Trading Metrics calculated at close of trading on 23-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2018 |
23-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
7,050.0 |
6,975.0 |
-75.0 |
-1.1% |
7,015.5 |
High |
7,059.0 |
6,990.0 |
-69.0 |
-1.0% |
7,066.0 |
Low |
6,946.0 |
6,913.5 |
-32.5 |
-0.5% |
6,897.0 |
Close |
6,967.0 |
6,954.0 |
-13.0 |
-0.2% |
6,954.0 |
Range |
113.0 |
76.5 |
-36.5 |
-32.3% |
169.0 |
ATR |
110.2 |
107.7 |
-2.4 |
-2.2% |
0.0 |
Volume |
70,932 |
65,168 |
-5,764 |
-8.1% |
473,092 |
|
Daily Pivots for day following 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,182.0 |
7,144.5 |
6,996.0 |
|
R3 |
7,105.5 |
7,068.0 |
6,975.0 |
|
R2 |
7,029.0 |
7,029.0 |
6,968.0 |
|
R1 |
6,991.5 |
6,991.5 |
6,961.0 |
6,972.0 |
PP |
6,952.5 |
6,952.5 |
6,952.5 |
6,943.0 |
S1 |
6,915.0 |
6,915.0 |
6,947.0 |
6,895.5 |
S2 |
6,876.0 |
6,876.0 |
6,940.0 |
|
S3 |
6,799.5 |
6,838.5 |
6,933.0 |
|
S4 |
6,723.0 |
6,762.0 |
6,912.0 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,479.5 |
7,385.5 |
7,047.0 |
|
R3 |
7,310.5 |
7,216.5 |
7,000.5 |
|
R2 |
7,141.5 |
7,141.5 |
6,985.0 |
|
R1 |
7,047.5 |
7,047.5 |
6,969.5 |
7,010.0 |
PP |
6,972.5 |
6,972.5 |
6,972.5 |
6,953.5 |
S1 |
6,878.5 |
6,878.5 |
6,938.5 |
6,841.0 |
S2 |
6,803.5 |
6,803.5 |
6,923.0 |
|
S3 |
6,634.5 |
6,709.5 |
6,907.5 |
|
S4 |
6,465.5 |
6,540.5 |
6,861.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,066.0 |
6,897.0 |
169.0 |
2.4% |
108.0 |
1.6% |
34% |
False |
False |
94,618 |
10 |
7,155.5 |
6,897.0 |
258.5 |
3.7% |
114.5 |
1.6% |
22% |
False |
False |
111,986 |
20 |
7,170.5 |
6,891.5 |
279.0 |
4.0% |
105.5 |
1.5% |
22% |
False |
False |
114,407 |
40 |
7,500.0 |
6,824.0 |
676.0 |
9.7% |
106.0 |
1.5% |
19% |
False |
False |
120,773 |
60 |
7,523.0 |
6,824.0 |
699.0 |
10.1% |
94.5 |
1.4% |
19% |
False |
False |
110,319 |
80 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
81.0 |
1.2% |
15% |
False |
False |
82,781 |
100 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
72.5 |
1.0% |
15% |
False |
False |
66,230 |
120 |
7,701.0 |
6,824.0 |
877.0 |
12.6% |
65.5 |
0.9% |
15% |
False |
False |
55,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,315.0 |
2.618 |
7,190.5 |
1.618 |
7,114.0 |
1.000 |
7,066.5 |
0.618 |
7,037.5 |
HIGH |
6,990.0 |
0.618 |
6,961.0 |
0.500 |
6,952.0 |
0.382 |
6,942.5 |
LOW |
6,913.5 |
0.618 |
6,866.0 |
1.000 |
6,837.0 |
1.618 |
6,789.5 |
2.618 |
6,713.0 |
4.250 |
6,588.5 |
|
|
Fisher Pivots for day following 23-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
6,953.0 |
6,987.0 |
PP |
6,952.5 |
6,976.0 |
S1 |
6,952.0 |
6,965.0 |
|