Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
7,101.5 |
7,100.0 |
-1.5 |
0.0% |
7,068.0 |
High |
7,115.5 |
7,155.5 |
40.0 |
0.6% |
7,152.5 |
Low |
7,050.0 |
7,024.0 |
-26.0 |
-0.4% |
7,001.5 |
Close |
7,088.0 |
7,041.0 |
-47.0 |
-0.7% |
7,088.0 |
Range |
65.5 |
131.5 |
66.0 |
100.8% |
151.0 |
ATR |
102.1 |
104.2 |
2.1 |
2.1% |
0.0 |
Volume |
89,569 |
92,294 |
2,725 |
3.0% |
487,832 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,468.0 |
7,386.0 |
7,113.5 |
|
R3 |
7,336.5 |
7,254.5 |
7,077.0 |
|
R2 |
7,205.0 |
7,205.0 |
7,065.0 |
|
R1 |
7,123.0 |
7,123.0 |
7,053.0 |
7,098.0 |
PP |
7,073.5 |
7,073.5 |
7,073.5 |
7,061.0 |
S1 |
6,991.5 |
6,991.5 |
7,029.0 |
6,967.0 |
S2 |
6,942.0 |
6,942.0 |
7,017.0 |
|
S3 |
6,810.5 |
6,860.0 |
7,005.0 |
|
S4 |
6,679.0 |
6,728.5 |
6,968.5 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,533.5 |
7,462.0 |
7,171.0 |
|
R3 |
7,382.5 |
7,311.0 |
7,129.5 |
|
R2 |
7,231.5 |
7,231.5 |
7,115.5 |
|
R1 |
7,160.0 |
7,160.0 |
7,102.0 |
7,196.0 |
PP |
7,080.5 |
7,080.5 |
7,080.5 |
7,098.5 |
S1 |
7,009.0 |
7,009.0 |
7,074.0 |
7,045.0 |
S2 |
6,929.5 |
6,929.5 |
7,060.5 |
|
S3 |
6,778.5 |
6,858.0 |
7,046.5 |
|
S4 |
6,627.5 |
6,707.0 |
7,005.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,155.5 |
7,001.5 |
154.0 |
2.2% |
92.0 |
1.3% |
26% |
True |
False |
98,389 |
10 |
7,170.5 |
6,956.0 |
214.5 |
3.0% |
93.0 |
1.3% |
40% |
False |
False |
112,209 |
20 |
7,170.5 |
6,824.0 |
346.5 |
4.9% |
103.5 |
1.5% |
63% |
False |
False |
119,638 |
40 |
7,523.0 |
6,824.0 |
699.0 |
9.9% |
97.5 |
1.4% |
31% |
False |
False |
127,931 |
60 |
7,596.0 |
6,824.0 |
772.0 |
11.0% |
84.0 |
1.2% |
28% |
False |
False |
93,246 |
80 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
73.0 |
1.0% |
25% |
False |
False |
69,942 |
100 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
65.0 |
0.9% |
25% |
False |
False |
55,962 |
120 |
7,701.0 |
6,824.0 |
877.0 |
12.5% |
58.0 |
0.8% |
25% |
False |
False |
46,647 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,714.5 |
2.618 |
7,500.0 |
1.618 |
7,368.5 |
1.000 |
7,287.0 |
0.618 |
7,237.0 |
HIGH |
7,155.5 |
0.618 |
7,105.5 |
0.500 |
7,090.0 |
0.382 |
7,074.0 |
LOW |
7,024.0 |
0.618 |
6,942.5 |
1.000 |
6,892.5 |
1.618 |
6,811.0 |
2.618 |
6,679.5 |
4.250 |
6,465.0 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
7,090.0 |
7,090.0 |
PP |
7,073.5 |
7,073.5 |
S1 |
7,057.0 |
7,057.0 |
|