| Trading Metrics calculated at close of trading on 14-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2018 |
14-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
11,336.0 |
11,429.5 |
93.5 |
0.8% |
11,519.0 |
| High |
11,492.0 |
11,561.5 |
69.5 |
0.6% |
11,653.0 |
| Low |
11,319.5 |
11,306.0 |
-13.5 |
-0.1% |
11,407.5 |
| Close |
11,484.5 |
11,399.0 |
-85.5 |
-0.7% |
11,514.5 |
| Range |
172.5 |
255.5 |
83.0 |
48.1% |
245.5 |
| ATR |
199.8 |
203.8 |
4.0 |
2.0% |
0.0 |
| Volume |
135,608 |
135,650 |
42 |
0.0% |
480,645 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,188.7 |
12,049.3 |
11,539.5 |
|
| R3 |
11,933.2 |
11,793.8 |
11,469.3 |
|
| R2 |
11,677.7 |
11,677.7 |
11,445.8 |
|
| R1 |
11,538.3 |
11,538.3 |
11,422.4 |
11,480.3 |
| PP |
11,422.2 |
11,422.2 |
11,422.2 |
11,393.1 |
| S1 |
11,282.8 |
11,282.8 |
11,375.6 |
11,224.8 |
| S2 |
11,166.7 |
11,166.7 |
11,352.2 |
|
| S3 |
10,911.2 |
11,027.3 |
11,328.7 |
|
| S4 |
10,655.7 |
10,771.8 |
11,258.5 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,261.5 |
12,133.5 |
11,649.5 |
|
| R3 |
12,016.0 |
11,888.0 |
11,582.0 |
|
| R2 |
11,770.5 |
11,770.5 |
11,559.5 |
|
| R1 |
11,642.5 |
11,642.5 |
11,537.0 |
11,583.8 |
| PP |
11,525.0 |
11,525.0 |
11,525.0 |
11,495.6 |
| S1 |
11,397.0 |
11,397.0 |
11,492.0 |
11,338.3 |
| S2 |
11,279.5 |
11,279.5 |
11,469.5 |
|
| S3 |
11,034.0 |
11,151.5 |
11,447.0 |
|
| S4 |
10,788.5 |
10,906.0 |
11,379.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,641.0 |
11,288.5 |
352.5 |
3.1% |
206.6 |
1.8% |
31% |
False |
False |
120,758 |
| 10 |
11,682.5 |
11,288.5 |
394.0 |
3.5% |
175.9 |
1.5% |
28% |
False |
False |
107,048 |
| 20 |
11,783.0 |
11,035.0 |
748.0 |
6.6% |
204.8 |
1.8% |
49% |
False |
False |
125,062 |
| 40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.4% |
192.0 |
1.7% |
26% |
False |
False |
113,808 |
| 60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.4% |
164.5 |
1.4% |
24% |
False |
False |
79,662 |
| 80 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
153.5 |
1.3% |
20% |
False |
False |
59,768 |
| 100 |
12,854.5 |
11,035.0 |
1,819.5 |
16.0% |
146.0 |
1.3% |
20% |
False |
False |
47,831 |
| 120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.5% |
141.2 |
1.2% |
17% |
False |
False |
39,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,647.4 |
|
2.618 |
12,230.4 |
|
1.618 |
11,974.9 |
|
1.000 |
11,817.0 |
|
0.618 |
11,719.4 |
|
HIGH |
11,561.5 |
|
0.618 |
11,463.9 |
|
0.500 |
11,433.8 |
|
0.382 |
11,403.6 |
|
LOW |
11,306.0 |
|
0.618 |
11,148.1 |
|
1.000 |
11,050.5 |
|
1.618 |
10,892.6 |
|
2.618 |
10,637.1 |
|
4.250 |
10,220.1 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
11,433.8 |
11,442.3 |
| PP |
11,422.2 |
11,427.8 |
| S1 |
11,410.6 |
11,413.4 |
|