Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
4,323.22 |
3,714.88 |
-608.34 |
-14.1% |
5,551.99 |
High |
4,460.97 |
3,865.08 |
-595.89 |
-13.4% |
5,704.62 |
Low |
3,563.01 |
3,646.01 |
83.00 |
2.3% |
4,186.00 |
Close |
3,714.88 |
3,823.10 |
108.22 |
2.9% |
4,323.22 |
Range |
897.96 |
219.07 |
-678.89 |
-75.6% |
1,518.62 |
ATR |
353.30 |
343.71 |
-9.59 |
-2.7% |
0.00 |
Volume |
184,301 |
143,883 |
-40,418 |
-21.9% |
730,225 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,435.27 |
4,348.26 |
3,943.59 |
|
R3 |
4,216.20 |
4,129.19 |
3,883.34 |
|
R2 |
3,997.13 |
3,997.13 |
3,863.26 |
|
R1 |
3,910.12 |
3,910.12 |
3,843.18 |
3,953.63 |
PP |
3,778.06 |
3,778.06 |
3,778.06 |
3,799.82 |
S1 |
3,691.05 |
3,691.05 |
3,803.02 |
3,734.56 |
S2 |
3,558.99 |
3,558.99 |
3,782.94 |
|
S3 |
3,339.92 |
3,471.98 |
3,762.86 |
|
S4 |
3,120.85 |
3,252.91 |
3,702.61 |
|
|
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 |
4,976.90 |
3,563.01 |
1,413.89 |
37.0% |
522.44 |
13.7% |
18% |
False |
False |
175,767 |
10 |
6,421.42 |
3,563.01 |
2,858.41 |
74.8% |
515.06 |
13.5% |
9% |
False |
False |
144,231 |
20 |
6,568.87 |
3,563.01 |
3,005.86 |
78.6% |
309.32 |
8.1% |
9% |
False |
False |
89,298 |
40 |
6,980.29 |
3,563.01 |
3,417.28 |
89.4% |
248.39 |
6.5% |
8% |
False |
False |
68,808 |
60 |
7,405.24 |
3,563.01 |
3,842.23 |
100.5% |
258.08 |
6.8% |
7% |
False |
False |
66,362 |
80 |
7,489.40 |
3,563.01 |
3,926.39 |
102.7% |
285.92 |
7.5% |
7% |
False |
False |
67,865 |
100 |
8,485.03 |
3,563.01 |
4,922.02 |
128.7% |
306.66 |
8.0% |
5% |
False |
False |
68,493 |
120 |
8,485.03 |
3,563.01 |
4,922.02 |
128.7% |
314.23 |
8.2% |
5% |
False |
False |
67,518 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,796.13 |
2.618 |
4,438.61 |
1.618 |
4,219.54 |
1.000 |
4,084.15 |
0.618 |
4,000.47 |
HIGH |
3,865.08 |
0.618 |
3,781.40 |
0.500 |
3,755.55 |
0.382 |
3,729.69 |
LOW |
3,646.01 |
0.618 |
3,510.62 |
1.000 |
3,426.94 |
1.618 |
3,291.55 |
2.618 |
3,072.48 |
4.250 |
2,714.96 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,800.58 |
4,041.52 |
PP |
3,778.06 |
3,968.71 |
S1 |
3,755.55 |
3,895.91 |
|