| Trading Metrics calculated at close of trading on 21-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
2,701.75 |
2,645.25 |
-56.50 |
-2.1% |
2,782.75 |
| High |
2,702.00 |
2,676.50 |
-25.50 |
-0.9% |
2,801.75 |
| Low |
2,637.25 |
2,638.25 |
1.00 |
0.0% |
2,677.25 |
| Close |
2,645.25 |
2,654.25 |
9.00 |
0.3% |
2,749.00 |
| Range |
64.75 |
38.25 |
-26.50 |
-40.9% |
124.50 |
| ATR |
52.90 |
51.86 |
-1.05 |
-2.0% |
0.00 |
| Volume |
13,303 |
11,478 |
-1,825 |
-13.7% |
82,701 |
|
| Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,771.00 |
2,751.00 |
2,675.25 |
|
| R3 |
2,732.75 |
2,712.75 |
2,664.75 |
|
| R2 |
2,694.50 |
2,694.50 |
2,661.25 |
|
| R1 |
2,674.50 |
2,674.50 |
2,657.75 |
2,684.50 |
| PP |
2,656.25 |
2,656.25 |
2,656.25 |
2,661.50 |
| S1 |
2,636.25 |
2,636.25 |
2,650.75 |
2,646.25 |
| S2 |
2,618.00 |
2,618.00 |
2,647.25 |
|
| S3 |
2,579.75 |
2,598.00 |
2,643.75 |
|
| S4 |
2,541.50 |
2,559.75 |
2,633.25 |
|
|
| 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% |
55.00 |
2.1% |
14% |
False |
False |
15,377 |
| 10 |
2,824.50 |
2,637.25 |
187.25 |
7.1% |
52.00 |
2.0% |
9% |
False |
False |
13,436 |
| 20 |
2,824.50 |
2,609.50 |
215.00 |
8.1% |
55.00 |
2.1% |
21% |
False |
False |
14,492 |
| 40 |
2,953.25 |
2,609.50 |
343.75 |
13.0% |
50.75 |
1.9% |
13% |
False |
False |
12,550 |
| 60 |
2,955.50 |
2,609.50 |
346.00 |
13.0% |
40.25 |
1.5% |
13% |
False |
False |
9,404 |
| 80 |
2,955.50 |
2,609.50 |
346.00 |
13.0% |
35.00 |
1.3% |
13% |
False |
False |
7,095 |
| 100 |
2,955.50 |
2,609.50 |
346.00 |
13.0% |
31.75 |
1.2% |
13% |
False |
False |
5,945 |
| 120 |
2,955.50 |
2,609.50 |
346.00 |
13.0% |
30.25 |
1.1% |
13% |
False |
False |
5,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,839.00 |
|
2.618 |
2,776.75 |
|
1.618 |
2,738.50 |
|
1.000 |
2,714.75 |
|
0.618 |
2,700.25 |
|
HIGH |
2,676.50 |
|
0.618 |
2,662.00 |
|
0.500 |
2,657.50 |
|
0.382 |
2,652.75 |
|
LOW |
2,638.25 |
|
0.618 |
2,614.50 |
|
1.000 |
2,600.00 |
|
1.618 |
2,576.25 |
|
2.618 |
2,538.00 |
|
4.250 |
2,475.75 |
|
|
| Fisher Pivots for day following 21-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
2,657.50 |
2,695.50 |
| PP |
2,656.25 |
2,681.75 |
| S1 |
2,655.25 |
2,668.00 |
|