Trading Metrics calculated at close of trading on 06-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2018 |
06-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,240.6 |
1,239.4 |
-1.2 |
-0.1% |
1,242.9 |
High |
1,242.4 |
1,243.5 |
1.1 |
0.1% |
1,245.1 |
Low |
1,234.4 |
1,231.0 |
-3.4 |
-0.3% |
1,219.4 |
Close |
1,238.4 |
1,232.4 |
-6.0 |
-0.5% |
1,239.3 |
Range |
8.0 |
12.5 |
4.5 |
56.3% |
25.7 |
ATR |
12.3 |
12.3 |
0.0 |
0.1% |
0.0 |
Volume |
11,091 |
12,000 |
909 |
8.2% |
67,551 |
|
Daily Pivots for day following 06-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,273.1 |
1,265.3 |
1,239.3 |
|
R3 |
1,260.6 |
1,252.8 |
1,235.8 |
|
R2 |
1,248.1 |
1,248.1 |
1,234.7 |
|
R1 |
1,240.3 |
1,240.3 |
1,233.5 |
1,238.0 |
PP |
1,235.6 |
1,235.6 |
1,235.6 |
1,234.5 |
S1 |
1,227.8 |
1,227.8 |
1,231.3 |
1,225.5 |
S2 |
1,223.1 |
1,223.1 |
1,230.1 |
|
S3 |
1,210.6 |
1,215.3 |
1,229.0 |
|
S4 |
1,198.1 |
1,202.8 |
1,225.5 |
|
|
Weekly Pivots for week ending 02-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,311.7 |
1,301.2 |
1,253.4 |
|
R3 |
1,286.0 |
1,275.5 |
1,246.4 |
|
R2 |
1,260.3 |
1,260.3 |
1,244.0 |
|
R1 |
1,249.8 |
1,249.8 |
1,241.7 |
1,242.2 |
PP |
1,234.6 |
1,234.6 |
1,234.6 |
1,230.8 |
S1 |
1,224.1 |
1,224.1 |
1,236.9 |
1,216.5 |
S2 |
1,208.9 |
1,208.9 |
1,234.6 |
|
S3 |
1,183.2 |
1,198.4 |
1,232.2 |
|
S4 |
1,157.5 |
1,172.7 |
1,225.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,245.1 |
1,219.4 |
25.7 |
2.1% |
12.3 |
1.0% |
51% |
False |
False |
16,057 |
10 |
1,252.0 |
1,219.4 |
32.6 |
2.6% |
11.7 |
0.9% |
40% |
False |
False |
11,470 |
20 |
1,252.0 |
1,194.6 |
57.4 |
4.7% |
12.5 |
1.0% |
66% |
False |
False |
8,966 |
40 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
12.3 |
1.0% |
68% |
False |
False |
6,322 |
60 |
1,252.0 |
1,173.2 |
78.8 |
6.4% |
12.0 |
1.0% |
75% |
False |
False |
4,863 |
80 |
1,261.6 |
1,173.2 |
88.4 |
7.2% |
11.8 |
1.0% |
67% |
False |
False |
4,247 |
100 |
1,304.5 |
1,173.2 |
131.3 |
10.7% |
11.0 |
0.9% |
45% |
False |
False |
3,696 |
120 |
1,330.9 |
1,173.2 |
157.7 |
12.8% |
10.5 |
0.9% |
38% |
False |
False |
3,244 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,296.6 |
2.618 |
1,276.2 |
1.618 |
1,263.7 |
1.000 |
1,256.0 |
0.618 |
1,251.2 |
HIGH |
1,243.5 |
0.618 |
1,238.7 |
0.500 |
1,237.3 |
0.382 |
1,235.8 |
LOW |
1,231.0 |
0.618 |
1,223.3 |
1.000 |
1,218.5 |
1.618 |
1,210.8 |
2.618 |
1,198.3 |
4.250 |
1,177.9 |
|
|
Fisher Pivots for day following 06-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,237.3 |
1,237.6 |
PP |
1,235.6 |
1,235.8 |
S1 |
1,234.0 |
1,234.1 |
|