| Trading Metrics calculated at close of trading on 20-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,739.50 |
2,701.75 |
-37.75 |
-1.4% |
2,782.75 |
| High |
2,754.00 |
2,702.00 |
-52.00 |
-1.9% |
2,801.75 |
| Low |
2,687.25 |
2,637.25 |
-50.00 |
-1.9% |
2,677.25 |
| Close |
2,702.00 |
2,645.25 |
-56.75 |
-2.1% |
2,749.00 |
| Range |
66.75 |
64.75 |
-2.00 |
-3.0% |
124.50 |
| ATR |
51.99 |
52.90 |
0.91 |
1.8% |
0.00 |
| Volume |
9,204 |
13,303 |
4,099 |
44.5% |
82,701 |
|
| Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,855.75 |
2,815.25 |
2,680.75 |
|
| R3 |
2,791.00 |
2,750.50 |
2,663.00 |
|
| R2 |
2,726.25 |
2,726.25 |
2,657.00 |
|
| R1 |
2,685.75 |
2,685.75 |
2,651.25 |
2,673.50 |
| PP |
2,661.50 |
2,661.50 |
2,661.50 |
2,655.50 |
| S1 |
2,621.00 |
2,621.00 |
2,639.25 |
2,609.00 |
| S2 |
2,596.75 |
2,596.75 |
2,633.50 |
|
| S3 |
2,532.00 |
2,556.25 |
2,627.50 |
|
| S4 |
2,467.25 |
2,491.50 |
2,609.75 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,116.25 |
3,057.00 |
2,817.50 |
|
| R3 |
2,991.75 |
2,932.50 |
2,783.25 |
|
| R2 |
2,867.25 |
2,867.25 |
2,771.75 |
|
| R1 |
2,808.00 |
2,808.00 |
2,760.50 |
2,775.50 |
| PP |
2,742.75 |
2,742.75 |
2,742.75 |
2,726.25 |
| S1 |
2,683.50 |
2,683.50 |
2,737.50 |
2,651.00 |
| S2 |
2,618.25 |
2,618.25 |
2,726.25 |
|
| S3 |
2,493.75 |
2,559.00 |
2,714.75 |
|
| S4 |
2,369.25 |
2,434.50 |
2,680.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,754.50 |
2,637.25 |
117.25 |
4.4% |
59.75 |
2.3% |
7% |
False |
True |
15,889 |
| 10 |
2,824.50 |
2,637.25 |
187.25 |
7.1% |
55.50 |
2.1% |
4% |
False |
True |
14,351 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
8.1% |
58.00 |
2.2% |
17% |
False |
False |
14,596 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
13.0% |
50.50 |
1.9% |
10% |
False |
False |
12,544 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
39.75 |
1.5% |
10% |
False |
False |
9,221 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
34.75 |
1.3% |
10% |
False |
False |
6,952 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
31.75 |
1.2% |
10% |
False |
False |
5,869 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
13.1% |
30.00 |
1.1% |
10% |
False |
False |
5,048 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,977.25 |
|
2.618 |
2,871.50 |
|
1.618 |
2,806.75 |
|
1.000 |
2,766.75 |
|
0.618 |
2,742.00 |
|
HIGH |
2,702.00 |
|
0.618 |
2,677.25 |
|
0.500 |
2,669.50 |
|
0.382 |
2,662.00 |
|
LOW |
2,637.25 |
|
0.618 |
2,597.25 |
|
1.000 |
2,572.50 |
|
1.618 |
2,532.50 |
|
2.618 |
2,467.75 |
|
4.250 |
2,362.00 |
|
|
| Fisher Pivots for day following 20-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,669.50 |
2,696.00 |
| PP |
2,661.50 |
2,679.00 |
| S1 |
2,653.50 |
2,662.00 |
|