Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,140.0 |
3,121.0 |
-19.0 |
-0.6% |
3,234.0 |
High |
3,145.0 |
3,150.0 |
5.0 |
0.2% |
3,240.0 |
Low |
3,092.0 |
3,118.0 |
26.0 |
0.8% |
3,149.0 |
Close |
3,108.0 |
3,148.0 |
40.0 |
1.3% |
3,176.0 |
Range |
53.0 |
32.0 |
-21.0 |
-39.6% |
91.0 |
ATR |
53.8 |
53.0 |
-0.8 |
-1.6% |
0.0 |
Volume |
1,120,657 |
658,089 |
-462,568 |
-41.3% |
6,129,880 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,234.7 |
3,223.3 |
3,165.6 |
|
R3 |
3,202.7 |
3,191.3 |
3,156.8 |
|
R2 |
3,170.7 |
3,170.7 |
3,153.9 |
|
R1 |
3,159.3 |
3,159.3 |
3,150.9 |
3,165.0 |
PP |
3,138.7 |
3,138.7 |
3,138.7 |
3,141.5 |
S1 |
3,127.3 |
3,127.3 |
3,145.1 |
3,133.0 |
S2 |
3,106.7 |
3,106.7 |
3,142.1 |
|
S3 |
3,074.7 |
3,095.3 |
3,139.2 |
|
S4 |
3,042.7 |
3,063.3 |
3,130.4 |
|
|
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 |
3,221.0 |
3,092.0 |
129.0 |
4.1% |
54.0 |
1.7% |
43% |
False |
False |
1,103,859 |
10 |
3,256.0 |
3,092.0 |
164.0 |
5.2% |
50.0 |
1.6% |
34% |
False |
False |
1,145,213 |
20 |
3,257.0 |
3,080.0 |
177.0 |
5.6% |
49.8 |
1.6% |
38% |
False |
False |
1,168,314 |
40 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
53.3 |
1.7% |
19% |
False |
False |
1,216,933 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
46.1 |
1.5% |
19% |
False |
False |
972,584 |
80 |
3,508.0 |
3,080.0 |
428.0 |
13.6% |
41.6 |
1.3% |
16% |
False |
False |
729,950 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
38.5 |
1.2% |
16% |
False |
False |
583,986 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.9% |
39.1 |
1.2% |
16% |
False |
False |
488,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,286.0 |
2.618 |
3,233.8 |
1.618 |
3,201.8 |
1.000 |
3,182.0 |
0.618 |
3,169.8 |
HIGH |
3,150.0 |
0.618 |
3,137.8 |
0.500 |
3,134.0 |
0.382 |
3,130.2 |
LOW |
3,118.0 |
0.618 |
3,098.2 |
1.000 |
3,086.0 |
1.618 |
3,066.2 |
2.618 |
3,034.2 |
4.250 |
2,982.0 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,143.3 |
3,147.2 |
PP |
3,138.7 |
3,146.3 |
S1 |
3,134.0 |
3,145.5 |
|