Trading Metrics calculated at close of trading on 07-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2018 |
07-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,216.0 |
3,221.0 |
5.0 |
0.2% |
3,122.0 |
High |
3,223.0 |
3,257.0 |
34.0 |
1.1% |
3,243.0 |
Low |
3,189.0 |
3,211.0 |
22.0 |
0.7% |
3,098.0 |
Close |
3,203.0 |
3,235.0 |
32.0 |
1.0% |
3,210.0 |
Range |
34.0 |
46.0 |
12.0 |
35.3% |
145.0 |
ATR |
53.3 |
53.4 |
0.0 |
0.1% |
0.0 |
Volume |
986,370 |
884,236 |
-102,134 |
-10.4% |
5,912,703 |
|
Daily Pivots for day following 07-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,372.3 |
3,349.7 |
3,260.3 |
|
R3 |
3,326.3 |
3,303.7 |
3,247.7 |
|
R2 |
3,280.3 |
3,280.3 |
3,243.4 |
|
R1 |
3,257.7 |
3,257.7 |
3,239.2 |
3,269.0 |
PP |
3,234.3 |
3,234.3 |
3,234.3 |
3,240.0 |
S1 |
3,211.7 |
3,211.7 |
3,230.8 |
3,223.0 |
S2 |
3,188.3 |
3,188.3 |
3,226.6 |
|
S3 |
3,142.3 |
3,165.7 |
3,222.4 |
|
S4 |
3,096.3 |
3,119.7 |
3,209.7 |
|
|
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 |
3,257.0 |
3,177.0 |
80.0 |
2.5% |
39.2 |
1.2% |
73% |
True |
False |
925,869 |
10 |
3,257.0 |
3,080.0 |
177.0 |
5.5% |
49.5 |
1.5% |
88% |
True |
False |
1,191,415 |
20 |
3,271.0 |
3,080.0 |
191.0 |
5.9% |
56.9 |
1.8% |
81% |
False |
False |
1,268,389 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.2% |
47.6 |
1.5% |
43% |
False |
False |
1,152,274 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.3% |
42.5 |
1.3% |
43% |
False |
False |
782,150 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.4% |
38.6 |
1.2% |
36% |
False |
False |
586,814 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.4% |
37.8 |
1.2% |
36% |
False |
False |
469,971 |
120 |
3,518.0 |
3,080.0 |
438.0 |
13.5% |
38.5 |
1.2% |
35% |
False |
False |
393,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,452.5 |
2.618 |
3,377.4 |
1.618 |
3,331.4 |
1.000 |
3,303.0 |
0.618 |
3,285.4 |
HIGH |
3,257.0 |
0.618 |
3,239.4 |
0.500 |
3,234.0 |
0.382 |
3,228.6 |
LOW |
3,211.0 |
0.618 |
3,182.6 |
1.000 |
3,165.0 |
1.618 |
3,136.6 |
2.618 |
3,090.6 |
4.250 |
3,015.5 |
|
|
Fisher Pivots for day following 07-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,234.7 |
3,231.0 |
PP |
3,234.3 |
3,227.0 |
S1 |
3,234.0 |
3,223.0 |
|