Trading Metrics calculated at close of trading on 09-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,245.0 |
3,215.0 |
-30.0 |
-0.9% |
3,200.0 |
High |
3,256.0 |
3,231.0 |
-25.0 |
-0.8% |
3,257.0 |
Low |
3,220.0 |
3,196.0 |
-24.0 |
-0.7% |
3,189.0 |
Close |
3,224.0 |
3,220.0 |
-4.0 |
-0.1% |
3,220.0 |
Range |
36.0 |
35.0 |
-1.0 |
-2.8% |
68.0 |
ATR |
52.1 |
50.9 |
-1.2 |
-2.3% |
0.0 |
Volume |
999,196 |
1,005,702 |
6,506 |
0.7% |
4,684,664 |
|
Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,320.7 |
3,305.3 |
3,239.3 |
|
R3 |
3,285.7 |
3,270.3 |
3,229.6 |
|
R2 |
3,250.7 |
3,250.7 |
3,226.4 |
|
R1 |
3,235.3 |
3,235.3 |
3,223.2 |
3,243.0 |
PP |
3,215.7 |
3,215.7 |
3,215.7 |
3,219.5 |
S1 |
3,200.3 |
3,200.3 |
3,216.8 |
3,208.0 |
S2 |
3,180.7 |
3,180.7 |
3,213.6 |
|
S3 |
3,145.7 |
3,165.3 |
3,210.4 |
|
S4 |
3,110.7 |
3,130.3 |
3,200.8 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,426.0 |
3,391.0 |
3,257.4 |
|
R3 |
3,358.0 |
3,323.0 |
3,238.7 |
|
R2 |
3,290.0 |
3,290.0 |
3,232.5 |
|
R1 |
3,255.0 |
3,255.0 |
3,226.2 |
3,272.5 |
PP |
3,222.0 |
3,222.0 |
3,222.0 |
3,230.8 |
S1 |
3,187.0 |
3,187.0 |
3,213.8 |
3,204.5 |
S2 |
3,154.0 |
3,154.0 |
3,207.5 |
|
S3 |
3,086.0 |
3,119.0 |
3,201.3 |
|
S4 |
3,018.0 |
3,051.0 |
3,182.6 |
|
|
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% |
35.0 |
1.1% |
46% |
False |
False |
936,932 |
10 |
3,257.0 |
3,098.0 |
159.0 |
4.9% |
42.3 |
1.3% |
77% |
False |
False |
1,059,736 |
20 |
3,271.0 |
3,080.0 |
191.0 |
5.9% |
52.0 |
1.6% |
73% |
False |
False |
1,246,166 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.2% |
47.9 |
1.5% |
39% |
False |
False |
1,182,892 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.3% |
41.8 |
1.3% |
38% |
False |
False |
815,364 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
39.0 |
1.2% |
32% |
False |
False |
611,874 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
37.7 |
1.2% |
32% |
False |
False |
489,649 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.5% |
38.4 |
1.2% |
32% |
False |
False |
409,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,379.8 |
2.618 |
3,322.6 |
1.618 |
3,287.6 |
1.000 |
3,266.0 |
0.618 |
3,252.6 |
HIGH |
3,231.0 |
0.618 |
3,217.6 |
0.500 |
3,213.5 |
0.382 |
3,209.4 |
LOW |
3,196.0 |
0.618 |
3,174.4 |
1.000 |
3,161.0 |
1.618 |
3,139.4 |
2.618 |
3,104.4 |
4.250 |
3,047.3 |
|
|
Fisher Pivots for day following 09-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,217.8 |
3,226.5 |
PP |
3,215.7 |
3,224.3 |
S1 |
3,213.5 |
3,222.2 |
|