| 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 |
1,241.2 |
1,242.8 |
1.6 |
0.1% |
1,229.1 |
| High |
1,243.5 |
1,247.0 |
3.5 |
0.3% |
1,244.2 |
| Low |
1,237.0 |
1,238.4 |
1.4 |
0.1% |
1,215.0 |
| Close |
1,243.3 |
1,239.2 |
-4.1 |
-0.3% |
1,241.2 |
| Range |
6.5 |
8.6 |
2.1 |
32.3% |
29.2 |
| ATR |
11.0 |
10.8 |
-0.2 |
-1.5% |
0.0 |
| Volume |
2,580 |
1,568 |
-1,012 |
-39.2% |
28,491 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,267.3 |
1,261.9 |
1,243.9 |
|
| R3 |
1,258.7 |
1,253.3 |
1,241.6 |
|
| R2 |
1,250.1 |
1,250.1 |
1,240.8 |
|
| R1 |
1,244.7 |
1,244.7 |
1,240.0 |
1,243.1 |
| PP |
1,241.5 |
1,241.5 |
1,241.5 |
1,240.8 |
| S1 |
1,236.1 |
1,236.1 |
1,238.4 |
1,234.5 |
| S2 |
1,232.9 |
1,232.9 |
1,237.6 |
|
| S3 |
1,224.3 |
1,227.5 |
1,236.8 |
|
| S4 |
1,215.7 |
1,218.9 |
1,234.5 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,321.1 |
1,310.3 |
1,257.3 |
|
| R3 |
1,291.9 |
1,281.1 |
1,249.2 |
|
| R2 |
1,262.7 |
1,262.7 |
1,246.6 |
|
| R1 |
1,251.9 |
1,251.9 |
1,243.9 |
1,257.3 |
| PP |
1,233.5 |
1,233.5 |
1,233.5 |
1,236.2 |
| S1 |
1,222.7 |
1,222.7 |
1,238.5 |
1,228.1 |
| S2 |
1,204.3 |
1,204.3 |
1,235.8 |
|
| S3 |
1,175.1 |
1,193.5 |
1,233.2 |
|
| S4 |
1,145.9 |
1,164.3 |
1,225.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,247.0 |
1,217.1 |
29.9 |
2.4% |
9.8 |
0.8% |
74% |
True |
False |
4,042 |
| 10 |
1,256.6 |
1,215.0 |
41.6 |
3.4% |
10.3 |
0.8% |
58% |
False |
False |
4,212 |
| 20 |
1,264.0 |
1,215.0 |
49.0 |
4.0% |
10.4 |
0.8% |
49% |
False |
False |
2,817 |
| 40 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
11.3 |
0.9% |
60% |
False |
False |
1,980 |
| 60 |
1,264.0 |
1,201.6 |
62.4 |
5.0% |
10.4 |
0.8% |
60% |
False |
False |
1,591 |
| 80 |
1,264.0 |
1,184.8 |
79.2 |
6.4% |
9.8 |
0.8% |
69% |
False |
False |
1,263 |
| 100 |
1,295.5 |
1,184.8 |
110.7 |
8.9% |
9.2 |
0.7% |
49% |
False |
False |
1,091 |
| 120 |
1,340.9 |
1,184.8 |
156.1 |
12.6% |
8.5 |
0.7% |
35% |
False |
False |
951 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,283.6 |
|
2.618 |
1,269.5 |
|
1.618 |
1,260.9 |
|
1.000 |
1,255.6 |
|
0.618 |
1,252.3 |
|
HIGH |
1,247.0 |
|
0.618 |
1,243.7 |
|
0.500 |
1,242.7 |
|
0.382 |
1,241.7 |
|
LOW |
1,238.4 |
|
0.618 |
1,233.1 |
|
1.000 |
1,229.8 |
|
1.618 |
1,224.5 |
|
2.618 |
1,215.9 |
|
4.250 |
1,201.9 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,242.7 |
1,240.2 |
| PP |
1,241.5 |
1,239.8 |
| S1 |
1,240.4 |
1,239.5 |
|