| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,176.0 |
11,117.5 |
-58.5 |
-0.5% |
11,568.0 |
| High |
11,176.0 |
11,245.0 |
69.0 |
0.6% |
11,568.0 |
| Low |
11,000.0 |
11,117.5 |
117.5 |
1.1% |
11,220.0 |
| Close |
11,057.0 |
11,245.0 |
188.0 |
1.7% |
11,345.0 |
| Range |
176.0 |
127.5 |
-48.5 |
-27.6% |
348.0 |
| ATR |
189.8 |
189.6 |
-0.1 |
-0.1% |
0.0 |
| Volume |
73 |
77 |
4 |
5.5% |
962 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,585.0 |
11,542.5 |
11,315.1 |
|
| R3 |
11,457.5 |
11,415.0 |
11,280.1 |
|
| R2 |
11,330.0 |
11,330.0 |
11,268.4 |
|
| R1 |
11,287.5 |
11,287.5 |
11,256.7 |
11,308.8 |
| PP |
11,202.5 |
11,202.5 |
11,202.5 |
11,213.1 |
| S1 |
11,160.0 |
11,160.0 |
11,233.3 |
11,181.3 |
| S2 |
11,075.0 |
11,075.0 |
11,221.6 |
|
| S3 |
10,947.5 |
11,032.5 |
11,209.9 |
|
| S4 |
10,820.0 |
10,905.0 |
11,174.9 |
|
|
| 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 |
11,480.0 |
11,000.0 |
480.0 |
4.3% |
192.8 |
1.7% |
51% |
False |
False |
191 |
| 10 |
11,608.5 |
11,000.0 |
608.5 |
5.4% |
183.7 |
1.6% |
40% |
False |
False |
142 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.8% |
173.0 |
1.5% |
38% |
False |
False |
142 |
| 40 |
12,436.0 |
11,000.0 |
1,436.0 |
12.8% |
177.1 |
1.6% |
17% |
False |
False |
214 |
| 60 |
12,542.0 |
11,000.0 |
1,542.0 |
13.7% |
147.8 |
1.3% |
16% |
False |
False |
202 |
| 80 |
12,712.5 |
11,000.0 |
1,712.5 |
15.2% |
121.4 |
1.1% |
14% |
False |
False |
154 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.4% |
101.1 |
0.9% |
13% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,786.9 |
|
2.618 |
11,578.8 |
|
1.618 |
11,451.3 |
|
1.000 |
11,372.5 |
|
0.618 |
11,323.8 |
|
HIGH |
11,245.0 |
|
0.618 |
11,196.3 |
|
0.500 |
11,181.3 |
|
0.382 |
11,166.2 |
|
LOW |
11,117.5 |
|
0.618 |
11,038.7 |
|
1.000 |
10,990.0 |
|
1.618 |
10,911.2 |
|
2.618 |
10,783.7 |
|
4.250 |
10,575.6 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,223.8 |
11,229.3 |
| PP |
11,202.5 |
11,213.7 |
| S1 |
11,181.3 |
11,198.0 |
|