Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,173.0 |
3,140.0 |
-33.0 |
-1.0% |
3,234.0 |
High |
3,199.0 |
3,145.0 |
-54.0 |
-1.7% |
3,240.0 |
Low |
3,138.0 |
3,092.0 |
-46.0 |
-1.5% |
3,149.0 |
Close |
3,151.0 |
3,108.0 |
-43.0 |
-1.4% |
3,176.0 |
Range |
61.0 |
53.0 |
-8.0 |
-13.1% |
91.0 |
ATR |
53.4 |
53.8 |
0.4 |
0.7% |
0.0 |
Volume |
1,538,606 |
1,120,657 |
-417,949 |
-27.2% |
6,129,880 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,274.0 |
3,244.0 |
3,137.2 |
|
R3 |
3,221.0 |
3,191.0 |
3,122.6 |
|
R2 |
3,168.0 |
3,168.0 |
3,117.7 |
|
R1 |
3,138.0 |
3,138.0 |
3,112.9 |
3,126.5 |
PP |
3,115.0 |
3,115.0 |
3,115.0 |
3,109.3 |
S1 |
3,085.0 |
3,085.0 |
3,103.1 |
3,073.5 |
S2 |
3,062.0 |
3,062.0 |
3,098.3 |
|
S3 |
3,009.0 |
3,032.0 |
3,093.4 |
|
S4 |
2,956.0 |
2,979.0 |
3,078.9 |
|
|
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 |
3,233.0 |
3,092.0 |
141.0 |
4.5% |
60.2 |
1.9% |
11% |
False |
True |
1,257,993 |
10 |
3,257.0 |
3,092.0 |
165.0 |
5.3% |
51.4 |
1.7% |
10% |
False |
True |
1,167,827 |
20 |
3,257.0 |
3,080.0 |
177.0 |
5.7% |
52.6 |
1.7% |
16% |
False |
False |
1,219,431 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.6% |
53.0 |
1.7% |
8% |
False |
False |
1,220,597 |
60 |
3,444.0 |
3,080.0 |
364.0 |
11.7% |
45.8 |
1.5% |
8% |
False |
False |
961,633 |
80 |
3,515.0 |
3,080.0 |
435.0 |
14.0% |
41.6 |
1.3% |
6% |
False |
False |
721,725 |
100 |
3,515.0 |
3,080.0 |
435.0 |
14.0% |
38.5 |
1.2% |
6% |
False |
False |
577,407 |
120 |
3,516.0 |
3,080.0 |
436.0 |
14.0% |
39.2 |
1.3% |
6% |
False |
False |
482,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,370.3 |
2.618 |
3,283.8 |
1.618 |
3,230.8 |
1.000 |
3,198.0 |
0.618 |
3,177.8 |
HIGH |
3,145.0 |
0.618 |
3,124.8 |
0.500 |
3,118.5 |
0.382 |
3,112.2 |
LOW |
3,092.0 |
0.618 |
3,059.2 |
1.000 |
3,039.0 |
1.618 |
3,006.2 |
2.618 |
2,953.2 |
4.250 |
2,866.8 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,118.5 |
3,149.5 |
PP |
3,115.0 |
3,135.7 |
S1 |
3,111.5 |
3,121.8 |
|