Trading Metrics calculated at close of trading on 15-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2018 |
15-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,200.0 |
3,205.0 |
5.0 |
0.2% |
3,200.0 |
High |
3,233.0 |
3,221.0 |
-12.0 |
-0.4% |
3,257.0 |
Low |
3,170.0 |
3,155.0 |
-15.0 |
-0.5% |
3,189.0 |
Close |
3,197.0 |
3,182.0 |
-15.0 |
-0.5% |
3,220.0 |
Range |
63.0 |
66.0 |
3.0 |
4.8% |
68.0 |
ATR |
51.4 |
52.4 |
1.0 |
2.0% |
0.0 |
Volume |
1,428,755 |
1,286,692 |
-142,063 |
-9.9% |
4,684,664 |
|
Daily Pivots for day following 15-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,384.0 |
3,349.0 |
3,218.3 |
|
R3 |
3,318.0 |
3,283.0 |
3,200.2 |
|
R2 |
3,252.0 |
3,252.0 |
3,194.1 |
|
R1 |
3,217.0 |
3,217.0 |
3,188.1 |
3,201.5 |
PP |
3,186.0 |
3,186.0 |
3,186.0 |
3,178.3 |
S1 |
3,151.0 |
3,151.0 |
3,176.0 |
3,135.5 |
S2 |
3,120.0 |
3,120.0 |
3,169.9 |
|
S3 |
3,054.0 |
3,085.0 |
3,163.9 |
|
S4 |
2,988.0 |
3,019.0 |
3,145.7 |
|
|
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 |
3,240.0 |
3,155.0 |
85.0 |
2.7% |
52.0 |
1.6% |
32% |
False |
True |
1,244,065 |
10 |
3,257.0 |
3,155.0 |
102.0 |
3.2% |
44.9 |
1.4% |
26% |
False |
True |
1,058,630 |
20 |
3,257.0 |
3,080.0 |
177.0 |
5.6% |
51.9 |
1.6% |
58% |
False |
False |
1,251,579 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
50.3 |
1.6% |
28% |
False |
False |
1,178,155 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.4% |
43.9 |
1.4% |
28% |
False |
False |
902,173 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
40.2 |
1.3% |
23% |
False |
False |
677,048 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
38.0 |
1.2% |
23% |
False |
False |
541,693 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.7% |
38.7 |
1.2% |
23% |
False |
False |
453,129 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,501.5 |
2.618 |
3,393.8 |
1.618 |
3,327.8 |
1.000 |
3,287.0 |
0.618 |
3,261.8 |
HIGH |
3,221.0 |
0.618 |
3,195.8 |
0.500 |
3,188.0 |
0.382 |
3,180.2 |
LOW |
3,155.0 |
0.618 |
3,114.2 |
1.000 |
3,089.0 |
1.618 |
3,048.2 |
2.618 |
2,982.2 |
4.250 |
2,874.5 |
|
|
Fisher Pivots for day following 15-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,188.0 |
3,194.0 |
PP |
3,186.0 |
3,190.0 |
S1 |
3,184.0 |
3,186.0 |
|