Trading Metrics calculated at close of trading on 09-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2018 |
09-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
11,615.0 |
11,475.0 |
-140.0 |
-1.2% |
11,519.0 |
High |
11,641.0 |
11,548.5 |
-92.5 |
-0.8% |
11,653.0 |
Low |
11,484.5 |
11,407.5 |
-77.0 |
-0.7% |
11,407.5 |
Close |
11,503.5 |
11,514.5 |
11.0 |
0.1% |
11,514.5 |
Range |
156.5 |
141.0 |
-15.5 |
-9.9% |
245.5 |
ATR |
197.9 |
193.8 |
-4.1 |
-2.1% |
0.0 |
Volume |
107,604 |
110,135 |
2,531 |
2.4% |
480,645 |
|
Daily Pivots for day following 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,913.2 |
11,854.8 |
11,592.1 |
|
R3 |
11,772.2 |
11,713.8 |
11,553.3 |
|
R2 |
11,631.2 |
11,631.2 |
11,540.4 |
|
R1 |
11,572.8 |
11,572.8 |
11,527.4 |
11,602.0 |
PP |
11,490.2 |
11,490.2 |
11,490.2 |
11,504.8 |
S1 |
11,431.8 |
11,431.8 |
11,501.6 |
11,461.0 |
S2 |
11,349.2 |
11,349.2 |
11,488.7 |
|
S3 |
11,208.2 |
11,290.8 |
11,475.7 |
|
S4 |
11,067.2 |
11,149.8 |
11,437.0 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,261.5 |
12,133.5 |
11,649.5 |
|
R3 |
12,016.0 |
11,888.0 |
11,582.0 |
|
R2 |
11,770.5 |
11,770.5 |
11,559.5 |
|
R1 |
11,642.5 |
11,642.5 |
11,537.0 |
11,583.8 |
PP |
11,525.0 |
11,525.0 |
11,525.0 |
11,495.6 |
S1 |
11,397.0 |
11,397.0 |
11,492.0 |
11,338.3 |
S2 |
11,279.5 |
11,279.5 |
11,469.5 |
|
S3 |
11,034.0 |
11,151.5 |
11,447.0 |
|
S4 |
10,788.5 |
10,906.0 |
11,379.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,653.0 |
11,407.5 |
245.5 |
2.1% |
129.8 |
1.1% |
44% |
False |
True |
96,129 |
10 |
11,682.5 |
11,145.5 |
537.0 |
4.7% |
165.1 |
1.4% |
69% |
False |
False |
107,649 |
20 |
11,838.0 |
11,035.0 |
803.0 |
7.0% |
198.4 |
1.7% |
60% |
False |
False |
123,230 |
40 |
12,447.0 |
11,035.0 |
1,412.0 |
12.3% |
181.2 |
1.6% |
34% |
False |
False |
108,319 |
60 |
12,565.0 |
11,035.0 |
1,530.0 |
13.3% |
157.7 |
1.4% |
31% |
False |
False |
73,231 |
80 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
148.6 |
1.3% |
26% |
False |
False |
54,944 |
100 |
12,854.5 |
11,035.0 |
1,819.5 |
15.8% |
143.5 |
1.2% |
26% |
False |
False |
43,974 |
120 |
13,148.5 |
11,035.0 |
2,113.5 |
18.4% |
137.3 |
1.2% |
23% |
False |
False |
36,661 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,147.8 |
2.618 |
11,917.6 |
1.618 |
11,776.6 |
1.000 |
11,689.5 |
0.618 |
11,635.6 |
HIGH |
11,548.5 |
0.618 |
11,494.6 |
0.500 |
11,478.0 |
0.382 |
11,461.4 |
LOW |
11,407.5 |
0.618 |
11,320.4 |
1.000 |
11,266.5 |
1.618 |
11,179.4 |
2.618 |
11,038.4 |
4.250 |
10,808.3 |
|
|
Fisher Pivots for day following 09-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
11,502.3 |
11,530.3 |
PP |
11,490.2 |
11,525.0 |
S1 |
11,478.0 |
11,519.8 |
|