Trading Metrics calculated at close of trading on 12-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2018 |
12-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,207.0 |
3,223.0 |
16.0 |
0.5% |
3,189.0 |
High |
3,216.0 |
3,226.0 |
10.0 |
0.3% |
3,240.0 |
Low |
3,188.0 |
3,170.0 |
-18.0 |
-0.6% |
3,177.0 |
Close |
3,208.0 |
3,173.0 |
-35.0 |
-1.1% |
3,208.0 |
Range |
28.0 |
56.0 |
28.0 |
100.0% |
63.0 |
ATR |
45.4 |
46.2 |
0.8 |
1.7% |
0.0 |
Volume |
112 |
7,403 |
7,291 |
6,509.8% |
23,636 |
|
Daily Pivots for day following 12-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,357.7 |
3,321.3 |
3,203.8 |
|
R3 |
3,301.7 |
3,265.3 |
3,188.4 |
|
R2 |
3,245.7 |
3,245.7 |
3,183.3 |
|
R1 |
3,209.3 |
3,209.3 |
3,178.1 |
3,199.5 |
PP |
3,189.7 |
3,189.7 |
3,189.7 |
3,184.8 |
S1 |
3,153.3 |
3,153.3 |
3,167.9 |
3,143.5 |
S2 |
3,133.7 |
3,133.7 |
3,162.7 |
|
S3 |
3,077.7 |
3,097.3 |
3,157.6 |
|
S4 |
3,021.7 |
3,041.3 |
3,142.2 |
|
|
Weekly Pivots for week ending 09-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,397.3 |
3,365.7 |
3,242.7 |
|
R3 |
3,334.3 |
3,302.7 |
3,225.3 |
|
R2 |
3,271.3 |
3,271.3 |
3,219.6 |
|
R1 |
3,239.7 |
3,239.7 |
3,213.8 |
3,255.5 |
PP |
3,208.3 |
3,208.3 |
3,208.3 |
3,216.3 |
S1 |
3,176.7 |
3,176.7 |
3,202.2 |
3,192.5 |
S2 |
3,145.3 |
3,145.3 |
3,196.5 |
|
S3 |
3,082.3 |
3,113.7 |
3,190.7 |
|
S4 |
3,019.3 |
3,050.7 |
3,173.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,240.0 |
3,170.0 |
70.0 |
2.2% |
36.2 |
1.1% |
4% |
False |
True |
6,031 |
10 |
3,240.0 |
3,105.0 |
135.0 |
4.3% |
35.4 |
1.1% |
50% |
False |
False |
8,011 |
20 |
3,258.0 |
3,073.0 |
185.0 |
5.8% |
47.0 |
1.5% |
54% |
False |
False |
5,968 |
40 |
3,429.0 |
3,073.0 |
356.0 |
11.2% |
42.5 |
1.3% |
28% |
False |
False |
7,564 |
60 |
3,431.0 |
3,073.0 |
358.0 |
11.3% |
35.3 |
1.1% |
28% |
False |
False |
5,414 |
80 |
3,495.0 |
3,073.0 |
422.0 |
13.3% |
31.4 |
1.0% |
24% |
False |
False |
4,079 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.3% |
28.2 |
0.9% |
24% |
False |
False |
3,368 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.3% |
24.8 |
0.8% |
24% |
False |
False |
2,954 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,464.0 |
2.618 |
3,372.6 |
1.618 |
3,316.6 |
1.000 |
3,282.0 |
0.618 |
3,260.6 |
HIGH |
3,226.0 |
0.618 |
3,204.6 |
0.500 |
3,198.0 |
0.382 |
3,191.4 |
LOW |
3,170.0 |
0.618 |
3,135.4 |
1.000 |
3,114.0 |
1.618 |
3,079.4 |
2.618 |
3,023.4 |
4.250 |
2,932.0 |
|
|
Fisher Pivots for day following 12-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,198.0 |
3,205.0 |
PP |
3,189.7 |
3,194.3 |
S1 |
3,181.3 |
3,183.7 |
|