| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,738.50 |
2,734.75 |
-3.75 |
-0.1% |
2,728.50 |
| High |
2,762.25 |
2,754.25 |
-8.00 |
-0.3% |
2,824.50 |
| Low |
2,721.00 |
2,692.50 |
-28.50 |
-1.0% |
2,719.50 |
| Close |
2,733.75 |
2,704.50 |
-29.25 |
-1.1% |
2,785.50 |
| Range |
41.25 |
61.75 |
20.50 |
49.7% |
105.00 |
| ATR |
49.80 |
50.65 |
0.85 |
1.7% |
0.00 |
| Volume |
8,353 |
14,037 |
5,684 |
68.0% |
57,166 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,902.25 |
2,865.25 |
2,738.50 |
|
| R3 |
2,840.50 |
2,803.50 |
2,721.50 |
|
| R2 |
2,778.75 |
2,778.75 |
2,715.75 |
|
| R1 |
2,741.75 |
2,741.75 |
2,710.25 |
2,729.50 |
| PP |
2,717.00 |
2,717.00 |
2,717.00 |
2,711.00 |
| S1 |
2,680.00 |
2,680.00 |
2,698.75 |
2,667.50 |
| S2 |
2,655.25 |
2,655.25 |
2,693.25 |
|
| S3 |
2,593.50 |
2,618.25 |
2,687.50 |
|
| S4 |
2,531.75 |
2,556.50 |
2,670.50 |
|
|
| 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 |
2,692.50 |
132.00 |
4.9% |
49.00 |
1.8% |
9% |
False |
True |
11,495 |
| 10 |
2,824.50 |
2,692.50 |
132.00 |
4.9% |
48.00 |
1.8% |
9% |
False |
True |
12,008 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
7.9% |
55.75 |
2.1% |
44% |
False |
False |
13,459 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
46.25 |
1.7% |
27% |
False |
False |
11,467 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
37.00 |
1.4% |
27% |
False |
False |
8,155 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
33.00 |
1.2% |
27% |
False |
False |
6,151 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
30.50 |
1.1% |
27% |
False |
False |
5,349 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
29.25 |
1.1% |
27% |
False |
False |
4,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,016.75 |
|
2.618 |
2,916.00 |
|
1.618 |
2,854.25 |
|
1.000 |
2,816.00 |
|
0.618 |
2,792.50 |
|
HIGH |
2,754.25 |
|
0.618 |
2,730.75 |
|
0.500 |
2,723.50 |
|
0.382 |
2,716.00 |
|
LOW |
2,692.50 |
|
0.618 |
2,654.25 |
|
1.000 |
2,630.75 |
|
1.618 |
2,592.50 |
|
2.618 |
2,530.75 |
|
4.250 |
2,430.00 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,723.50 |
2,747.00 |
| PP |
2,717.00 |
2,733.00 |
| S1 |
2,710.75 |
2,718.75 |
|