Trading Metrics calculated at close of trading on 30-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,194.0 |
3,178.0 |
-16.0 |
-0.5% |
3,144.0 |
High |
3,194.0 |
3,180.0 |
-14.0 |
-0.4% |
3,198.0 |
Low |
3,162.0 |
3,151.0 |
-11.0 |
-0.3% |
3,142.0 |
Close |
3,172.0 |
3,163.0 |
-9.0 |
-0.3% |
3,163.0 |
Range |
32.0 |
29.0 |
-3.0 |
-9.4% |
56.0 |
ATR |
49.3 |
47.9 |
-1.5 |
-2.9% |
0.0 |
Volume |
986,633 |
1,198,190 |
211,557 |
21.4% |
5,051,751 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,251.7 |
3,236.3 |
3,179.0 |
|
R3 |
3,222.7 |
3,207.3 |
3,171.0 |
|
R2 |
3,193.7 |
3,193.7 |
3,168.3 |
|
R1 |
3,178.3 |
3,178.3 |
3,165.7 |
3,171.5 |
PP |
3,164.7 |
3,164.7 |
3,164.7 |
3,161.3 |
S1 |
3,149.3 |
3,149.3 |
3,160.3 |
3,142.5 |
S2 |
3,135.7 |
3,135.7 |
3,157.7 |
|
S3 |
3,106.7 |
3,120.3 |
3,155.0 |
|
S4 |
3,077.7 |
3,091.3 |
3,147.1 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,335.7 |
3,305.3 |
3,193.8 |
|
R3 |
3,279.7 |
3,249.3 |
3,178.4 |
|
R2 |
3,223.7 |
3,223.7 |
3,173.3 |
|
R1 |
3,193.3 |
3,193.3 |
3,168.1 |
3,208.5 |
PP |
3,167.7 |
3,167.7 |
3,167.7 |
3,175.3 |
S1 |
3,137.3 |
3,137.3 |
3,157.9 |
3,152.5 |
S2 |
3,111.7 |
3,111.7 |
3,152.7 |
|
S3 |
3,055.7 |
3,081.3 |
3,147.6 |
|
S4 |
2,999.7 |
3,025.3 |
3,132.2 |
|
|
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 |
3,142.0 |
56.0 |
1.8% |
36.2 |
1.1% |
38% |
False |
False |
1,010,350 |
10 |
3,207.0 |
3,092.0 |
115.0 |
3.6% |
41.8 |
1.3% |
62% |
False |
False |
1,027,759 |
20 |
3,257.0 |
3,092.0 |
165.0 |
5.2% |
43.4 |
1.4% |
43% |
False |
False |
1,043,195 |
40 |
3,367.0 |
3,080.0 |
287.0 |
9.1% |
52.3 |
1.7% |
29% |
False |
False |
1,219,177 |
60 |
3,442.0 |
3,080.0 |
362.0 |
11.4% |
45.7 |
1.4% |
23% |
False |
False |
1,070,512 |
80 |
3,476.0 |
3,080.0 |
396.0 |
12.5% |
42.3 |
1.3% |
21% |
False |
False |
805,473 |
100 |
3,515.0 |
3,080.0 |
435.0 |
13.8% |
39.0 |
1.2% |
19% |
False |
False |
644,430 |
120 |
3,516.0 |
3,080.0 |
436.0 |
13.8% |
39.1 |
1.2% |
19% |
False |
False |
537,752 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,303.3 |
2.618 |
3,255.9 |
1.618 |
3,226.9 |
1.000 |
3,209.0 |
0.618 |
3,197.9 |
HIGH |
3,180.0 |
0.618 |
3,168.9 |
0.500 |
3,165.5 |
0.382 |
3,162.1 |
LOW |
3,151.0 |
0.618 |
3,133.1 |
1.000 |
3,122.0 |
1.618 |
3,104.1 |
2.618 |
3,075.1 |
4.250 |
3,027.8 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,165.5 |
3,174.5 |
PP |
3,164.7 |
3,170.7 |
S1 |
3,163.8 |
3,166.8 |
|