| Trading Metrics calculated at close of trading on 15-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1,202.8 |
1,211.8 |
9.0 |
0.7% |
1,234.5 |
| High |
1,217.2 |
1,217.0 |
-0.2 |
0.0% |
1,238.4 |
| Low |
1,198.1 |
1,207.1 |
9.0 |
0.8% |
1,207.2 |
| Close |
1,210.1 |
1,215.0 |
4.9 |
0.4% |
1,208.6 |
| Range |
19.1 |
9.9 |
-9.2 |
-48.2% |
31.2 |
| ATR |
12.9 |
12.7 |
-0.2 |
-1.7% |
0.0 |
| Volume |
277,865 |
253,571 |
-24,294 |
-8.7% |
1,179,754 |
|
| Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,242.7 |
1,238.8 |
1,220.4 |
|
| R3 |
1,232.8 |
1,228.9 |
1,217.7 |
|
| R2 |
1,222.9 |
1,222.9 |
1,216.8 |
|
| R1 |
1,219.0 |
1,219.0 |
1,215.9 |
1,221.0 |
| PP |
1,213.0 |
1,213.0 |
1,213.0 |
1,214.0 |
| S1 |
1,209.1 |
1,209.1 |
1,214.1 |
1,211.1 |
| S2 |
1,203.1 |
1,203.1 |
1,213.2 |
|
| S3 |
1,193.2 |
1,199.2 |
1,212.3 |
|
| S4 |
1,183.3 |
1,189.3 |
1,209.6 |
|
|
| 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 |
1,224.6 |
1,196.6 |
28.0 |
2.3% |
13.3 |
1.1% |
66% |
False |
False |
261,271 |
| 10 |
1,238.4 |
1,196.6 |
41.8 |
3.4% |
11.7 |
1.0% |
44% |
False |
False |
241,978 |
| 20 |
1,246.0 |
1,196.6 |
49.4 |
4.1% |
12.3 |
1.0% |
37% |
False |
False |
244,673 |
| 40 |
1,246.0 |
1,184.3 |
61.7 |
5.1% |
12.9 |
1.1% |
50% |
False |
False |
267,867 |
| 60 |
1,246.0 |
1,184.3 |
61.7 |
5.1% |
12.6 |
1.0% |
50% |
False |
False |
266,729 |
| 80 |
1,246.0 |
1,167.1 |
78.9 |
6.5% |
12.6 |
1.0% |
61% |
False |
False |
262,187 |
| 100 |
1,278.2 |
1,167.1 |
111.1 |
9.1% |
12.5 |
1.0% |
43% |
False |
False |
216,832 |
| 120 |
1,325.4 |
1,167.1 |
158.3 |
13.0% |
12.1 |
1.0% |
30% |
False |
False |
181,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,259.1 |
|
2.618 |
1,242.9 |
|
1.618 |
1,233.0 |
|
1.000 |
1,226.9 |
|
0.618 |
1,223.1 |
|
HIGH |
1,217.0 |
|
0.618 |
1,213.2 |
|
0.500 |
1,212.1 |
|
0.382 |
1,210.9 |
|
LOW |
1,207.1 |
|
0.618 |
1,201.0 |
|
1.000 |
1,197.2 |
|
1.618 |
1,191.1 |
|
2.618 |
1,181.2 |
|
4.250 |
1,165.0 |
|
|
| Fisher Pivots for day following 15-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,214.0 |
1,212.3 |
| PP |
1,213.0 |
1,209.6 |
| S1 |
1,212.1 |
1,206.9 |
|