| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,340.0 |
11,176.0 |
-164.0 |
-1.4% |
11,568.0 |
| High |
11,396.0 |
11,176.0 |
-220.0 |
-1.9% |
11,568.0 |
| Low |
11,181.0 |
11,000.0 |
-181.0 |
-1.6% |
11,220.0 |
| Close |
11,226.0 |
11,057.0 |
-169.0 |
-1.5% |
11,345.0 |
| Range |
215.0 |
176.0 |
-39.0 |
-18.1% |
348.0 |
| ATR |
187.0 |
189.8 |
2.8 |
1.5% |
0.0 |
| Volume |
156 |
73 |
-83 |
-53.2% |
962 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,605.7 |
11,507.3 |
11,153.8 |
|
| R3 |
11,429.7 |
11,331.3 |
11,105.4 |
|
| R2 |
11,253.7 |
11,253.7 |
11,089.3 |
|
| R1 |
11,155.3 |
11,155.3 |
11,073.1 |
11,116.5 |
| PP |
11,077.7 |
11,077.7 |
11,077.7 |
11,058.3 |
| S1 |
10,979.3 |
10,979.3 |
11,040.9 |
10,940.5 |
| S2 |
10,901.7 |
10,901.7 |
11,024.7 |
|
| S3 |
10,725.7 |
10,803.3 |
11,008.6 |
|
| S4 |
10,549.7 |
10,627.3 |
10,960.2 |
|
|
| 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 |
11,000.0 |
545.0 |
4.9% |
213.9 |
1.9% |
10% |
False |
True |
206 |
| 10 |
11,632.0 |
11,000.0 |
632.0 |
5.7% |
183.6 |
1.7% |
9% |
False |
True |
142 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.9% |
180.4 |
1.6% |
9% |
False |
True |
141 |
| 40 |
12,436.0 |
11,000.0 |
1,436.0 |
13.0% |
174.9 |
1.6% |
4% |
False |
True |
218 |
| 60 |
12,542.0 |
11,000.0 |
1,542.0 |
13.9% |
146.2 |
1.3% |
4% |
False |
True |
201 |
| 80 |
12,790.0 |
11,000.0 |
1,790.0 |
16.2% |
119.8 |
1.1% |
3% |
False |
True |
153 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.6% |
99.8 |
0.9% |
3% |
False |
True |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,924.0 |
|
2.618 |
11,636.8 |
|
1.618 |
11,460.8 |
|
1.000 |
11,352.0 |
|
0.618 |
11,284.8 |
|
HIGH |
11,176.0 |
|
0.618 |
11,108.8 |
|
0.500 |
11,088.0 |
|
0.382 |
11,067.2 |
|
LOW |
11,000.0 |
|
0.618 |
10,891.2 |
|
1.000 |
10,824.0 |
|
1.618 |
10,715.2 |
|
2.618 |
10,539.2 |
|
4.250 |
10,252.0 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,088.0 |
11,215.8 |
| PP |
11,077.7 |
11,162.8 |
| S1 |
11,067.3 |
11,109.9 |
|