| 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 |
2,734.75 |
2,707.25 |
-27.50 |
-1.0% |
2,728.50 |
| High |
2,754.25 |
2,743.00 |
-11.25 |
-0.4% |
2,824.50 |
| Low |
2,692.50 |
2,677.25 |
-15.25 |
-0.6% |
2,719.50 |
| Close |
2,704.50 |
2,740.50 |
36.00 |
1.3% |
2,785.50 |
| Range |
61.75 |
65.75 |
4.00 |
6.5% |
105.00 |
| ATR |
50.65 |
51.73 |
1.08 |
2.1% |
0.00 |
| Volume |
14,037 |
21,246 |
7,209 |
51.4% |
57,166 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,917.50 |
2,894.75 |
2,776.75 |
|
| R3 |
2,851.75 |
2,829.00 |
2,758.50 |
|
| R2 |
2,786.00 |
2,786.00 |
2,752.50 |
|
| R1 |
2,763.25 |
2,763.25 |
2,746.50 |
2,774.50 |
| PP |
2,720.25 |
2,720.25 |
2,720.25 |
2,726.00 |
| S1 |
2,697.50 |
2,697.50 |
2,734.50 |
2,709.00 |
| S2 |
2,654.50 |
2,654.50 |
2,728.50 |
|
| S3 |
2,588.75 |
2,631.75 |
2,722.50 |
|
| S4 |
2,523.00 |
2,566.00 |
2,704.25 |
|
|
| 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 |
2,817.25 |
2,677.25 |
140.00 |
5.1% |
57.50 |
2.1% |
45% |
False |
True |
14,465 |
| 10 |
2,824.50 |
2,677.25 |
147.25 |
5.4% |
51.00 |
1.9% |
43% |
False |
True |
12,592 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
7.8% |
56.25 |
2.0% |
61% |
False |
False |
13,847 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
47.25 |
1.7% |
38% |
False |
False |
11,777 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
37.75 |
1.4% |
38% |
False |
False |
8,491 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
33.25 |
1.2% |
38% |
False |
False |
6,416 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
31.00 |
1.1% |
38% |
False |
False |
5,498 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
29.25 |
1.1% |
38% |
False |
False |
4,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,022.50 |
|
2.618 |
2,915.25 |
|
1.618 |
2,849.50 |
|
1.000 |
2,808.75 |
|
0.618 |
2,783.75 |
|
HIGH |
2,743.00 |
|
0.618 |
2,718.00 |
|
0.500 |
2,710.00 |
|
0.382 |
2,702.25 |
|
LOW |
2,677.25 |
|
0.618 |
2,636.50 |
|
1.000 |
2,611.50 |
|
1.618 |
2,570.75 |
|
2.618 |
2,505.00 |
|
4.250 |
2,397.75 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,730.50 |
2,733.50 |
| PP |
2,720.25 |
2,726.75 |
| S1 |
2,710.00 |
2,719.75 |
|