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 |
5,551.99 |
4,868.05 |
-683.94 |
-12.3% |
6,389.49 |
High |
5,704.62 |
4,976.90 |
-727.72 |
-12.8% |
6,453.60 |
Low |
4,791.08 |
4,212.81 |
-578.27 |
-12.1% |
5,340.27 |
Close |
4,869.22 |
4,450.04 |
-419.18 |
-8.6% |
5,551.99 |
Range |
913.54 |
764.09 |
-149.45 |
-16.4% |
1,113.33 |
ATR |
267.11 |
302.61 |
35.50 |
13.3% |
0.00 |
Volume |
179,573 |
299,188 |
119,615 |
66.6% |
412,841 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,838.85 |
6,408.54 |
4,870.29 |
|
R3 |
6,074.76 |
5,644.45 |
4,660.16 |
|
R2 |
5,310.67 |
5,310.67 |
4,590.12 |
|
R1 |
4,880.36 |
4,880.36 |
4,520.08 |
4,713.47 |
PP |
4,546.58 |
4,546.58 |
4,546.58 |
4,463.14 |
S1 |
4,116.27 |
4,116.27 |
4,380.00 |
3,949.38 |
S2 |
3,782.49 |
3,782.49 |
4,309.96 |
|
S3 |
3,018.40 |
3,352.18 |
4,239.92 |
|
S4 |
2,254.31 |
2,588.09 |
4,029.79 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,121.94 |
8,450.30 |
6,164.32 |
|
R3 |
8,008.61 |
7,336.97 |
5,858.16 |
|
R2 |
6,895.28 |
6,895.28 |
5,756.10 |
|
R1 |
6,223.64 |
6,223.64 |
5,654.05 |
6,002.80 |
PP |
5,781.95 |
5,781.95 |
5,781.95 |
5,671.53 |
S1 |
5,110.31 |
5,110.31 |
5,449.93 |
4,889.47 |
S2 |
4,668.62 |
4,668.62 |
5,347.88 |
|
S3 |
3,555.29 |
3,996.98 |
5,245.82 |
|
S4 |
2,441.96 |
2,883.65 |
4,939.66 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,391.71 |
4,212.81 |
2,178.90 |
49.0% |
635.88 |
14.3% |
11% |
False |
True |
165,412 |
10 |
6,568.87 |
4,212.81 |
2,356.06 |
52.9% |
377.03 |
8.5% |
10% |
False |
True |
100,605 |
20 |
6,568.87 |
4,212.81 |
2,356.06 |
52.9% |
243.13 |
5.5% |
10% |
False |
True |
67,861 |
40 |
6,980.29 |
4,212.81 |
2,767.48 |
62.2% |
224.82 |
5.1% |
9% |
False |
True |
59,479 |
60 |
7,405.24 |
4,212.81 |
3,192.43 |
71.7% |
245.09 |
5.5% |
7% |
False |
True |
60,763 |
80 |
8,206.53 |
4,212.81 |
3,993.72 |
89.7% |
280.15 |
6.3% |
6% |
False |
True |
64,108 |
100 |
8,485.03 |
4,212.81 |
4,272.22 |
96.0% |
301.38 |
6.8% |
6% |
False |
True |
64,696 |
120 |
8,485.03 |
4,212.81 |
4,272.22 |
96.0% |
306.46 |
6.9% |
6% |
False |
True |
64,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,224.28 |
2.618 |
6,977.29 |
1.618 |
6,213.20 |
1.000 |
5,740.99 |
0.618 |
5,449.11 |
HIGH |
4,976.90 |
0.618 |
4,685.02 |
0.500 |
4,594.86 |
0.382 |
4,504.69 |
LOW |
4,212.81 |
0.618 |
3,740.60 |
1.000 |
3,448.72 |
1.618 |
2,976.51 |
2.618 |
2,212.42 |
4.250 |
965.43 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
4,594.86 |
4,959.58 |
PP |
4,546.58 |
4,789.73 |
S1 |
4,498.31 |
4,619.89 |
|