| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,645.25 |
2,655.50 |
10.25 |
0.4% |
2,739.50 |
| High |
2,676.50 |
2,661.00 |
-15.50 |
-0.6% |
2,754.00 |
| Low |
2,638.25 |
2,630.75 |
-7.50 |
-0.3% |
2,630.75 |
| Close |
2,654.25 |
2,634.75 |
-19.50 |
-0.7% |
2,634.75 |
| Range |
38.25 |
30.25 |
-8.00 |
-20.9% |
123.25 |
| ATR |
51.86 |
50.31 |
-1.54 |
-3.0% |
0.00 |
| Volume |
11,478 |
3,846 |
-7,632 |
-66.5% |
37,831 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,733.00 |
2,714.00 |
2,651.50 |
|
| R3 |
2,702.75 |
2,683.75 |
2,643.00 |
|
| R2 |
2,672.50 |
2,672.50 |
2,640.25 |
|
| R1 |
2,653.50 |
2,653.50 |
2,637.50 |
2,648.00 |
| PP |
2,642.25 |
2,642.25 |
2,642.25 |
2,639.25 |
| S1 |
2,623.25 |
2,623.25 |
2,632.00 |
2,617.50 |
| S2 |
2,612.00 |
2,612.00 |
2,629.25 |
|
| S3 |
2,581.75 |
2,593.00 |
2,626.50 |
|
| S4 |
2,551.50 |
2,562.75 |
2,618.00 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,043.00 |
2,962.00 |
2,702.50 |
|
| R3 |
2,919.75 |
2,838.75 |
2,668.75 |
|
| R2 |
2,796.50 |
2,796.50 |
2,657.25 |
|
| R1 |
2,715.50 |
2,715.50 |
2,646.00 |
2,694.50 |
| PP |
2,673.25 |
2,673.25 |
2,673.25 |
2,662.50 |
| S1 |
2,592.25 |
2,592.25 |
2,623.50 |
2,571.00 |
| S2 |
2,550.00 |
2,550.00 |
2,612.25 |
|
| S3 |
2,426.75 |
2,469.00 |
2,600.75 |
|
| S4 |
2,303.50 |
2,345.75 |
2,567.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.50 |
2,630.75 |
123.75 |
4.7% |
48.00 |
1.8% |
3% |
False |
True |
11,897 |
| 10 |
2,817.25 |
2,630.75 |
186.50 |
7.1% |
52.75 |
2.0% |
2% |
False |
True |
13,181 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
8.2% |
53.25 |
2.0% |
12% |
False |
False |
13,879 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
13.0% |
51.00 |
1.9% |
7% |
False |
False |
12,515 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
40.50 |
1.5% |
7% |
False |
False |
9,386 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
35.00 |
1.3% |
7% |
False |
False |
7,143 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
31.75 |
1.2% |
7% |
False |
False |
5,938 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
30.50 |
1.2% |
7% |
False |
False |
5,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,789.50 |
|
2.618 |
2,740.25 |
|
1.618 |
2,710.00 |
|
1.000 |
2,691.25 |
|
0.618 |
2,679.75 |
|
HIGH |
2,661.00 |
|
0.618 |
2,649.50 |
|
0.500 |
2,646.00 |
|
0.382 |
2,642.25 |
|
LOW |
2,630.75 |
|
0.618 |
2,612.00 |
|
1.000 |
2,600.50 |
|
1.618 |
2,581.75 |
|
2.618 |
2,551.50 |
|
4.250 |
2,502.25 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,646.00 |
2,666.50 |
| PP |
2,642.25 |
2,655.75 |
| S1 |
2,638.50 |
2,645.25 |
|