Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,144.0 |
3,164.0 |
20.0 |
0.6% |
3,173.0 |
High |
3,177.0 |
3,188.0 |
11.0 |
0.3% |
3,199.0 |
Low |
3,142.0 |
3,143.0 |
1.0 |
0.0% |
3,092.0 |
Close |
3,168.0 |
3,161.0 |
-7.0 |
-0.2% |
3,129.0 |
Range |
35.0 |
45.0 |
10.0 |
28.6% |
107.0 |
ATR |
52.0 |
51.5 |
-0.5 |
-1.0% |
0.0 |
Volume |
929,272 |
911,094 |
-18,178 |
-2.0% |
4,310,592 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,299.0 |
3,275.0 |
3,185.8 |
|
R3 |
3,254.0 |
3,230.0 |
3,173.4 |
|
R2 |
3,209.0 |
3,209.0 |
3,169.3 |
|
R1 |
3,185.0 |
3,185.0 |
3,165.1 |
3,174.5 |
PP |
3,164.0 |
3,164.0 |
3,164.0 |
3,158.8 |
S1 |
3,140.0 |
3,140.0 |
3,156.9 |
3,129.5 |
S2 |
3,119.0 |
3,119.0 |
3,152.8 |
|
S3 |
3,074.0 |
3,095.0 |
3,148.6 |
|
S4 |
3,029.0 |
3,050.0 |
3,136.3 |
|
|
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 |
3,188.0 |
3,092.0 |
96.0 |
3.0% |
39.6 |
1.3% |
72% |
True |
False |
922,470 |
10 |
3,233.0 |
3,092.0 |
141.0 |
4.5% |
48.1 |
1.5% |
49% |
False |
False |
1,115,753 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.2% |
44.5 |
1.4% |
42% |
False |
False |
1,078,020 |
40 |
3,413.0 |
3,080.0 |
333.0 |
10.5% |
52.5 |
1.7% |
24% |
False |
False |
1,208,098 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.5% |
46.4 |
1.5% |
22% |
False |
False |
1,019,650 |
80 |
3,494.0 |
3,080.0 |
414.0 |
13.1% |
42.0 |
1.3% |
20% |
False |
False |
765,349 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
38.7 |
1.2% |
19% |
False |
False |
612,319 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.8% |
39.1 |
1.2% |
19% |
False |
False |
511,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,379.3 |
2.618 |
3,305.8 |
1.618 |
3,260.8 |
1.000 |
3,233.0 |
0.618 |
3,215.8 |
HIGH |
3,188.0 |
0.618 |
3,170.8 |
0.500 |
3,165.5 |
0.382 |
3,160.2 |
LOW |
3,143.0 |
0.618 |
3,115.2 |
1.000 |
3,098.0 |
1.618 |
3,070.2 |
2.618 |
3,025.2 |
4.250 |
2,951.8 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,165.5 |
3,156.2 |
PP |
3,164.0 |
3,151.3 |
S1 |
3,162.5 |
3,146.5 |
|