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 |
1,224.6 |
1,222.4 |
-2.2 |
-0.2% |
1,210.3 |
High |
1,229.5 |
1,230.9 |
1.4 |
0.1% |
1,226.0 |
Low |
1,220.3 |
1,220.1 |
-0.2 |
0.0% |
1,196.6 |
Close |
1,221.2 |
1,228.0 |
6.8 |
0.6% |
1,223.0 |
Range |
9.2 |
10.8 |
1.6 |
17.4% |
29.4 |
ATR |
12.1 |
12.0 |
-0.1 |
-0.8% |
0.0 |
Volume |
255,195 |
227,212 |
-27,983 |
-11.0% |
1,226,044 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.7 |
1,254.2 |
1,233.9 |
|
R3 |
1,247.9 |
1,243.4 |
1,231.0 |
|
R2 |
1,237.1 |
1,237.1 |
1,230.0 |
|
R1 |
1,232.6 |
1,232.6 |
1,229.0 |
1,234.9 |
PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,227.5 |
S1 |
1,221.8 |
1,221.8 |
1,227.0 |
1,224.1 |
S2 |
1,215.5 |
1,215.5 |
1,226.0 |
|
S3 |
1,204.7 |
1,211.0 |
1,225.0 |
|
S4 |
1,193.9 |
1,200.2 |
1,222.1 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,303.4 |
1,292.6 |
1,239.2 |
|
R3 |
1,274.0 |
1,263.2 |
1,231.1 |
|
R2 |
1,244.6 |
1,244.6 |
1,228.4 |
|
R1 |
1,233.8 |
1,233.8 |
1,225.7 |
1,239.2 |
PP |
1,215.2 |
1,215.2 |
1,215.2 |
1,217.9 |
S1 |
1,204.4 |
1,204.4 |
1,220.3 |
1,209.8 |
S2 |
1,185.8 |
1,185.8 |
1,217.6 |
|
S3 |
1,156.4 |
1,175.0 |
1,214.9 |
|
S4 |
1,127.0 |
1,145.6 |
1,206.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,230.9 |
1,207.1 |
23.8 |
1.9% |
10.0 |
0.8% |
88% |
True |
False |
235,279 |
10 |
1,230.9 |
1,196.6 |
34.3 |
2.8% |
11.5 |
0.9% |
92% |
True |
False |
246,820 |
20 |
1,246.0 |
1,196.6 |
49.4 |
4.0% |
12.0 |
1.0% |
64% |
False |
False |
246,871 |
40 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.7 |
1.0% |
71% |
False |
False |
263,433 |
60 |
1,246.0 |
1,184.3 |
61.7 |
5.0% |
12.3 |
1.0% |
71% |
False |
False |
265,289 |
80 |
1,246.0 |
1,167.1 |
78.9 |
6.4% |
12.5 |
1.0% |
77% |
False |
False |
264,485 |
100 |
1,278.2 |
1,167.1 |
111.1 |
9.0% |
12.5 |
1.0% |
55% |
False |
False |
225,527 |
120 |
1,325.4 |
1,167.1 |
158.3 |
12.9% |
12.1 |
1.0% |
38% |
False |
False |
189,327 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,276.8 |
2.618 |
1,259.2 |
1.618 |
1,248.4 |
1.000 |
1,241.7 |
0.618 |
1,237.6 |
HIGH |
1,230.9 |
0.618 |
1,226.8 |
0.500 |
1,225.5 |
0.382 |
1,224.2 |
LOW |
1,220.1 |
0.618 |
1,213.4 |
1.000 |
1,209.3 |
1.618 |
1,202.6 |
2.618 |
1,191.8 |
4.250 |
1,174.2 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,227.2 |
1,226.9 |
PP |
1,226.3 |
1,225.8 |
S1 |
1,225.5 |
1,224.7 |
|