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 |
1,223.9 |
1,222.6 |
-1.3 |
-0.1% |
1,222.6 |
High |
1,228.6 |
1,225.2 |
-3.4 |
-0.3% |
1,230.9 |
Low |
1,221.7 |
1,211.4 |
-10.3 |
-0.8% |
1,218.5 |
Close |
1,222.4 |
1,213.4 |
-9.0 |
-0.7% |
1,223.2 |
Range |
6.9 |
13.8 |
6.9 |
100.0% |
12.4 |
ATR |
11.5 |
11.6 |
0.2 |
1.4% |
0.0 |
Volume |
267,323 |
307,887 |
40,564 |
15.2% |
921,146 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,258.1 |
1,249.5 |
1,221.0 |
|
R3 |
1,244.3 |
1,235.7 |
1,217.2 |
|
R2 |
1,230.5 |
1,230.5 |
1,215.9 |
|
R1 |
1,221.9 |
1,221.9 |
1,214.7 |
1,219.3 |
PP |
1,216.7 |
1,216.7 |
1,216.7 |
1,215.4 |
S1 |
1,208.1 |
1,208.1 |
1,212.1 |
1,205.5 |
S2 |
1,202.9 |
1,202.9 |
1,210.9 |
|
S3 |
1,189.1 |
1,194.3 |
1,209.6 |
|
S4 |
1,175.3 |
1,180.5 |
1,205.8 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,261.4 |
1,254.7 |
1,230.0 |
|
R3 |
1,249.0 |
1,242.3 |
1,226.6 |
|
R2 |
1,236.6 |
1,236.6 |
1,225.5 |
|
R1 |
1,229.9 |
1,229.9 |
1,224.3 |
1,233.3 |
PP |
1,224.2 |
1,224.2 |
1,224.2 |
1,225.9 |
S1 |
1,217.5 |
1,217.5 |
1,222.1 |
1,220.9 |
S2 |
1,211.8 |
1,211.8 |
1,220.9 |
|
S3 |
1,199.4 |
1,205.1 |
1,219.8 |
|
S4 |
1,187.0 |
1,192.7 |
1,216.4 |
|
|
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 |
1,211.4 |
19.5 |
1.6% |
10.0 |
0.8% |
10% |
False |
True |
259,594 |
10 |
1,230.9 |
1,196.6 |
34.3 |
2.8% |
10.8 |
0.9% |
49% |
False |
False |
251,875 |
20 |
1,239.3 |
1,196.6 |
42.7 |
3.5% |
11.7 |
1.0% |
39% |
False |
False |
247,166 |
40 |
1,246.0 |
1,186.0 |
60.0 |
4.9% |
12.5 |
1.0% |
46% |
False |
False |
261,838 |
60 |
1,246.0 |
1,184.3 |
61.7 |
5.1% |
12.3 |
1.0% |
47% |
False |
False |
265,631 |
80 |
1,246.0 |
1,167.1 |
78.9 |
6.5% |
12.4 |
1.0% |
59% |
False |
False |
265,513 |
100 |
1,278.2 |
1,167.1 |
111.1 |
9.2% |
12.4 |
1.0% |
42% |
False |
False |
233,031 |
120 |
1,325.4 |
1,167.1 |
158.3 |
13.0% |
12.1 |
1.0% |
29% |
False |
False |
195,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,283.9 |
2.618 |
1,261.3 |
1.618 |
1,247.5 |
1.000 |
1,239.0 |
0.618 |
1,233.7 |
HIGH |
1,225.2 |
0.618 |
1,219.9 |
0.500 |
1,218.3 |
0.382 |
1,216.7 |
LOW |
1,211.4 |
0.618 |
1,202.9 |
1.000 |
1,197.6 |
1.618 |
1,189.1 |
2.618 |
1,175.3 |
4.250 |
1,152.8 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,218.3 |
1,220.6 |
PP |
1,216.7 |
1,218.2 |
S1 |
1,215.0 |
1,215.8 |
|