| Trading Metrics calculated at close of trading on 13-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,782.75 |
2,738.50 |
-44.25 |
-1.6% |
2,728.50 |
| High |
2,801.75 |
2,762.25 |
-39.50 |
-1.4% |
2,824.50 |
| Low |
2,728.50 |
2,721.00 |
-7.50 |
-0.3% |
2,719.50 |
| Close |
2,734.00 |
2,733.75 |
-0.25 |
0.0% |
2,785.50 |
| Range |
73.25 |
41.25 |
-32.00 |
-43.7% |
105.00 |
| ATR |
50.45 |
49.80 |
-0.66 |
-1.3% |
0.00 |
| Volume |
17,407 |
8,353 |
-9,054 |
-52.0% |
57,166 |
|
| Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,862.75 |
2,839.50 |
2,756.50 |
|
| R3 |
2,821.50 |
2,798.25 |
2,745.00 |
|
| R2 |
2,780.25 |
2,780.25 |
2,741.25 |
|
| R1 |
2,757.00 |
2,757.00 |
2,737.50 |
2,748.00 |
| PP |
2,739.00 |
2,739.00 |
2,739.00 |
2,734.50 |
| S1 |
2,715.75 |
2,715.75 |
2,730.00 |
2,706.75 |
| S2 |
2,697.75 |
2,697.75 |
2,726.25 |
|
| S3 |
2,656.50 |
2,674.50 |
2,722.50 |
|
| S4 |
2,615.25 |
2,633.25 |
2,711.00 |
|
|
| Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,091.50 |
3,043.50 |
2,843.25 |
|
| R3 |
2,986.50 |
2,938.50 |
2,814.50 |
|
| R2 |
2,881.50 |
2,881.50 |
2,804.75 |
|
| R1 |
2,833.50 |
2,833.50 |
2,795.00 |
2,857.50 |
| PP |
2,776.50 |
2,776.50 |
2,776.50 |
2,788.50 |
| S1 |
2,728.50 |
2,728.50 |
2,776.00 |
2,752.50 |
| S2 |
2,671.50 |
2,671.50 |
2,766.25 |
|
| S3 |
2,566.50 |
2,623.50 |
2,756.50 |
|
| S4 |
2,461.50 |
2,518.50 |
2,727.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,824.50 |
2,721.00 |
103.50 |
3.8% |
51.25 |
1.9% |
12% |
False |
True |
12,813 |
| 10 |
2,824.50 |
2,688.00 |
136.50 |
5.0% |
47.50 |
1.7% |
34% |
False |
False |
12,404 |
| 20 |
2,831.50 |
2,609.50 |
222.00 |
8.1% |
54.75 |
2.0% |
56% |
False |
False |
13,022 |
| 40 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
45.00 |
1.6% |
36% |
False |
False |
11,166 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
36.50 |
1.3% |
36% |
False |
False |
7,921 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
32.25 |
1.2% |
36% |
False |
False |
5,975 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
30.25 |
1.1% |
36% |
False |
False |
5,239 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
12.7% |
28.75 |
1.1% |
36% |
False |
False |
4,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,937.50 |
|
2.618 |
2,870.25 |
|
1.618 |
2,829.00 |
|
1.000 |
2,803.50 |
|
0.618 |
2,787.75 |
|
HIGH |
2,762.25 |
|
0.618 |
2,746.50 |
|
0.500 |
2,741.50 |
|
0.382 |
2,736.75 |
|
LOW |
2,721.00 |
|
0.618 |
2,695.50 |
|
1.000 |
2,679.75 |
|
1.618 |
2,654.25 |
|
2.618 |
2,613.00 |
|
4.250 |
2,545.75 |
|
|
| Fisher Pivots for day following 13-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,741.50 |
2,769.00 |
| PP |
2,739.00 |
2,757.25 |
| S1 |
2,736.50 |
2,745.50 |
|