| Trading Metrics calculated at close of trading on 12-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1,224.3 |
1,210.3 |
-14.0 |
-1.1% |
1,234.5 |
| High |
1,224.6 |
1,212.0 |
-12.6 |
-1.0% |
1,238.4 |
| Low |
1,207.2 |
1,200.6 |
-6.6 |
-0.5% |
1,207.2 |
| Close |
1,208.6 |
1,203.5 |
-5.1 |
-0.4% |
1,208.6 |
| Range |
17.4 |
11.4 |
-6.0 |
-34.5% |
31.2 |
| ATR |
12.8 |
12.7 |
-0.1 |
-0.8% |
0.0 |
| Volume |
322,350 |
203,644 |
-118,706 |
-36.8% |
1,179,754 |
|
| Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,239.6 |
1,232.9 |
1,209.8 |
|
| R3 |
1,228.2 |
1,221.5 |
1,206.6 |
|
| R2 |
1,216.8 |
1,216.8 |
1,205.6 |
|
| R1 |
1,210.1 |
1,210.1 |
1,204.5 |
1,207.8 |
| PP |
1,205.4 |
1,205.4 |
1,205.4 |
1,204.2 |
| S1 |
1,198.7 |
1,198.7 |
1,202.5 |
1,196.4 |
| S2 |
1,194.0 |
1,194.0 |
1,201.4 |
|
| S3 |
1,182.6 |
1,187.3 |
1,200.4 |
|
| S4 |
1,171.2 |
1,175.9 |
1,197.2 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,311.7 |
1,291.3 |
1,225.8 |
|
| R3 |
1,280.5 |
1,260.1 |
1,217.2 |
|
| R2 |
1,249.3 |
1,249.3 |
1,214.3 |
|
| R1 |
1,228.9 |
1,228.9 |
1,211.5 |
1,223.5 |
| PP |
1,218.1 |
1,218.1 |
1,218.1 |
1,215.4 |
| S1 |
1,197.7 |
1,197.7 |
1,205.7 |
1,192.3 |
| S2 |
1,186.9 |
1,186.9 |
1,202.9 |
|
| S3 |
1,155.7 |
1,166.5 |
1,200.0 |
|
| S4 |
1,124.5 |
1,135.3 |
1,191.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,238.4 |
1,200.6 |
37.8 |
3.1% |
12.7 |
1.1% |
8% |
False |
True |
244,794 |
| 10 |
1,239.3 |
1,200.6 |
38.7 |
3.2% |
12.5 |
1.0% |
7% |
False |
True |
242,456 |
| 20 |
1,246.0 |
1,200.6 |
45.4 |
3.8% |
11.9 |
1.0% |
6% |
False |
True |
241,698 |
| 40 |
1,246.0 |
1,184.3 |
61.7 |
5.1% |
12.6 |
1.0% |
31% |
False |
False |
265,972 |
| 60 |
1,246.0 |
1,184.3 |
61.7 |
5.1% |
12.5 |
1.0% |
31% |
False |
False |
264,693 |
| 80 |
1,246.0 |
1,167.1 |
78.9 |
6.6% |
12.6 |
1.0% |
46% |
False |
False |
254,944 |
| 100 |
1,285.9 |
1,167.1 |
118.8 |
9.9% |
12.3 |
1.0% |
31% |
False |
False |
209,234 |
| 120 |
1,325.4 |
1,167.1 |
158.3 |
13.2% |
12.1 |
1.0% |
23% |
False |
False |
175,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,260.5 |
|
2.618 |
1,241.8 |
|
1.618 |
1,230.4 |
|
1.000 |
1,223.4 |
|
0.618 |
1,219.0 |
|
HIGH |
1,212.0 |
|
0.618 |
1,207.6 |
|
0.500 |
1,206.3 |
|
0.382 |
1,205.0 |
|
LOW |
1,200.6 |
|
0.618 |
1,193.6 |
|
1.000 |
1,189.2 |
|
1.618 |
1,182.2 |
|
2.618 |
1,170.8 |
|
4.250 |
1,152.2 |
|
|
| Fisher Pivots for day following 12-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,206.3 |
1,214.6 |
| PP |
1,205.4 |
1,210.9 |
| S1 |
1,204.4 |
1,207.2 |
|