Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,215.0 |
3,234.0 |
19.0 |
0.6% |
3,200.0 |
High |
3,231.0 |
3,240.0 |
9.0 |
0.3% |
3,257.0 |
Low |
3,196.0 |
3,179.0 |
-17.0 |
-0.5% |
3,189.0 |
Close |
3,220.0 |
3,185.0 |
-35.0 |
-1.1% |
3,220.0 |
Range |
35.0 |
61.0 |
26.0 |
74.3% |
68.0 |
ATR |
50.9 |
51.6 |
0.7 |
1.4% |
0.0 |
Volume |
1,005,702 |
1,123,299 |
117,597 |
11.7% |
4,684,664 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,384.3 |
3,345.7 |
3,218.6 |
|
R3 |
3,323.3 |
3,284.7 |
3,201.8 |
|
R2 |
3,262.3 |
3,262.3 |
3,196.2 |
|
R1 |
3,223.7 |
3,223.7 |
3,190.6 |
3,212.5 |
PP |
3,201.3 |
3,201.3 |
3,201.3 |
3,195.8 |
S1 |
3,162.7 |
3,162.7 |
3,179.4 |
3,151.5 |
S2 |
3,140.3 |
3,140.3 |
3,173.8 |
|
S3 |
3,079.3 |
3,101.7 |
3,168.2 |
|
S4 |
3,018.3 |
3,040.7 |
3,151.5 |
|
|
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 |
3,179.0 |
78.0 |
2.4% |
42.4 |
1.3% |
8% |
False |
True |
999,760 |
10 |
3,257.0 |
3,112.0 |
145.0 |
4.6% |
40.9 |
1.3% |
50% |
False |
False |
1,040,286 |
20 |
3,271.0 |
3,080.0 |
191.0 |
6.0% |
53.0 |
1.7% |
55% |
False |
False |
1,245,338 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
48.9 |
1.5% |
29% |
False |
False |
1,175,108 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.4% |
42.3 |
1.3% |
29% |
False |
False |
834,076 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
39.2 |
1.2% |
24% |
False |
False |
625,910 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
38.0 |
1.2% |
24% |
False |
False |
500,882 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.7% |
38.5 |
1.2% |
24% |
False |
False |
419,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,499.3 |
2.618 |
3,399.7 |
1.618 |
3,338.7 |
1.000 |
3,301.0 |
0.618 |
3,277.7 |
HIGH |
3,240.0 |
0.618 |
3,216.7 |
0.500 |
3,209.5 |
0.382 |
3,202.3 |
LOW |
3,179.0 |
0.618 |
3,141.3 |
1.000 |
3,118.0 |
1.618 |
3,080.3 |
2.618 |
3,019.3 |
4.250 |
2,919.8 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,209.5 |
3,217.5 |
PP |
3,201.3 |
3,206.7 |
S1 |
3,193.2 |
3,195.8 |
|