5% |
2,719.50 |
| Close |
2,785.50 |
2,734.00 |
-51.50 |
-1.8% |
2,785.50 |
| Range |
46.00 |
73.25 |
27.25 |
59.2% |
105.00 |
| ATR |
48.70 |
50.45 |
1.75 |
3.6% |
0.00 |
| Volume |
11,282 |
17,407 |
6,125 |
54.3% |
57,166 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,974.50 |
2,927.50 |
2,774.25 |
|
| R3 |
2,901.25 |
2,854.25 |
2,754.25 |
|
| R2 |
2,828.00 |
2,828.00 |
2,747.50 |
|
| R1 |
2,781.00 |
2,781.00 |
2,740.75 |
2,768.00 |
| PP |
2,754.75 |
2,754.75 |
2,754.75 |
2,748.25 |
| S1 |
2,707.75 |
2,707.75 |
2,727.25 |
2,694.50 |
| S2 |
2,681.50 |
2,681.50 |
2,720.50 |
|
| S3 |
2,608.25 |
2,634.50 |
2,713.75 |
|
| S4 |
2,535.00 |
2,561.25 |
2,693.75 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.50 |
3,043.50 |
2,843.25 |
|
| R3 |
2,986.50 |
2,938.50 |
2,814.50 |
|
| R2 |
2,881.50 |
2,881.50 |
2,804.75 |
|
| R1 |
2,833.50 |
2,833.50 |
2,795.00 |
2,857.50 |
| PP |
2,776.50 |
2,776.50 |
2,776.50 |
2,788.50 |
| S1 |
2,728.50 |
2,728.50 |
2,776.00 |
2,752.50 |
| S2 |
2,671.50 |
2,671.50 |
2,766.25 |
|
| S3 |
2,566.50 |
2,623.50 |
2,756.50 |
|
| S4 |
2,461.50 |
2,518.50 |
2,727.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,824.50 |
2,728.50 |
96.00 |
3.5% |
49.00 |
1.8% |
6% |
False |
True |
13,232 |
| 10 |
2,824.50 |
2,639.00 |
185.50 |
6.8% |
49.00 |
1.8% |
51% |
False |
False |
13,556 |
| 20 |
2,831.50 |
2,609.50 |
222.00 |
8.1% |
56.25 |
2.1% |
56% |
False |
False |
13,607 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
45.00 |
1.6% |
36% |
False |
False |
11,131 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
35.75 |
1.3% |
36% |
False |
False |
7,782 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
32.00 |
1.2% |
36% |
False |
False |
5,872 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
30.00 |
1.1% |
36% |
False |
False |
5,169 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
28.50 |
1.0% |
36% |
False |
False |
4,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,113.00 |
|
2.618 |
2,993.50 |
|
1.618 |
2,920.25 |
|
1.000 |
2,875.00 |
|
0.618 |
2,847.00 |
|
HIGH |
2,801.75 |
|
0.618 |
2,773.75 |
|
0.500 |
2,765.00 |
|
0.382 |
2,756.50 |
|
LOW |
2,728.50 |
|
0.618 |
2,683.25 |
|
1.000 |
2,655.25 |
|
1.618 |
2,610.00 |
|
2.618 |
2,536.75 |
|
4.250 |
2,417.25 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,765.00 |
2,776.50 |
| PP |
2,754.75 |
2,762.25 |
| S1 |
2,744.50 |
2,748.25 |
|