| Trading Metrics calculated at close of trading on 22-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
22-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,117.5 |
11,250.0 |
132.5 |
1.2% |
11,568.0 |
| High |
11,245.0 |
11,250.0 |
5.0 |
0.0% |
11,568.0 |
| Low |
11,117.5 |
11,108.0 |
-9.5 |
-0.1% |
11,220.0 |
| Close |
11,245.0 |
11,128.0 |
-117.0 |
-1.0% |
11,345.0 |
| Range |
127.5 |
142.0 |
14.5 |
11.4% |
348.0 |
| ATR |
189.6 |
186.2 |
-3.4 |
-1.8% |
0.0 |
| Volume |
77 |
481 |
404 |
524.7% |
962 |
|
| Daily Pivots for day following 22-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,588.0 |
11,500.0 |
11,206.1 |
|
| R3 |
11,446.0 |
11,358.0 |
11,167.1 |
|
| R2 |
11,304.0 |
11,304.0 |
11,154.0 |
|
| R1 |
11,216.0 |
11,216.0 |
11,141.0 |
11,189.0 |
| PP |
11,162.0 |
11,162.0 |
11,162.0 |
11,148.5 |
| S1 |
11,074.0 |
11,074.0 |
11,115.0 |
11,047.0 |
| S2 |
11,020.0 |
11,020.0 |
11,102.0 |
|
| S3 |
10,878.0 |
10,932.0 |
11,089.0 |
|
| S4 |
10,736.0 |
10,790.0 |
11,049.9 |
|
|
| 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 |
11,431.5 |
11,000.0 |
431.5 |
3.9% |
174.4 |
1.6% |
30% |
False |
False |
238 |
| 10 |
11,568.0 |
11,000.0 |
568.0 |
5.1% |
186.3 |
1.7% |
23% |
False |
False |
183 |
| 20 |
11,652.5 |
11,000.0 |
652.5 |
5.9% |
166.1 |
1.5% |
20% |
False |
False |
153 |
| 40 |
12,436.0 |
11,000.0 |
1,436.0 |
12.9% |
179.0 |
1.6% |
9% |
False |
False |
224 |
| 60 |
12,505.0 |
11,000.0 |
1,505.0 |
13.5% |
149.3 |
1.3% |
9% |
False |
False |
209 |
| 80 |
12,641.5 |
11,000.0 |
1,641.5 |
14.8% |
123.1 |
1.1% |
8% |
False |
False |
160 |
| 100 |
12,840.5 |
11,000.0 |
1,840.5 |
16.5% |
102.5 |
0.9% |
7% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,853.5 |
|
2.618 |
11,621.8 |
|
1.618 |
11,479.8 |
|
1.000 |
11,392.0 |
|
0.618 |
11,337.8 |
|
HIGH |
11,250.0 |
|
0.618 |
11,195.8 |
|
0.500 |
11,179.0 |
|
0.382 |
11,162.2 |
|
LOW |
11,108.0 |
|
0.618 |
11,020.2 |
|
1.000 |
10,966.0 |
|
1.618 |
10,878.2 |
|
2.618 |
10,736.2 |
|
4.250 |
10,504.5 |
|
|
| Fisher Pivots for day following 22-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,179.0 |
11,127.0 |
| PP |
11,162.0 |
11,126.0 |
| S1 |
11,145.0 |
11,125.0 |
|