| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,735.00 |
2,739.50 |
4.50 |
0.2% |
2,782.75 |
| High |
2,754.50 |
2,754.00 |
-0.50 |
0.0% |
2,801.75 |
| Low |
2,715.00 |
2,687.25 |
-27.75 |
-1.0% |
2,677.25 |
| Close |
2,749.00 |
2,702.00 |
-47.00 |
-1.7% |
2,749.00 |
| Range |
39.50 |
66.75 |
27.25 |
69.0% |
124.50 |
| ATR |
50.85 |
51.99 |
1.14 |
2.2% |
0.00 |
| Volume |
21,658 |
9,204 |
-12,454 |
-57.5% |
82,701 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,914.75 |
2,875.00 |
2,738.75 |
|
| R3 |
2,848.00 |
2,808.25 |
2,720.25 |
|
| R2 |
2,781.25 |
2,781.25 |
2,714.25 |
|
| R1 |
2,741.50 |
2,741.50 |
2,708.00 |
2,728.00 |
| PP |
2,714.50 |
2,714.50 |
2,714.50 |
2,707.50 |
| S1 |
2,674.75 |
2,674.75 |
2,696.00 |
2,661.25 |
| S2 |
2,647.75 |
2,647.75 |
2,689.75 |
|
| S3 |
2,581.00 |
2,608.00 |
2,683.75 |
|
| S4 |
2,514.25 |
2,541.25 |
2,665.25 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.25 |
3,057.00 |
2,817.50 |
|
| R3 |
2,991.75 |
2,932.50 |
2,783.25 |
|
| R2 |
2,867.25 |
2,867.25 |
2,771.75 |
|
| R1 |
2,808.00 |
2,808.00 |
2,760.50 |
2,775.50 |
| PP |
2,742.75 |
2,742.75 |
2,742.75 |
2,726.25 |
| S1 |
2,683.50 |
2,683.50 |
2,737.50 |
2,651.00 |
| S2 |
2,618.25 |
2,618.25 |
2,726.25 |
|
| S3 |
2,493.75 |
2,559.00 |
2,714.75 |
|
| S4 |
2,369.25 |
2,434.50 |
2,680.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,762.25 |
2,677.25 |
85.00 |
3.1% |
55.00 |
2.0% |
29% |
False |
False |
14,899 |
| 10 |
2,824.50 |
2,677.25 |
147.25 |
5.4% |
52.00 |
1.9% |
17% |
False |
False |
14,066 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
8.0% |
58.00 |
2.1% |
43% |
False |
False |
14,705 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
12.7% |
49.25 |
1.8% |
27% |
False |
False |
12,370 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
39.00 |
1.4% |
27% |
False |
False |
9,002 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
34.00 |
1.3% |
27% |
False |
False |
6,787 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
31.25 |
1.2% |
27% |
False |
False |
5,756 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.8% |
29.75 |
1.1% |
27% |
False |
False |
4,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,037.75 |
|
2.618 |
2,928.75 |
|
1.618 |
2,862.00 |
|
1.000 |
2,820.75 |
|
0.618 |
2,795.25 |
|
HIGH |
2,754.00 |
|
0.618 |
2,728.50 |
|
0.500 |
2,720.50 |
|
0.382 |
2,712.75 |
|
LOW |
2,687.25 |
|
0.618 |
2,646.00 |
|
1.000 |
2,620.50 |
|
1.618 |
2,579.25 |
|
2.618 |
2,512.50 |
|
4.250 |
2,403.50 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,720.50 |
2,716.00 |
| PP |
2,714.50 |
2,711.25 |
| S1 |
2,708.25 |
2,706.50 |
|