| 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 |
7,019.0 |
7,028.0 |
9.0 |
0.1% |
7,068.0 |
| High |
7,083.0 |
7,094.5 |
11.5 |
0.2% |
7,152.5 |
| Low |
6,995.0 |
6,958.0 |
-37.0 |
-0.5% |
7,001.5 |
| Close |
7,036.0 |
7,013.0 |
-23.0 |
-0.3% |
7,088.0 |
| Range |
88.0 |
136.5 |
48.5 |
55.1% |
151.0 |
| ATR |
103.0 |
105.4 |
2.4 |
2.3% |
0.0 |
| Volume |
110,589 |
131,224 |
20,635 |
18.7% |
487,832 |
|
| Daily Pivots for day following 14-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,431.5 |
7,358.5 |
7,088.0 |
|
| R3 |
7,295.0 |
7,222.0 |
7,050.5 |
|
| R2 |
7,158.5 |
7,158.5 |
7,038.0 |
|
| R1 |
7,085.5 |
7,085.5 |
7,025.5 |
7,054.0 |
| PP |
7,022.0 |
7,022.0 |
7,022.0 |
7,006.0 |
| S1 |
6,949.0 |
6,949.0 |
7,000.5 |
6,917.0 |
| S2 |
6,885.5 |
6,885.5 |
6,988.0 |
|
| S3 |
6,749.0 |
6,812.5 |
6,975.5 |
|
| S4 |
6,612.5 |
6,676.0 |
6,938.0 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,533.5 |
7,462.0 |
7,171.0 |
|
| R3 |
7,382.5 |
7,311.0 |
7,129.5 |
|
| R2 |
7,231.5 |
7,231.5 |
7,115.5 |
|
| R1 |
7,160.0 |
7,160.0 |
7,102.0 |
7,196.0 |
| PP |
7,080.5 |
7,080.5 |
7,080.5 |
7,098.5 |
| S1 |
7,009.0 |
7,009.0 |
7,074.0 |
7,045.0 |
| S2 |
6,929.5 |
6,929.5 |
7,060.5 |
|
| S3 |
6,778.5 |
6,858.0 |
7,046.5 |
|
| S4 |
6,627.5 |
6,707.0 |
7,005.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,155.5 |
6,958.0 |
197.5 |
2.8% |
96.0 |
1.4% |
28% |
False |
True |
103,946 |
| 10 |
7,170.5 |
6,958.0 |
212.5 |
3.0% |
96.0 |
1.4% |
26% |
False |
True |
108,848 |
| 20 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
106.5 |
1.5% |
55% |
False |
False |
120,681 |
| 40 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
99.0 |
1.4% |
27% |
False |
False |
119,105 |
| 60 |
7,596.0 |
6,824.0 |
772.0 |
11.0% |
87.0 |
1.2% |
24% |
False |
False |
97,276 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
75.0 |
1.1% |
22% |
False |
False |
72,964 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
66.0 |
0.9% |
22% |
False |
False |
58,380 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
60.0 |
0.9% |
22% |
False |
False |
48,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,674.5 |
|
2.618 |
7,452.0 |
|
1.618 |
7,315.5 |
|
1.000 |
7,231.0 |
|
0.618 |
7,179.0 |
|
HIGH |
7,094.5 |
|
0.618 |
7,042.5 |
|
0.500 |
7,026.0 |
|
0.382 |
7,010.0 |
|
LOW |
6,958.0 |
|
0.618 |
6,873.5 |
|
1.000 |
6,821.5 |
|
1.618 |
6,737.0 |
|
2.618 |
6,600.5 |
|
4.250 |
6,378.0 |
|
|
| Fisher Pivots for day following 14-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,026.0 |
7,057.0 |
| PP |
7,022.0 |
7,042.0 |
| S1 |
7,017.5 |
7,027.5 |
|