Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,230.7 |
1,228.7 |
-2.0 |
-0.2% |
1,216.0 |
High |
1,235.4 |
1,236.7 |
1.3 |
0.1% |
1,232.1 |
Low |
1,226.1 |
1,226.2 |
0.1 |
0.0% |
1,202.4 |
Close |
1,227.0 |
1,233.8 |
6.8 |
0.6% |
1,229.0 |
Range |
9.3 |
10.5 |
1.2 |
12.9% |
29.7 |
ATR |
11.9 |
11.8 |
-0.1 |
-0.8% |
0.0 |
Volume |
46,660 |
53,071 |
6,411 |
13.7% |
136,169 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,263.7 |
1,259.3 |
1,239.6 |
|
R3 |
1,253.2 |
1,248.8 |
1,236.7 |
|
R2 |
1,242.7 |
1,242.7 |
1,235.7 |
|
R1 |
1,238.3 |
1,238.3 |
1,234.8 |
1,240.5 |
PP |
1,232.2 |
1,232.2 |
1,232.2 |
1,233.4 |
S1 |
1,227.8 |
1,227.8 |
1,232.8 |
1,230.0 |
S2 |
1,221.7 |
1,221.7 |
1,231.9 |
|
S3 |
1,211.2 |
1,217.3 |
1,230.9 |
|
S4 |
1,200.7 |
1,206.8 |
1,228.0 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,310.3 |
1,299.3 |
1,245.3 |
|
R3 |
1,280.6 |
1,269.6 |
1,237.2 |
|
R2 |
1,250.9 |
1,250.9 |
1,234.4 |
|
R1 |
1,239.9 |
1,239.9 |
1,231.7 |
1,245.4 |
PP |
1,221.2 |
1,221.2 |
1,221.2 |
1,223.9 |
S1 |
1,210.2 |
1,210.2 |
1,226.3 |
1,215.7 |
S2 |
1,191.5 |
1,191.5 |
1,223.6 |
|
S3 |
1,161.8 |
1,180.5 |
1,220.8 |
|
S4 |
1,132.1 |
1,150.8 |
1,212.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,236.7 |
1,213.3 |
23.4 |
1.9% |
9.8 |
0.8% |
88% |
True |
False |
36,232 |
10 |
1,236.7 |
1,202.4 |
34.3 |
2.8% |
11.3 |
0.9% |
92% |
True |
False |
35,196 |
20 |
1,252.0 |
1,202.4 |
49.6 |
4.0% |
11.7 |
0.9% |
63% |
False |
False |
24,452 |
40 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
12.4 |
1.0% |
71% |
False |
False |
15,173 |
60 |
1,252.0 |
1,190.0 |
62.0 |
5.0% |
11.7 |
0.9% |
71% |
False |
False |
10,902 |
80 |
1,252.0 |
1,173.2 |
78.8 |
6.4% |
11.8 |
1.0% |
77% |
False |
False |
8,589 |
100 |
1,284.1 |
1,173.2 |
110.9 |
9.0% |
11.6 |
0.9% |
55% |
False |
False |
7,384 |
120 |
1,330.4 |
1,173.2 |
157.2 |
12.7% |
10.9 |
0.9% |
39% |
False |
False |
6,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,281.3 |
2.618 |
1,264.2 |
1.618 |
1,253.7 |
1.000 |
1,247.2 |
0.618 |
1,243.2 |
HIGH |
1,236.7 |
0.618 |
1,232.7 |
0.500 |
1,231.5 |
0.382 |
1,230.2 |
LOW |
1,226.2 |
0.618 |
1,219.7 |
1.000 |
1,215.7 |
1.618 |
1,209.2 |
2.618 |
1,198.7 |
4.250 |
1,181.6 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,233.0 |
1,232.7 |
PP |
1,232.2 |
1,231.7 |
S1 |
1,231.5 |
1,230.6 |
|