| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,568.0 |
11,325.5 |
-242.5 |
-2.1% |
11,511.5 |
| High |
11,568.0 |
11,480.5 |
-87.5 |
-0.8% |
11,632.0 |
| Low |
11,311.0 |
11,323.0 |
12.0 |
0.1% |
11,405.0 |
| Close |
11,314.5 |
11,479.5 |
165.0 |
1.5% |
11,509.5 |
| Range |
257.0 |
157.5 |
-99.5 |
-38.7% |
227.0 |
| ATR |
175.3 |
174.7 |
-0.7 |
-0.4% |
0.0 |
| Volume |
63 |
94 |
31 |
49.2% |
408 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,900.2 |
11,847.3 |
11,566.1 |
|
| R3 |
11,742.7 |
11,689.8 |
11,522.8 |
|
| R2 |
11,585.2 |
11,585.2 |
11,508.4 |
|
| R1 |
11,532.3 |
11,532.3 |
11,493.9 |
11,558.8 |
| PP |
11,427.7 |
11,427.7 |
11,427.7 |
11,440.9 |
| S1 |
11,374.8 |
11,374.8 |
11,465.1 |
11,401.3 |
| S2 |
11,270.2 |
11,270.2 |
11,450.6 |
|
| S3 |
11,112.7 |
11,217.3 |
11,436.2 |
|
| S4 |
10,955.2 |
11,059.8 |
11,392.9 |
|
|
| 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% |
153.3 |
1.3% |
52% |
False |
False |
77 |
| 10 |
11,652.5 |
11,311.0 |
341.5 |
3.0% |
132.4 |
1.2% |
49% |
False |
False |
91 |
| 20 |
11,814.5 |
11,046.0 |
768.5 |
6.7% |
169.0 |
1.5% |
56% |
False |
False |
132 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.1% |
158.9 |
1.4% |
31% |
False |
False |
207 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.0% |
131.1 |
1.1% |
29% |
False |
False |
184 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
107.9 |
0.9% |
24% |
False |
False |
140 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.6% |
91.9 |
0.8% |
24% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,149.9 |
|
2.618 |
11,892.8 |
|
1.618 |
11,735.3 |
|
1.000 |
11,638.0 |
|
0.618 |
11,577.8 |
|
HIGH |
11,480.5 |
|
0.618 |
11,420.3 |
|
0.500 |
11,401.8 |
|
0.382 |
11,383.2 |
|
LOW |
11,323.0 |
|
0.618 |
11,225.7 |
|
1.000 |
11,165.5 |
|
1.618 |
11,068.2 |
|
2.618 |
10,910.7 |
|
4.250 |
10,653.6 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,453.6 |
11,466.2 |
| PP |
11,427.7 |
11,452.8 |
| S1 |
11,401.8 |
11,439.5 |
|