Trading Metrics calculated at close of trading on 26-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
4,505.76 |
4,323.22 |
-182.54 |
-4.1% |
5,551.99 |
High |
4,520.02 |
4,460.97 |
-59.05 |
-1.3% |
5,704.62 |
Low |
4,186.00 |
3,563.01 |
-622.99 |
-14.9% |
4,186.00 |
Close |
4,323.22 |
3,714.88 |
-608.34 |
-14.1% |
4,323.22 |
Range |
334.02 |
897.96 |
563.94 |
168.8% |
1,518.62 |
ATR |
311.40 |
353.30 |
41.90 |
13.5% |
0.00 |
Volume |
111,070 |
184,301 |
73,231 |
65.9% |
730,225 |
|
Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,606.83 |
6,058.82 |
4,208.76 |
|
R3 |
5,708.87 |
5,160.86 |
3,961.82 |
|
R2 |
4,810.91 |
4,810.91 |
3,879.51 |
|
R1 |
4,262.90 |
4,262.90 |
3,797.19 |
4,087.93 |
PP |
3,912.95 |
3,912.95 |
3,912.95 |
3,825.47 |
S1 |
3,364.94 |
3,364.94 |
3,632.57 |
3,189.97 |
S2 |
3,014.99 |
3,014.99 |
3,550.25 |
|
S3 |
2,117.03 |
2,466.98 |
3,467.94 |
|
S4 |
1,219.07 |
1,569.02 |
3,221.00 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,293.81 |
8,327.13 |
5,158.46 |
|
R3 |
7,775.19 |
6,808.51 |
4,740.84 |
|
R2 |
6,256.57 |
6,256.57 |
4,601.63 |
|
R1 |
5,289.89 |
5,289.89 |
4,462.43 |
5,013.92 |
PP |
4,737.95 |
4,737.95 |
4,737.95 |
4,599.96 |
S1 |
3,771.27 |
3,771.27 |
4,184.01 |
3,495.30 |
S2 |
3,219.33 |
3,219.33 |
4,044.81 |
|
S3 |
1,700.71 |
2,252.65 |
3,905.60 |
|
S4 |
182.09 |
734.03 |
3,487.98 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,704.62 |
3,563.01 |
2,141.61 |
57.6% |
661.33 |
17.8% |
7% |
False |
True |
182,905 |
10 |
6,453.60 |
3,563.01 |
2,890.59 |
77.8% |
505.39 |
13.6% |
5% |
False |
True |
132,736 |
20 |
6,568.87 |
3,563.01 |
3,005.86 |
80.9% |
309.89 |
8.3% |
5% |
False |
True |
84,810 |
40 |
6,980.29 |
3,563.01 |
3,417.28 |
92.0% |
247.59 |
6.7% |
4% |
False |
True |
66,247 |
60 |
7,405.24 |
3,563.01 |
3,842.23 |
103.4% |
257.61 |
6.9% |
4% |
False |
True |
64,846 |
80 |
7,568.37 |
3,563.01 |
4,005.36 |
107.8% |
286.68 |
7.7% |
4% |
False |
True |
66,906 |
100 |
8,485.03 |
3,563.01 |
4,922.02 |
132.5% |
306.41 |
8.2% |
3% |
False |
True |
67,442 |
120 |
8,485.03 |
3,563.01 |
4,922.02 |
132.5% |
313.51 |
8.4% |
3% |
False |
True |
66,671 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,277.30 |
2.618 |
6,811.83 |
1.618 |
5,913.87 |
1.000 |
5,358.93 |
0.618 |
5,015.91 |
HIGH |
4,460.97 |
0.618 |
4,117.95 |
0.500 |
4,011.99 |
0.382 |
3,906.03 |
LOW |
3,563.01 |
0.618 |
3,008.07 |
1.000 |
2,665.05 |
1.618 |
2,110.11 |
2.618 |
1,212.15 |
4.250 |
-253.32 |
|
|
Fisher Pivots for day following 26-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
4,011.99 |
4,133.71 |
PP |
3,912.95 |
3,994.10 |
S1 |
3,813.92 |
3,854.49 |
|