| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,392.0 |
11,427.0 |
35.0 |
0.3% |
11,511.5 |
| High |
11,545.0 |
11,480.0 |
-65.0 |
-0.6% |
11,632.0 |
| Low |
11,312.0 |
11,246.0 |
-66.0 |
-0.6% |
11,405.0 |
| Close |
11,394.0 |
11,339.0 |
-55.0 |
-0.5% |
11,509.5 |
| Range |
233.0 |
234.0 |
1.0 |
0.4% |
227.0 |
| ATR |
178.8 |
182.8 |
3.9 |
2.2% |
0.0 |
| Volume |
155 |
243 |
88 |
56.8% |
408 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,057.0 |
11,932.0 |
11,467.7 |
|
| R3 |
11,823.0 |
11,698.0 |
11,403.4 |
|
| R2 |
11,589.0 |
11,589.0 |
11,381.9 |
|
| R1 |
11,464.0 |
11,464.0 |
11,360.5 |
11,409.5 |
| PP |
11,355.0 |
11,355.0 |
11,355.0 |
11,327.8 |
| S1 |
11,230.0 |
11,230.0 |
11,317.6 |
11,175.5 |
| S2 |
11,121.0 |
11,121.0 |
11,296.1 |
|
| S3 |
10,887.0 |
10,996.0 |
11,274.7 |
|
| S4 |
10,653.0 |
10,762.0 |
11,210.3 |
|
|
| 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 |
11,568.0 |
11,246.0 |
322.0 |
2.8% |
198.2 |
1.7% |
29% |
False |
True |
128 |
| 10 |
11,652.5 |
11,246.0 |
406.5 |
3.6% |
155.4 |
1.4% |
23% |
False |
True |
110 |
| 20 |
11,652.5 |
11,046.0 |
606.5 |
5.3% |
171.3 |
1.5% |
48% |
False |
False |
138 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.3% |
166.6 |
1.5% |
21% |
False |
False |
211 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.2% |
137.6 |
1.2% |
20% |
False |
False |
190 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.8% |
113.7 |
1.0% |
16% |
False |
False |
145 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.8% |
95.6 |
0.8% |
16% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,474.5 |
|
2.618 |
12,092.6 |
|
1.618 |
11,858.6 |
|
1.000 |
11,714.0 |
|
0.618 |
11,624.6 |
|
HIGH |
11,480.0 |
|
0.618 |
11,390.6 |
|
0.500 |
11,363.0 |
|
0.382 |
11,335.4 |
|
LOW |
11,246.0 |
|
0.618 |
11,101.4 |
|
1.000 |
11,012.0 |
|
1.618 |
10,867.4 |
|
2.618 |
10,633.4 |
|
4.250 |
10,251.5 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,363.0 |
11,395.5 |
| PP |
11,355.0 |
11,376.7 |
| S1 |
11,347.0 |
11,357.8 |
|