Trading Metrics calculated at close of trading on 16-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,205.0 |
3,200.0 |
-5.0 |
-0.2% |
3,234.0 |
High |
3,221.0 |
3,207.0 |
-14.0 |
-0.4% |
3,240.0 |
Low |
3,155.0 |
3,149.0 |
-6.0 |
-0.2% |
3,149.0 |
Close |
3,182.0 |
3,176.0 |
-6.0 |
-0.2% |
3,176.0 |
Range |
66.0 |
58.0 |
-8.0 |
-12.1% |
91.0 |
ATR |
52.4 |
52.8 |
0.4 |
0.8% |
0.0 |
Volume |
1,286,692 |
915,255 |
-371,437 |
-28.9% |
6,129,880 |
|
Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,351.3 |
3,321.7 |
3,207.9 |
|
R3 |
3,293.3 |
3,263.7 |
3,192.0 |
|
R2 |
3,235.3 |
3,235.3 |
3,186.6 |
|
R1 |
3,205.7 |
3,205.7 |
3,181.3 |
3,191.5 |
PP |
3,177.3 |
3,177.3 |
3,177.3 |
3,170.3 |
S1 |
3,147.7 |
3,147.7 |
3,170.7 |
3,133.5 |
S2 |
3,119.3 |
3,119.3 |
3,165.4 |
|
S3 |
3,061.3 |
3,089.7 |
3,160.1 |
|
S4 |
3,003.3 |
3,031.7 |
3,144.1 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461.3 |
3,409.7 |
3,226.1 |
|
R3 |
3,370.3 |
3,318.7 |
3,201.0 |
|
R2 |
3,279.3 |
3,279.3 |
3,192.7 |
|
R1 |
3,227.7 |
3,227.7 |
3,184.3 |
3,208.0 |
PP |
3,188.3 |
3,188.3 |
3,188.3 |
3,178.5 |
S1 |
3,136.7 |
3,136.7 |
3,167.7 |
3,117.0 |
S2 |
3,097.3 |
3,097.3 |
3,159.3 |
|
S3 |
3,006.3 |
3,045.7 |
3,151.0 |
|
S4 |
2,915.3 |
2,954.7 |
3,126.0 |
|
|
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 |
3,149.0 |
91.0 |
2.9% |
56.6 |
1.8% |
30% |
False |
True |
1,225,976 |
10 |
3,257.0 |
3,149.0 |
108.0 |
3.4% |
45.8 |
1.4% |
25% |
False |
True |
1,081,454 |
20 |
3,257.0 |
3,080.0 |
177.0 |
5.6% |
52.6 |
1.7% |
54% |
False |
False |
1,246,437 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
51.1 |
1.6% |
27% |
False |
False |
1,185,217 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.5% |
44.7 |
1.4% |
26% |
False |
False |
917,333 |
80 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
40.6 |
1.3% |
22% |
False |
False |
688,486 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.7% |
38.1 |
1.2% |
22% |
False |
False |
550,845 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.7% |
38.6 |
1.2% |
22% |
False |
False |
460,733 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,453.5 |
2.618 |
3,358.8 |
1.618 |
3,300.8 |
1.000 |
3,265.0 |
0.618 |
3,242.8 |
HIGH |
3,207.0 |
0.618 |
3,184.8 |
0.500 |
3,178.0 |
0.382 |
3,171.2 |
LOW |
3,149.0 |
0.618 |
3,113.2 |
1.000 |
3,091.0 |
1.618 |
3,055.2 |
2.618 |
2,997.2 |
4.250 |
2,902.5 |
|
|
Fisher Pivots for day following 16-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,178.0 |
3,191.0 |
PP |
3,177.3 |
3,186.0 |
S1 |
3,176.7 |
3,181.0 |
|