Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,121.0 |
3,121.0 |
0.0 |
0.0% |
3,173.0 |
High |
3,150.0 |
3,138.0 |
-12.0 |
-0.4% |
3,199.0 |
Low |
3,118.0 |
3,105.0 |
-13.0 |
-0.4% |
3,092.0 |
Close |
3,148.0 |
3,129.0 |
-19.0 |
-0.6% |
3,129.0 |
Range |
32.0 |
33.0 |
1.0 |
3.1% |
107.0 |
ATR |
53.0 |
52.3 |
-0.7 |
-1.3% |
0.0 |
Volume |
658,089 |
993,240 |
335,151 |
50.9% |
4,310,592 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,223.0 |
3,209.0 |
3,147.2 |
|
R3 |
3,190.0 |
3,176.0 |
3,138.1 |
|
R2 |
3,157.0 |
3,157.0 |
3,135.1 |
|
R1 |
3,143.0 |
3,143.0 |
3,132.0 |
3,150.0 |
PP |
3,124.0 |
3,124.0 |
3,124.0 |
3,127.5 |
S1 |
3,110.0 |
3,110.0 |
3,126.0 |
3,117.0 |
S2 |
3,091.0 |
3,091.0 |
3,123.0 |
|
S3 |
3,058.0 |
3,077.0 |
3,119.9 |
|
S4 |
3,025.0 |
3,044.0 |
3,110.9 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,461.0 |
3,402.0 |
3,187.9 |
|
R3 |
3,354.0 |
3,295.0 |
3,158.4 |
|
R2 |
3,247.0 |
3,247.0 |
3,148.6 |
|
R1 |
3,188.0 |
3,188.0 |
3,138.8 |
3,164.0 |
PP |
3,140.0 |
3,140.0 |
3,140.0 |
3,128.0 |
S1 |
3,081.0 |
3,081.0 |
3,119.2 |
3,057.0 |
S2 |
3,033.0 |
3,033.0 |
3,109.4 |
|
S3 |
2,926.0 |
2,974.0 |
3,099.6 |
|
S4 |
2,819.0 |
2,867.0 |
3,070.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,207.0 |
3,092.0 |
115.0 |
3.7% |
47.4 |
1.5% |
32% |
False |
False |
1,045,169 |
10 |
3,240.0 |
3,092.0 |
148.0 |
4.7% |
49.7 |
1.6% |
25% |
False |
False |
1,144,617 |
20 |
3,257.0 |
3,080.0 |
177.0 |
5.7% |
47.7 |
1.5% |
28% |
False |
False |
1,122,346 |
40 |
3,432.0 |
3,080.0 |
352.0 |
11.2% |
52.9 |
1.7% |
14% |
False |
False |
1,204,675 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.6% |
46.3 |
1.5% |
14% |
False |
False |
989,097 |
80 |
3,494.0 |
3,080.0 |
414.0 |
13.2% |
41.7 |
1.3% |
12% |
False |
False |
742,355 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.9% |
38.6 |
1.2% |
11% |
False |
False |
593,917 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.9% |
39.1 |
1.2% |
11% |
False |
False |
496,592 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,278.3 |
2.618 |
3,224.4 |
1.618 |
3,191.4 |
1.000 |
3,171.0 |
0.618 |
3,158.4 |
HIGH |
3,138.0 |
0.618 |
3,125.4 |
0.500 |
3,121.5 |
0.382 |
3,117.6 |
LOW |
3,105.0 |
0.618 |
3,084.6 |
1.000 |
3,072.0 |
1.618 |
3,051.6 |
2.618 |
3,018.6 |
4.250 |
2,964.8 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,126.5 |
3,126.3 |
PP |
3,124.0 |
3,123.7 |
S1 |
3,121.5 |
3,121.0 |
|