Trading Metrics calculated at close of trading on 13-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2018 |
13-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,234.0 |
3,193.0 |
-41.0 |
-1.3% |
3,200.0 |
High |
3,240.0 |
3,221.0 |
-19.0 |
-0.6% |
3,257.0 |
Low |
3,179.0 |
3,186.0 |
7.0 |
0.2% |
3,189.0 |
Close |
3,185.0 |
3,219.0 |
34.0 |
1.1% |
3,220.0 |
Range |
61.0 |
35.0 |
-26.0 |
-42.6% |
68.0 |
ATR |
51.6 |
50.5 |
-1.1 |
-2.2% |
0.0 |
Volume |
1,123,299 |
1,375,879 |
252,580 |
22.5% |
4,684,664 |
|
Daily Pivots for day following 13-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,313.7 |
3,301.3 |
3,238.3 |
|
R3 |
3,278.7 |
3,266.3 |
3,228.6 |
|
R2 |
3,243.7 |
3,243.7 |
3,225.4 |
|
R1 |
3,231.3 |
3,231.3 |
3,222.2 |
3,237.5 |
PP |
3,208.7 |
3,208.7 |
3,208.7 |
3,211.8 |
S1 |
3,196.3 |
3,196.3 |
3,215.8 |
3,202.5 |
S2 |
3,173.7 |
3,173.7 |
3,212.6 |
|
S3 |
3,138.7 |
3,161.3 |
3,209.4 |
|
S4 |
3,103.7 |
3,126.3 |
3,199.8 |
|
|
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 |
3,179.0 |
78.0 |
2.4% |
42.6 |
1.3% |
51% |
False |
False |
1,077,662 |
10 |
3,257.0 |
3,172.0 |
85.0 |
2.6% |
39.3 |
1.2% |
55% |
False |
False |
1,035,126 |
20 |
3,271.0 |
3,080.0 |
191.0 |
5.9% |
51.7 |
1.6% |
73% |
False |
False |
1,256,848 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.2% |
48.9 |
1.5% |
38% |
False |
False |
1,176,390 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.3% |
42.7 |
1.3% |
38% |
False |
False |
856,920 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
39.3 |
1.2% |
32% |
False |
False |
643,108 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.5% |
37.7 |
1.2% |
32% |
False |
False |
514,639 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.5% |
38.3 |
1.2% |
32% |
False |
False |
430,538 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,369.8 |
2.618 |
3,312.6 |
1.618 |
3,277.6 |
1.000 |
3,256.0 |
0.618 |
3,242.6 |
HIGH |
3,221.0 |
0.618 |
3,207.6 |
0.500 |
3,203.5 |
0.382 |
3,199.4 |
LOW |
3,186.0 |
0.618 |
3,164.4 |
1.000 |
3,151.0 |
1.618 |
3,129.4 |
2.618 |
3,094.4 |
4.250 |
3,037.3 |
|
|
Fisher Pivots for day following 13-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,213.8 |
3,215.8 |
PP |
3,208.7 |
3,212.7 |
S1 |
3,203.5 |
3,209.5 |
|