Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
7,015.5 |
6,982.5 |
-33.0 |
-0.5% |
7,100.0 |
High |
7,066.0 |
7,003.5 |
-62.5 |
-0.9% |
7,155.5 |
Low |
6,964.5 |
6,897.0 |
-67.5 |
-1.0% |
6,958.0 |
Close |
6,998.0 |
6,946.5 |
-51.5 |
-0.7% |
7,026.0 |
Range |
101.5 |
106.5 |
5.0 |
4.9% |
197.5 |
ATR |
107.4 |
107.3 |
-0.1 |
-0.1% |
0.0 |
Volume |
100,262 |
130,051 |
29,789 |
29.7% |
646,777 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,268.5 |
7,214.0 |
7,005.0 |
|
R3 |
7,162.0 |
7,107.5 |
6,976.0 |
|
R2 |
7,055.5 |
7,055.5 |
6,966.0 |
|
R1 |
7,001.0 |
7,001.0 |
6,956.5 |
6,975.0 |
PP |
6,949.0 |
6,949.0 |
6,949.0 |
6,936.0 |
S1 |
6,894.5 |
6,894.5 |
6,936.5 |
6,868.5 |
S2 |
6,842.5 |
6,842.5 |
6,927.0 |
|
S3 |
6,736.0 |
6,788.0 |
6,917.0 |
|
S4 |
6,629.5 |
6,681.5 |
6,888.0 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,639.0 |
7,530.0 |
7,134.5 |
|
R3 |
7,441.5 |
7,332.5 |
7,080.5 |
|
R2 |
7,244.0 |
7,244.0 |
7,062.0 |
|
R1 |
7,135.0 |
7,135.0 |
7,044.0 |
7,091.0 |
PP |
7,046.5 |
7,046.5 |
7,046.5 |
7,024.5 |
S1 |
6,937.5 |
6,937.5 |
7,008.0 |
6,893.0 |
S2 |
6,849.0 |
6,849.0 |
6,990.0 |
|
S3 |
6,651.5 |
6,740.0 |
6,971.5 |
|
S4 |
6,454.0 |
6,542.5 |
6,917.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,094.5 |
6,897.0 |
197.5 |
2.8% |
118.0 |
1.7% |
25% |
False |
True |
134,841 |
10 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
104.0 |
1.5% |
19% |
False |
True |
116,744 |
20 |
7,170.5 |
6,824.0 |
346.5 |
5.0% |
110.5 |
1.6% |
35% |
False |
False |
124,140 |
40 |
7,523.0 |
6,824.0 |
699.0 |
10.1% |
103.0 |
1.5% |
18% |
False |
False |
121,921 |
60 |
7,596.0 |
6,824.0 |
772.0 |
11.1% |
92.5 |
1.3% |
16% |
False |
False |
106,322 |
80 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
79.5 |
1.1% |
14% |
False |
False |
79,751 |
100 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
69.5 |
1.0% |
14% |
False |
False |
63,803 |
120 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
63.5 |
0.9% |
14% |
False |
False |
53,187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,456.0 |
2.618 |
7,282.5 |
1.618 |
7,176.0 |
1.000 |
7,110.0 |
0.618 |
7,069.5 |
HIGH |
7,003.5 |
0.618 |
6,963.0 |
0.500 |
6,950.0 |
0.382 |
6,937.5 |
LOW |
6,897.0 |
0.618 |
6,831.0 |
1.000 |
6,790.5 |
1.618 |
6,724.5 |
2.618 |
6,618.0 |
4.250 |
6,444.5 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
6,950.0 |
6,993.0 |
PP |
6,949.0 |
6,977.5 |
S1 |
6,948.0 |
6,962.0 |
|