| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,437.0 |
11,568.0 |
131.0 |
1.1% |
11,511.5 |
| High |
11,514.5 |
11,568.0 |
53.5 |
0.5% |
11,632.0 |
| Low |
11,405.0 |
11,311.0 |
-94.0 |
-0.8% |
11,405.0 |
| Close |
11,509.5 |
11,314.5 |
-195.0 |
-1.7% |
11,509.5 |
| Range |
109.5 |
257.0 |
147.5 |
134.7% |
227.0 |
| ATR |
169.0 |
175.3 |
6.3 |
3.7% |
0.0 |
| Volume |
88 |
63 |
-25 |
-28.4% |
408 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,168.8 |
11,998.7 |
11,455.9 |
|
| R3 |
11,911.8 |
11,741.7 |
11,385.2 |
|
| R2 |
11,654.8 |
11,654.8 |
11,361.6 |
|
| R1 |
11,484.7 |
11,484.7 |
11,338.1 |
11,441.3 |
| PP |
11,397.8 |
11,397.8 |
11,397.8 |
11,376.1 |
| S1 |
11,227.7 |
11,227.7 |
11,290.9 |
11,184.3 |
| S2 |
11,140.8 |
11,140.8 |
11,267.4 |
|
| S3 |
10,883.8 |
10,970.7 |
11,243.8 |
|
| S4 |
10,626.8 |
10,713.7 |
11,173.2 |
|
|
| 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 |
11,311.0 |
321.0 |
2.8% |
140.8 |
1.2% |
1% |
False |
True |
82 |
| 10 |
11,652.5 |
11,228.0 |
424.5 |
3.8% |
134.2 |
1.2% |
20% |
False |
False |
86 |
| 20 |
11,814.5 |
11,046.0 |
768.5 |
6.8% |
169.7 |
1.5% |
35% |
False |
False |
208 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.3% |
156.3 |
1.4% |
19% |
False |
False |
208 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.2% |
128.7 |
1.1% |
18% |
False |
False |
183 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.9% |
105.9 |
0.9% |
15% |
False |
False |
139 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.9% |
90.4 |
0.8% |
15% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,660.3 |
|
2.618 |
12,240.8 |
|
1.618 |
11,983.8 |
|
1.000 |
11,825.0 |
|
0.618 |
11,726.8 |
|
HIGH |
11,568.0 |
|
0.618 |
11,469.8 |
|
0.500 |
11,439.5 |
|
0.382 |
11,409.2 |
|
LOW |
11,311.0 |
|
0.618 |
11,152.2 |
|
1.000 |
11,054.0 |
|
1.618 |
10,895.2 |
|
2.618 |
10,638.2 |
|
4.250 |
10,218.8 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,439.5 |
11,459.8 |
| PP |
11,397.8 |
11,411.3 |
| S1 |
11,356.2 |
11,362.9 |
|