| Trading Metrics calculated at close of trading on 22-Nov-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
22-Nov-2018 |
Change |
Change % |
Previous Week |
| Open |
6,925.0 |
7,050.0 |
125.0 |
1.8% |
7,100.0 |
| High |
7,061.0 |
7,059.0 |
-2.0 |
0.0% |
7,155.5 |
| Low |
6,917.5 |
6,946.0 |
28.5 |
0.4% |
6,958.0 |
| Close |
7,048.5 |
6,967.0 |
-81.5 |
-1.2% |
7,026.0 |
| Range |
143.5 |
113.0 |
-30.5 |
-21.3% |
197.5 |
| ATR |
109.9 |
110.2 |
0.2 |
0.2% |
0.0 |
| Volume |
106,679 |
70,932 |
-35,747 |
-33.5% |
646,777 |
|
| Daily Pivots for day following 22-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,329.5 |
7,261.5 |
7,029.0 |
|
| R3 |
7,216.5 |
7,148.5 |
6,998.0 |
|
| R2 |
7,103.5 |
7,103.5 |
6,987.5 |
|
| R1 |
7,035.5 |
7,035.5 |
6,977.5 |
7,013.0 |
| PP |
6,990.5 |
6,990.5 |
6,990.5 |
6,979.5 |
| S1 |
6,922.5 |
6,922.5 |
6,956.5 |
6,900.0 |
| S2 |
6,877.5 |
6,877.5 |
6,946.5 |
|
| S3 |
6,764.5 |
6,809.5 |
6,936.0 |
|
| S4 |
6,651.5 |
6,696.5 |
6,905.0 |
|
|
| Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,639.0 |
7,530.0 |
7,134.5 |
|
| R3 |
7,441.5 |
7,332.5 |
7,080.5 |
|
| R2 |
7,244.0 |
7,244.0 |
7,062.0 |
|
| R1 |
7,135.0 |
7,135.0 |
7,044.0 |
7,091.0 |
| PP |
7,046.5 |
7,046.5 |
7,046.5 |
7,024.5 |
| S1 |
6,937.5 |
6,937.5 |
7,008.0 |
6,893.0 |
| S2 |
6,849.0 |
6,849.0 |
6,990.0 |
|
| S3 |
6,651.5 |
6,740.0 |
6,971.5 |
|
| S4 |
6,454.0 |
6,542.5 |
6,917.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,088.5 |
6,897.0 |
191.5 |
2.7% |
118.0 |
1.7% |
37% |
False |
False |
109,677 |
| 10 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
113.0 |
1.6% |
27% |
False |
False |
114,427 |
| 20 |
7,170.5 |
6,824.0 |
346.5 |
5.0% |
108.0 |
1.6% |
41% |
False |
False |
120,480 |
| 40 |
7,521.5 |
6,824.0 |
697.5 |
10.0% |
106.5 |
1.5% |
21% |
False |
False |
122,108 |
| 60 |
7,523.0 |
6,824.0 |
699.0 |
10.0% |
94.5 |
1.4% |
20% |
False |
False |
109,272 |
| 80 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
81.0 |
1.2% |
16% |
False |
False |
81,971 |
| 100 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
71.5 |
1.0% |
16% |
False |
False |
65,579 |
| 120 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
65.0 |
0.9% |
16% |
False |
False |
54,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,539.0 |
|
2.618 |
7,355.0 |
|
1.618 |
7,242.0 |
|
1.000 |
7,172.0 |
|
0.618 |
7,129.0 |
|
HIGH |
7,059.0 |
|
0.618 |
7,016.0 |
|
0.500 |
7,002.5 |
|
0.382 |
6,989.0 |
|
LOW |
6,946.0 |
|
0.618 |
6,876.0 |
|
1.000 |
6,833.0 |
|
1.618 |
6,763.0 |
|
2.618 |
6,650.0 |
|
4.250 |
6,466.0 |
|
|
| Fisher Pivots for day following 22-Nov-2018 |
| Pivot |
1 day |
3 day |
| R1 |
7,002.5 |
6,979.0 |
| PP |
6,990.5 |
6,975.0 |
| S1 |
6,979.0 |
6,971.0 |
|