| Trading Metrics calculated at close of trading on 23-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
1,222.4 |
1,226.8 |
4.4 |
0.4% |
1,222.6 |
| High |
1,230.9 |
1,229.7 |
-1.2 |
-0.1% |
1,230.9 |
| Low |
1,220.1 |
1,220.3 |
0.2 |
0.0% |
1,218.5 |
| Close |
1,228.0 |
1,223.2 |
-4.8 |
-0.4% |
1,223.2 |
| Range |
10.8 |
9.4 |
-1.4 |
-13.0% |
12.4 |
| ATR |
12.0 |
11.8 |
-0.2 |
-1.6% |
0.0 |
| Volume |
227,212 |
240,354 |
13,142 |
5.8% |
921,146 |
|
| Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.6 |
1,247.3 |
1,228.4 |
|
| R3 |
1,243.2 |
1,237.9 |
1,225.8 |
|
| R2 |
1,233.8 |
1,233.8 |
1,224.9 |
|
| R1 |
1,228.5 |
1,228.5 |
1,224.1 |
1,226.5 |
| PP |
1,224.4 |
1,224.4 |
1,224.4 |
1,223.4 |
| S1 |
1,219.1 |
1,219.1 |
1,222.3 |
1,217.1 |
| S2 |
1,215.0 |
1,215.0 |
1,221.5 |
|
| S3 |
1,205.6 |
1,209.7 |
1,220.6 |
|
| S4 |
1,196.2 |
1,200.3 |
1,218.0 |
|
|
| Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,261.4 |
1,254.7 |
1,230.0 |
|
| R3 |
1,249.0 |
1,242.3 |
1,226.6 |
|
| R2 |
1,236.6 |
1,236.6 |
1,225.5 |
|
| R1 |
1,229.9 |
1,229.9 |
1,224.3 |
1,233.3 |
| PP |
1,224.2 |
1,224.2 |
1,224.2 |
1,225.9 |
| S1 |
1,217.5 |
1,217.5 |
1,222.1 |
1,220.9 |
| S2 |
1,211.8 |
1,211.8 |
1,220.9 |
|
| S3 |
1,199.4 |
1,205.1 |
1,219.8 |
|
| S4 |
1,187.0 |
1,192.7 |
1,216.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,230.9 |
1,213.7 |
17.2 |
1.4% |
9.9 |
0.8% |
55% |
False |
False |
232,636 |
| 10 |
1,230.9 |
1,196.6 |
34.3 |
2.8% |
11.6 |
1.0% |
78% |
False |
False |
246,954 |
| 20 |
1,246.0 |
1,196.6 |
49.4 |
4.0% |
11.9 |
1.0% |
54% |
False |
False |
245,904 |
| 40 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.5 |
1.0% |
63% |
False |
False |
260,666 |
| 60 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.3 |
1.0% |
63% |
False |
False |
265,264 |
| 80 |
1,246.0 |
1,167.1 |
78.9 |
6.5% |
12.5 |
1.0% |
71% |
False |
False |
264,758 |
| 100 |
1,278.2 |
1,167.1 |
111.1 |
9.1% |
12.4 |
1.0% |
50% |
False |
False |
227,732 |
| 120 |
1,325.4 |
1,167.1 |
158.3 |
12.9% |
12.1 |
1.0% |
35% |
False |
False |
191,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,269.7 |
|
2.618 |
1,254.3 |
|
1.618 |
1,244.9 |
|
1.000 |
1,239.1 |
|
0.618 |
1,235.5 |
|
HIGH |
1,229.7 |
|
0.618 |
1,226.1 |
|
0.500 |
1,225.0 |
|
0.382 |
1,223.9 |
|
LOW |
1,220.3 |
|
0.618 |
1,214.5 |
|
1.000 |
1,210.9 |
|
1.618 |
1,205.1 |
|
2.618 |
1,195.7 |
|
4.250 |
1,180.4 |
|
|
| Fisher Pivots for day following 23-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
1,225.0 |
1,225.5 |
| PP |
1,224.4 |
1,224.7 |
| S1 |
1,223.8 |
1,224.0 |
|