Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,200.0 |
3,216.0 |
16.0 |
0.5% |
3,122.0 |
High |
3,223.0 |
3,223.0 |
0.0 |
0.0% |
3,243.0 |
Low |
3,199.0 |
3,189.0 |
-10.0 |
-0.3% |
3,098.0 |
Close |
3,209.0 |
3,203.0 |
-6.0 |
-0.2% |
3,210.0 |
Range |
24.0 |
34.0 |
10.0 |
41.7% |
145.0 |
ATR |
54.8 |
53.3 |
-1.5 |
-2.7% |
0.0 |
Volume |
809,160 |
986,370 |
177,210 |
21.9% |
5,912,703 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,307.0 |
3,289.0 |
3,221.7 |
|
R3 |
3,273.0 |
3,255.0 |
3,212.4 |
|
R2 |
3,239.0 |
3,239.0 |
3,209.2 |
|
R1 |
3,221.0 |
3,221.0 |
3,206.1 |
3,213.0 |
PP |
3,205.0 |
3,205.0 |
3,205.0 |
3,201.0 |
S1 |
3,187.0 |
3,187.0 |
3,199.9 |
3,179.0 |
S2 |
3,171.0 |
3,171.0 |
3,196.8 |
|
S3 |
3,137.0 |
3,153.0 |
3,193.7 |
|
S4 |
3,103.0 |
3,119.0 |
3,184.3 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,618.7 |
3,559.3 |
3,289.8 |
|
R3 |
3,473.7 |
3,414.3 |
3,249.9 |
|
R2 |
3,328.7 |
3,328.7 |
3,236.6 |
|
R1 |
3,269.3 |
3,269.3 |
3,223.3 |
3,299.0 |
PP |
3,183.7 |
3,183.7 |
3,183.7 |
3,198.5 |
S1 |
3,124.3 |
3,124.3 |
3,196.7 |
3,154.0 |
S2 |
3,038.7 |
3,038.7 |
3,183.4 |
|
S3 |
2,893.7 |
2,979.3 |
3,170.1 |
|
S4 |
2,748.7 |
2,834.3 |
3,130.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,243.0 |
3,172.0 |
71.0 |
2.2% |
36.0 |
1.1% |
44% |
False |
False |
992,590 |
10 |
3,243.0 |
3,080.0 |
163.0 |
5.1% |
53.7 |
1.7% |
75% |
False |
False |
1,271,034 |
20 |
3,313.0 |
3,080.0 |
233.0 |
7.3% |
58.8 |
1.8% |
53% |
False |
False |
1,344,726 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.3% |
47.1 |
1.5% |
34% |
False |
False |
1,138,181 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.4% |
42.2 |
1.3% |
34% |
False |
False |
767,423 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
38.6 |
1.2% |
28% |
False |
False |
575,762 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.6% |
37.7 |
1.2% |
28% |
False |
False |
461,283 |
120 |
3,546.0 |
3,080.0 |
466.0 |
14.5% |
38.3 |
1.2% |
26% |
False |
False |
386,120 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,367.5 |
2.618 |
3,312.0 |
1.618 |
3,278.0 |
1.000 |
3,257.0 |
0.618 |
3,244.0 |
HIGH |
3,223.0 |
0.618 |
3,210.0 |
0.500 |
3,206.0 |
0.382 |
3,202.0 |
LOW |
3,189.0 |
0.618 |
3,168.0 |
1.000 |
3,155.0 |
1.618 |
3,134.0 |
2.618 |
3,100.0 |
4.250 |
3,044.5 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,206.0 |
3,216.0 |
PP |
3,205.0 |
3,211.7 |
S1 |
3,204.0 |
3,207.3 |
|