Trading Metrics calculated at close of trading on 28-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2018 |
28-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,164.0 |
3,178.0 |
14.0 |
0.4% |
3,173.0 |
High |
3,188.0 |
3,198.0 |
10.0 |
0.3% |
3,199.0 |
Low |
3,143.0 |
3,158.0 |
15.0 |
0.5% |
3,092.0 |
Close |
3,161.0 |
3,162.0 |
1.0 |
0.0% |
3,129.0 |
Range |
45.0 |
40.0 |
-5.0 |
-11.1% |
107.0 |
ATR |
51.5 |
50.6 |
-0.8 |
-1.6% |
0.0 |
Volume |
911,094 |
1,026,562 |
115,468 |
12.7% |
4,310,592 |
|
Daily Pivots for day following 28-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,292.7 |
3,267.3 |
3,184.0 |
|
R3 |
3,252.7 |
3,227.3 |
3,173.0 |
|
R2 |
3,212.7 |
3,212.7 |
3,169.3 |
|
R1 |
3,187.3 |
3,187.3 |
3,165.7 |
3,180.0 |
PP |
3,172.7 |
3,172.7 |
3,172.7 |
3,169.0 |
S1 |
3,147.3 |
3,147.3 |
3,158.3 |
3,140.0 |
S2 |
3,132.7 |
3,132.7 |
3,154.7 |
|
S3 |
3,092.7 |
3,107.3 |
3,151.0 |
|
S4 |
3,052.7 |
3,067.3 |
3,140.0 |
|
|
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 |
3,198.0 |
3,105.0 |
93.0 |
2.9% |
37.0 |
1.2% |
61% |
True |
False |
903,651 |
10 |
3,233.0 |
3,092.0 |
141.0 |
4.5% |
48.6 |
1.5% |
50% |
False |
False |
1,080,822 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.2% |
44.0 |
1.4% |
42% |
False |
False |
1,057,974 |
40 |
3,413.0 |
3,080.0 |
333.0 |
10.5% |
52.8 |
1.7% |
25% |
False |
False |
1,216,834 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
46.0 |
1.5% |
23% |
False |
False |
1,036,422 |
80 |
3,494.0 |
3,080.0 |
414.0 |
13.1% |
42.2 |
1.3% |
20% |
False |
False |
778,167 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
39.0 |
1.2% |
19% |
False |
False |
622,583 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.8% |
39.0 |
1.2% |
19% |
False |
False |
520,415 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,368.0 |
2.618 |
3,302.7 |
1.618 |
3,262.7 |
1.000 |
3,238.0 |
0.618 |
3,222.7 |
HIGH |
3,198.0 |
0.618 |
3,182.7 |
0.500 |
3,178.0 |
0.382 |
3,173.3 |
LOW |
3,158.0 |
0.618 |
3,133.3 |
1.000 |
3,118.0 |
1.618 |
3,093.3 |
2.618 |
3,053.3 |
4.250 |
2,988.0 |
|
|
Fisher Pivots for day following 28-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,178.0 |
3,170.0 |
PP |
3,172.7 |
3,167.3 |
S1 |
3,167.3 |
3,164.7 |
|