| Trading Metrics calculated at close of trading on 16-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,427.0 |
11,411.0 |
-16.0 |
-0.1% |
11,568.0 |
| High |
11,480.0 |
11,431.5 |
-48.5 |
-0.4% |
11,568.0 |
| Low |
11,246.0 |
11,220.0 |
-26.0 |
-0.2% |
11,220.0 |
| Close |
11,339.0 |
11,345.0 |
6.0 |
0.1% |
11,345.0 |
| Range |
234.0 |
211.5 |
-22.5 |
-9.6% |
348.0 |
| ATR |
182.8 |
184.8 |
2.1 |
1.1% |
0.0 |
| Volume |
243 |
407 |
164 |
67.5% |
962 |
|
| Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,966.7 |
11,867.3 |
11,461.3 |
|
| R3 |
11,755.2 |
11,655.8 |
11,403.2 |
|
| R2 |
11,543.7 |
11,543.7 |
11,383.8 |
|
| R1 |
11,444.3 |
11,444.3 |
11,364.4 |
11,388.3 |
| PP |
11,332.2 |
11,332.2 |
11,332.2 |
11,304.1 |
| S1 |
11,232.8 |
11,232.8 |
11,325.6 |
11,176.8 |
| S2 |
11,120.7 |
11,120.7 |
11,306.2 |
|
| S3 |
10,909.2 |
11,021.3 |
11,286.8 |
|
| S4 |
10,697.7 |
10,809.8 |
11,228.7 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,421.7 |
12,231.3 |
11,536.4 |
|
| R3 |
12,073.7 |
11,883.3 |
11,440.7 |
|
| R2 |
11,725.7 |
11,725.7 |
11,408.8 |
|
| R1 |
11,535.3 |
11,535.3 |
11,376.9 |
11,456.5 |
| PP |
11,377.7 |
11,377.7 |
11,377.7 |
11,338.3 |
| S1 |
11,187.3 |
11,187.3 |
11,313.1 |
11,108.5 |
| S2 |
11,029.7 |
11,029.7 |
11,281.2 |
|
| S3 |
10,681.7 |
10,839.3 |
11,249.3 |
|
| S4 |
10,333.7 |
10,491.3 |
11,153.6 |
|
|
| 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 |
11,220.0 |
348.0 |
3.1% |
218.6 |
1.9% |
36% |
False |
True |
192 |
| 10 |
11,632.0 |
11,220.0 |
412.0 |
3.6% |
161.8 |
1.4% |
30% |
False |
True |
137 |
| 20 |
11,652.5 |
11,046.0 |
606.5 |
5.3% |
176.4 |
1.6% |
49% |
False |
False |
153 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.3% |
168.1 |
1.5% |
22% |
False |
False |
216 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.2% |
141.1 |
1.2% |
20% |
False |
False |
197 |
| 80 |
12,840.5 |
11,046.0 |
1,794.5 |
15.8% |
114.9 |
1.0% |
17% |
False |
False |
150 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
15.8% |
96.4 |
0.9% |
17% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,330.4 |
|
2.618 |
11,985.2 |
|
1.618 |
11,773.7 |
|
1.000 |
11,643.0 |
|
0.618 |
11,562.2 |
|
HIGH |
11,431.5 |
|
0.618 |
11,350.7 |
|
0.500 |
11,325.8 |
|
0.382 |
11,300.8 |
|
LOW |
11,220.0 |
|
0.618 |
11,089.3 |
|
1.000 |
11,008.5 |
|
1.618 |
10,877.8 |
|
2.618 |
10,666.3 |
|
4.250 |
10,321.1 |
|
|
| Fisher Pivots for day following 16-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,338.6 |
11,382.5 |
| PP |
11,332.2 |
11,370.0 |
| S1 |
11,325.8 |
11,357.5 |
|