Trading Metrics calculated at close of trading on 30-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2018 |
30-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,227.1 |
1,229.9 |
2.8 |
0.2% |
1,230.4 |
High |
1,234.9 |
1,231.1 |
-3.8 |
-0.3% |
1,234.9 |
Low |
1,226.7 |
1,221.8 |
-4.9 |
-0.4% |
1,216.8 |
Close |
1,230.4 |
1,226.0 |
-4.4 |
-0.4% |
1,226.0 |
Range |
8.2 |
9.3 |
1.1 |
13.4% |
18.1 |
ATR |
11.6 |
11.4 |
-0.2 |
-1.4% |
0.0 |
Volume |
246,432 |
170,448 |
-75,984 |
-30.8% |
903,296 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.2 |
1,249.4 |
1,231.1 |
|
R3 |
1,244.9 |
1,240.1 |
1,228.6 |
|
R2 |
1,235.6 |
1,235.6 |
1,227.7 |
|
R1 |
1,230.8 |
1,230.8 |
1,226.9 |
1,228.6 |
PP |
1,226.3 |
1,226.3 |
1,226.3 |
1,225.2 |
S1 |
1,221.5 |
1,221.5 |
1,225.1 |
1,219.3 |
S2 |
1,217.0 |
1,217.0 |
1,224.3 |
|
S3 |
1,207.7 |
1,212.2 |
1,223.4 |
|
S4 |
1,198.4 |
1,202.9 |
1,220.9 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,280.2 |
1,271.2 |
1,236.0 |
|
R3 |
1,262.1 |
1,253.1 |
1,231.0 |
|
R2 |
1,244.0 |
1,244.0 |
1,229.3 |
|
R1 |
1,235.0 |
1,235.0 |
1,227.7 |
1,230.5 |
PP |
1,225.9 |
1,225.9 |
1,225.9 |
1,223.6 |
S1 |
1,216.9 |
1,216.9 |
1,224.3 |
1,212.4 |
S2 |
1,207.8 |
1,207.8 |
1,222.7 |
|
S3 |
1,189.7 |
1,198.8 |
1,221.0 |
|
S4 |
1,171.6 |
1,180.7 |
1,216.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,234.9 |
1,216.8 |
18.1 |
1.5% |
11.0 |
0.9% |
51% |
False |
False |
180,659 |
10 |
1,236.7 |
1,216.8 |
19.9 |
1.6% |
10.4 |
0.8% |
46% |
False |
False |
113,080 |
20 |
1,244.1 |
1,202.4 |
41.7 |
3.4% |
10.9 |
0.9% |
57% |
False |
False |
68,789 |
40 |
1,252.0 |
1,192.0 |
60.0 |
4.9% |
12.0 |
1.0% |
57% |
False |
False |
38,525 |
60 |
1,252.0 |
1,190.0 |
62.0 |
5.1% |
11.8 |
1.0% |
58% |
False |
False |
26,683 |
80 |
1,252.0 |
1,173.2 |
78.8 |
6.4% |
11.9 |
1.0% |
67% |
False |
False |
20,539 |
100 |
1,265.4 |
1,173.2 |
92.2 |
7.5% |
11.6 |
0.9% |
57% |
False |
False |
16,909 |
120 |
1,330.4 |
1,173.2 |
157.2 |
12.8% |
11.1 |
0.9% |
34% |
False |
False |
14,301 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.6 |
2.618 |
1,255.4 |
1.618 |
1,246.1 |
1.000 |
1,240.4 |
0.618 |
1,236.8 |
HIGH |
1,231.1 |
0.618 |
1,227.5 |
0.500 |
1,226.5 |
0.382 |
1,225.4 |
LOW |
1,221.8 |
0.618 |
1,216.1 |
1.000 |
1,212.5 |
1.618 |
1,206.8 |
2.618 |
1,197.5 |
4.250 |
1,182.3 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,226.5 |
1,226.0 |
PP |
1,226.3 |
1,225.9 |
S1 |
1,226.2 |
1,225.9 |
|