| Trading Metrics calculated at close of trading on 09-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,608.5 |
11,437.0 |
-171.5 |
-1.5% |
11,511.5 |
| High |
11,608.5 |
11,514.5 |
-94.0 |
-0.8% |
11,632.0 |
| Low |
11,492.5 |
11,405.0 |
-87.5 |
-0.8% |
11,405.0 |
| Close |
11,498.5 |
11,509.5 |
11.0 |
0.1% |
11,509.5 |
| Range |
116.0 |
109.5 |
-6.5 |
-5.6% |
227.0 |
| ATR |
173.6 |
169.0 |
-4.6 |
-2.6% |
0.0 |
| Volume |
68 |
88 |
20 |
29.4% |
408 |
|
| Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,804.8 |
11,766.7 |
11,569.7 |
|
| R3 |
11,695.3 |
11,657.2 |
11,539.6 |
|
| R2 |
11,585.8 |
11,585.8 |
11,529.6 |
|
| R1 |
11,547.7 |
11,547.7 |
11,519.5 |
11,566.8 |
| PP |
11,476.3 |
11,476.3 |
11,476.3 |
11,485.9 |
| S1 |
11,438.2 |
11,438.2 |
11,499.5 |
11,457.3 |
| S2 |
11,366.8 |
11,366.8 |
11,489.4 |
|
| S3 |
11,257.3 |
11,328.7 |
11,479.4 |
|
| S4 |
11,147.8 |
11,219.2 |
11,449.3 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,196.5 |
12,080.0 |
11,634.4 |
|
| R3 |
11,969.5 |
11,853.0 |
11,571.9 |
|
| R2 |
11,742.5 |
11,742.5 |
11,551.1 |
|
| R1 |
11,626.0 |
11,626.0 |
11,530.3 |
11,570.8 |
| PP |
11,515.5 |
11,515.5 |
11,515.5 |
11,487.9 |
| S1 |
11,399.0 |
11,399.0 |
11,488.7 |
11,343.8 |
| S2 |
11,288.5 |
11,288.5 |
11,467.9 |
|
| S3 |
11,061.5 |
11,172.0 |
11,447.1 |
|
| S4 |
10,834.5 |
10,945.0 |
11,384.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,632.0 |
11,405.0 |
227.0 |
2.0% |
104.9 |
0.9% |
46% |
False |
True |
81 |
| 10 |
11,652.5 |
11,147.5 |
505.0 |
4.4% |
136.4 |
1.2% |
72% |
False |
False |
87 |
| 20 |
11,814.5 |
11,046.0 |
768.5 |
6.7% |
165.4 |
1.4% |
60% |
False |
False |
217 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.1% |
150.7 |
1.3% |
33% |
False |
False |
207 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.0% |
125.7 |
1.1% |
31% |
False |
False |
182 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
103.8 |
0.9% |
26% |
False |
False |
138 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
87.8 |
0.8% |
26% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,979.9 |
|
2.618 |
11,801.2 |
|
1.618 |
11,691.7 |
|
1.000 |
11,624.0 |
|
0.618 |
11,582.2 |
|
HIGH |
11,514.5 |
|
0.618 |
11,472.7 |
|
0.500 |
11,459.8 |
|
0.382 |
11,446.8 |
|
LOW |
11,405.0 |
|
0.618 |
11,337.3 |
|
1.000 |
11,295.5 |
|
1.618 |
11,227.8 |
|
2.618 |
11,118.3 |
|
4.250 |
10,939.6 |
|
|
| Fisher Pivots for day following 09-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,492.9 |
11,518.5 |
| PP |
11,476.3 |
11,515.5 |
| S1 |
11,459.8 |
11,512.5 |
|