| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,325.5 |
11,392.0 |
66.5 |
0.6% |
11,511.5 |
| High |
11,480.5 |
11,545.0 |
64.5 |
0.6% |
11,632.0 |
| Low |
11,323.0 |
11,312.0 |
-11.0 |
-0.1% |
11,405.0 |
| Close |
11,479.5 |
11,394.0 |
-85.5 |
-0.7% |
11,509.5 |
| Range |
157.5 |
233.0 |
75.5 |
47.9% |
227.0 |
| ATR |
174.7 |
178.8 |
4.2 |
2.4% |
0.0 |
| Volume |
94 |
155 |
61 |
64.9% |
408 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,116.0 |
11,988.0 |
11,522.2 |
|
| R3 |
11,883.0 |
11,755.0 |
11,458.1 |
|
| R2 |
11,650.0 |
11,650.0 |
11,436.7 |
|
| R1 |
11,522.0 |
11,522.0 |
11,415.4 |
11,586.0 |
| PP |
11,417.0 |
11,417.0 |
11,417.0 |
11,449.0 |
| S1 |
11,289.0 |
11,289.0 |
11,372.6 |
11,353.0 |
| S2 |
11,184.0 |
11,184.0 |
11,351.3 |
|
| S3 |
10,951.0 |
11,056.0 |
11,329.9 |
|
| S4 |
10,718.0 |
10,823.0 |
11,265.9 |
|
|
| 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 |
11,608.5 |
11,311.0 |
297.5 |
2.6% |
174.6 |
1.5% |
28% |
False |
False |
93 |
| 10 |
11,652.5 |
11,311.0 |
341.5 |
3.0% |
146.5 |
1.3% |
24% |
False |
False |
92 |
| 20 |
11,760.5 |
11,046.0 |
714.5 |
6.3% |
173.4 |
1.5% |
49% |
False |
False |
129 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.2% |
162.1 |
1.4% |
25% |
False |
False |
209 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.1% |
134.3 |
1.2% |
23% |
False |
False |
186 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.7% |
110.8 |
1.0% |
19% |
False |
False |
142 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.7% |
94.2 |
0.8% |
19% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,535.3 |
|
2.618 |
12,155.0 |
|
1.618 |
11,922.0 |
|
1.000 |
11,778.0 |
|
0.618 |
11,689.0 |
|
HIGH |
11,545.0 |
|
0.618 |
11,456.0 |
|
0.500 |
11,428.5 |
|
0.382 |
11,401.0 |
|
LOW |
11,312.0 |
|
0.618 |
11,168.0 |
|
1.000 |
11,079.0 |
|
1.618 |
10,935.0 |
|
2.618 |
10,702.0 |
|
4.250 |
10,321.8 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,428.5 |
11,439.5 |
| PP |
11,417.0 |
11,424.3 |
| S1 |
11,405.5 |
11,409.2 |
|