Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,230.4 |
1,228.5 |
-1.9 |
-0.2% |
1,229.0 |
High |
1,234.5 |
1,231.7 |
-2.8 |
-0.2% |
1,236.7 |
Low |
1,228.0 |
1,217.8 |
-10.2 |
-0.8% |
1,224.5 |
Close |
1,228.7 |
1,219.9 |
-8.8 |
-0.7% |
1,229.1 |
Range |
6.5 |
13.9 |
7.4 |
113.8% |
12.2 |
ATR |
11.2 |
11.4 |
0.2 |
1.7% |
0.0 |
Volume |
142,172 |
135,214 |
-6,958 |
-4.9% |
196,879 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,264.8 |
1,256.3 |
1,227.5 |
|
R3 |
1,250.9 |
1,242.4 |
1,223.7 |
|
R2 |
1,237.0 |
1,237.0 |
1,222.4 |
|
R1 |
1,228.5 |
1,228.5 |
1,221.2 |
1,225.8 |
PP |
1,223.1 |
1,223.1 |
1,223.1 |
1,221.8 |
S1 |
1,214.6 |
1,214.6 |
1,218.6 |
1,211.9 |
S2 |
1,209.2 |
1,209.2 |
1,217.4 |
|
S3 |
1,195.3 |
1,200.7 |
1,216.1 |
|
S4 |
1,181.4 |
1,186.8 |
1,212.3 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,266.7 |
1,260.1 |
1,235.8 |
|
R3 |
1,254.5 |
1,247.9 |
1,232.5 |
|
R2 |
1,242.3 |
1,242.3 |
1,231.3 |
|
R1 |
1,235.7 |
1,235.7 |
1,230.2 |
1,239.0 |
PP |
1,230.1 |
1,230.1 |
1,230.1 |
1,231.8 |
S1 |
1,223.5 |
1,223.5 |
1,228.0 |
1,226.8 |
S2 |
1,217.9 |
1,217.9 |
1,226.9 |
|
S3 |
1,205.7 |
1,211.3 |
1,225.7 |
|
S4 |
1,193.5 |
1,199.1 |
1,222.4 |
|
|
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 |
1,217.8 |
18.9 |
1.5% |
9.9 |
0.8% |
11% |
False |
True |
87,944 |
10 |
1,236.7 |
1,202.4 |
34.3 |
2.8% |
10.7 |
0.9% |
51% |
False |
False |
57,980 |
20 |
1,245.1 |
1,202.4 |
42.7 |
3.5% |
11.4 |
0.9% |
41% |
False |
False |
40,102 |
40 |
1,252.0 |
1,192.0 |
60.0 |
4.9% |
12.2 |
1.0% |
47% |
False |
False |
23,303 |
60 |
1,252.0 |
1,190.0 |
62.0 |
5.1% |
11.8 |
1.0% |
48% |
False |
False |
16,498 |
80 |
1,252.0 |
1,173.2 |
78.8 |
6.5% |
11.7 |
1.0% |
59% |
False |
False |
12,794 |
100 |
1,284.1 |
1,173.2 |
110.9 |
9.1% |
11.6 |
0.9% |
42% |
False |
False |
10,749 |
120 |
1,330.4 |
1,173.2 |
157.2 |
12.9% |
11.0 |
0.9% |
30% |
False |
False |
9,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,290.8 |
2.618 |
1,268.1 |
1.618 |
1,254.2 |
1.000 |
1,245.6 |
0.618 |
1,240.3 |
HIGH |
1,231.7 |
0.618 |
1,226.4 |
0.500 |
1,224.8 |
0.382 |
1,223.1 |
LOW |
1,217.8 |
0.618 |
1,209.2 |
1.000 |
1,203.9 |
1.618 |
1,195.3 |
2.618 |
1,181.4 |
4.250 |
1,158.7 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,224.8 |
1,226.7 |
PP |
1,223.1 |
1,224.4 |
S1 |
1,221.5 |
1,222.2 |
|