Trading Metrics calculated at close of trading on 26-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2018 |
26-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
6,584.25 |
6,537.50 |
-46.75 |
-0.7% |
6,875.00 |
High |
6,601.50 |
6,696.50 |
95.00 |
1.4% |
6,934.50 |
Low |
6,495.00 |
6,530.50 |
35.50 |
0.5% |
6,449.50 |
Close |
6,531.00 |
6,673.25 |
142.25 |
2.2% |
6,531.00 |
Range |
106.50 |
166.00 |
59.50 |
55.9% |
485.00 |
ATR |
186.62 |
185.14 |
-1.47 |
-0.8% |
0.00 |
Volume |
362,540 |
503,369 |
140,829 |
38.8% |
2,586,247 |
|
Daily Pivots for day following 26-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,131.50 |
7,068.25 |
6,764.50 |
|
R3 |
6,965.50 |
6,902.25 |
6,719.00 |
|
R2 |
6,799.50 |
6,799.50 |
6,703.75 |
|
R1 |
6,736.25 |
6,736.25 |
6,688.50 |
6,768.00 |
PP |
6,633.50 |
6,633.50 |
6,633.50 |
6,649.25 |
S1 |
6,570.25 |
6,570.25 |
6,658.00 |
6,602.00 |
S2 |
6,467.50 |
6,467.50 |
6,642.75 |
|
S3 |
6,301.50 |
6,404.25 |
6,627.50 |
|
S4 |
6,135.50 |
6,238.25 |
6,582.00 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,093.25 |
7,797.25 |
6,797.75 |
|
R3 |
7,608.25 |
7,312.25 |
6,664.50 |
|
R2 |
7,123.25 |
7,123.25 |
6,620.00 |
|
R1 |
6,827.25 |
6,827.25 |
6,575.50 |
6,732.75 |
PP |
6,638.25 |
6,638.25 |
6,638.25 |
6,591.00 |
S1 |
6,342.25 |
6,342.25 |
6,486.50 |
6,247.75 |
S2 |
6,153.25 |
6,153.25 |
6,442.00 |
|
S3 |
5,668.25 |
5,857.25 |
6,397.50 |
|
S4 |
5,183.25 |
5,372.25 |
6,264.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,934.50 |
6,449.50 |
485.00 |
7.3% |
186.75 |
2.8% |
46% |
False |
False |
617,923 |
10 |
7,103.75 |
6,449.50 |
654.25 |
9.8% |
187.25 |
2.8% |
34% |
False |
False |
672,035 |
20 |
7,231.00 |
6,449.50 |
781.50 |
11.7% |
193.00 |
2.9% |
29% |
False |
False |
665,615 |
40 |
7,728.75 |
6,449.50 |
1,279.25 |
19.2% |
194.00 |
2.9% |
17% |
False |
False |
686,517 |
60 |
7,728.75 |
6,449.50 |
1,279.25 |
19.2% |
162.50 |
2.4% |
17% |
False |
False |
531,806 |
80 |
7,728.75 |
6,449.50 |
1,279.25 |
19.2% |
139.75 |
2.1% |
17% |
False |
False |
399,055 |
100 |
7,728.75 |
6,449.50 |
1,279.25 |
19.2% |
132.50 |
2.0% |
17% |
False |
False |
319,346 |
120 |
7,728.75 |
6,449.50 |
1,279.25 |
19.2% |
127.75 |
1.9% |
17% |
False |
False |
266,171 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,402.00 |
2.618 |
7,131.00 |
1.618 |
6,965.00 |
1.000 |
6,862.50 |
0.618 |
6,799.00 |
HIGH |
6,696.50 |
0.618 |
6,633.00 |
0.500 |
6,613.50 |
0.382 |
6,594.00 |
LOW |
6,530.50 |
0.618 |
6,428.00 |
1.000 |
6,364.50 |
1.618 |
6,262.00 |
2.618 |
6,096.00 |
4.250 |
5,825.00 |
|
|
Fisher Pivots for day following 26-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
6,653.25 |
6,647.50 |
PP |
6,633.50 |
6,621.50 |
S1 |
6,613.50 |
6,595.75 |
|