Trading Metrics calculated at close of trading on 08-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2018 |
08-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,221.0 |
3,245.0 |
24.0 |
0.7% |
3,122.0 |
High |
3,257.0 |
3,256.0 |
-1.0 |
0.0% |
3,243.0 |
Low |
3,211.0 |
3,220.0 |
9.0 |
0.3% |
3,098.0 |
Close |
3,235.0 |
3,224.0 |
-11.0 |
-0.3% |
3,210.0 |
Range |
46.0 |
36.0 |
-10.0 |
-21.7% |
145.0 |
ATR |
53.4 |
52.1 |
-1.2 |
-2.3% |
0.0 |
Volume |
884,236 |
999,196 |
114,960 |
13.0% |
5,912,703 |
|
Daily Pivots for day following 08-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,341.3 |
3,318.7 |
3,243.8 |
|
R3 |
3,305.3 |
3,282.7 |
3,233.9 |
|
R2 |
3,269.3 |
3,269.3 |
3,230.6 |
|
R1 |
3,246.7 |
3,246.7 |
3,227.3 |
3,240.0 |
PP |
3,233.3 |
3,233.3 |
3,233.3 |
3,230.0 |
S1 |
3,210.7 |
3,210.7 |
3,220.7 |
3,204.0 |
S2 |
3,197.3 |
3,197.3 |
3,217.4 |
|
S3 |
3,161.3 |
3,174.7 |
3,214.1 |
|
S4 |
3,125.3 |
3,138.7 |
3,204.2 |
|
|
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 |
3,189.0 |
68.0 |
2.1% |
37.8 |
1.2% |
51% |
False |
False |
873,196 |
10 |
3,257.0 |
3,080.0 |
177.0 |
5.5% |
45.6 |
1.4% |
81% |
False |
False |
1,100,076 |
20 |
3,271.0 |
3,080.0 |
191.0 |
5.9% |
54.6 |
1.7% |
75% |
False |
False |
1,245,596 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.2% |
47.5 |
1.5% |
40% |
False |
False |
1,169,127 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.3% |
41.7 |
1.3% |
40% |
False |
False |
798,622 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
38.8 |
1.2% |
33% |
False |
False |
599,303 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
37.9 |
1.2% |
33% |
False |
False |
479,813 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.5% |
38.5 |
1.2% |
33% |
False |
False |
401,558 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,409.0 |
2.618 |
3,350.2 |
1.618 |
3,314.2 |
1.000 |
3,292.0 |
0.618 |
3,278.2 |
HIGH |
3,256.0 |
0.618 |
3,242.2 |
0.500 |
3,238.0 |
0.382 |
3,233.8 |
LOW |
3,220.0 |
0.618 |
3,197.8 |
1.000 |
3,184.0 |
1.618 |
3,161.8 |
2.618 |
3,125.8 |
4.250 |
3,067.0 |
|
|
Fisher Pivots for day following 08-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,238.0 |
3,223.7 |
PP |
3,233.3 |
3,223.3 |
S1 |
3,228.7 |
3,223.0 |
|