| Trading Metrics calculated at close of trading on 19-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,411.0 |
11,340.0 |
-71.0 |
-0.6% |
11,568.0 |
| High |
11,431.5 |
11,396.0 |
-35.5 |
-0.3% |
11,568.0 |
| Low |
11,220.0 |
11,181.0 |
-39.0 |
-0.3% |
11,220.0 |
| Close |
11,345.0 |
11,226.0 |
-119.0 |
-1.0% |
11,345.0 |
| Range |
211.5 |
215.0 |
3.5 |
1.7% |
348.0 |
| ATR |
184.8 |
187.0 |
2.2 |
1.2% |
0.0 |
| Volume |
407 |
156 |
-251 |
-61.7% |
962 |
|
| Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,912.7 |
11,784.3 |
11,344.3 |
|
| R3 |
11,697.7 |
11,569.3 |
11,285.1 |
|
| R2 |
11,482.7 |
11,482.7 |
11,265.4 |
|
| R1 |
11,354.3 |
11,354.3 |
11,245.7 |
11,311.0 |
| PP |
11,267.7 |
11,267.7 |
11,267.7 |
11,246.0 |
| S1 |
11,139.3 |
11,139.3 |
11,206.3 |
11,096.0 |
| S2 |
11,052.7 |
11,052.7 |
11,186.6 |
|
| S3 |
10,837.7 |
10,924.3 |
11,166.9 |
|
| S4 |
10,622.7 |
10,709.3 |
11,107.8 |
|
|
| 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 |
11,545.0 |
11,181.0 |
364.0 |
3.2% |
210.2 |
1.9% |
12% |
False |
True |
211 |
| 10 |
11,632.0 |
11,181.0 |
451.0 |
4.0% |
175.5 |
1.6% |
10% |
False |
True |
146 |
| 20 |
11,652.5 |
11,046.0 |
606.5 |
5.4% |
180.1 |
1.6% |
30% |
False |
False |
146 |
| 40 |
12,436.0 |
11,046.0 |
1,390.0 |
12.4% |
171.5 |
1.5% |
13% |
False |
False |
220 |
| 60 |
12,542.0 |
11,046.0 |
1,496.0 |
13.3% |
144.7 |
1.3% |
12% |
False |
False |
200 |
| 80 |
12,790.0 |
11,046.0 |
1,744.0 |
15.5% |
117.6 |
1.0% |
10% |
False |
False |
152 |
| 100 |
12,840.5 |
11,046.0 |
1,794.5 |
16.0% |
98.1 |
0.9% |
10% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,309.8 |
|
2.618 |
11,958.9 |
|
1.618 |
11,743.9 |
|
1.000 |
11,611.0 |
|
0.618 |
11,528.9 |
|
HIGH |
11,396.0 |
|
0.618 |
11,313.9 |
|
0.500 |
11,288.5 |
|
0.382 |
11,263.1 |
|
LOW |
11,181.0 |
|
0.618 |
11,048.1 |
|
1.000 |
10,966.0 |
|
1.618 |
10,833.1 |
|
2.618 |
10,618.1 |
|
4.250 |
10,267.3 |
|
|
| Fisher Pivots for day following 19-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,288.5 |
11,330.5 |
| PP |
11,267.7 |
11,295.7 |
| S1 |
11,246.8 |
11,260.8 |
|