Trading Metrics calculated at close of trading on 19-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2018 |
19-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,180.0 |
3,165.0 |
-15.0 |
-0.5% |
3,223.0 |
High |
3,194.0 |
3,184.0 |
-10.0 |
-0.3% |
3,226.0 |
Low |
3,139.0 |
3,126.0 |
-13.0 |
-0.4% |
3,139.0 |
Close |
3,164.0 |
3,139.0 |
-25.0 |
-0.8% |
3,164.0 |
Range |
55.0 |
58.0 |
3.0 |
5.5% |
87.0 |
ATR |
47.9 |
48.7 |
0.7 |
1.5% |
0.0 |
Volume |
6,426 |
118,182 |
111,756 |
1,739.1% |
37,415 |
|
Daily Pivots for day following 19-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,323.7 |
3,289.3 |
3,170.9 |
|
R3 |
3,265.7 |
3,231.3 |
3,155.0 |
|
R2 |
3,207.7 |
3,207.7 |
3,149.6 |
|
R1 |
3,173.3 |
3,173.3 |
3,144.3 |
3,161.5 |
PP |
3,149.7 |
3,149.7 |
3,149.7 |
3,143.8 |
S1 |
3,115.3 |
3,115.3 |
3,133.7 |
3,103.5 |
S2 |
3,091.7 |
3,091.7 |
3,128.4 |
|
S3 |
3,033.7 |
3,057.3 |
3,123.1 |
|
S4 |
2,975.7 |
2,999.3 |
3,107.1 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,437.3 |
3,387.7 |
3,211.9 |
|
R3 |
3,350.3 |
3,300.7 |
3,187.9 |
|
R2 |
3,263.3 |
3,263.3 |
3,180.0 |
|
R1 |
3,213.7 |
3,213.7 |
3,172.0 |
3,195.0 |
PP |
3,176.3 |
3,176.3 |
3,176.3 |
3,167.0 |
S1 |
3,126.7 |
3,126.7 |
3,156.0 |
3,108.0 |
S2 |
3,089.3 |
3,089.3 |
3,148.1 |
|
S3 |
3,002.3 |
3,039.7 |
3,140.1 |
|
S4 |
2,915.3 |
2,952.7 |
3,116.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,219.0 |
3,126.0 |
93.0 |
3.0% |
52.6 |
1.7% |
14% |
False |
True |
29,638 |
10 |
3,240.0 |
3,126.0 |
114.0 |
3.6% |
44.4 |
1.4% |
11% |
False |
True |
17,835 |
20 |
3,240.0 |
3,073.0 |
167.0 |
5.3% |
47.2 |
1.5% |
40% |
False |
False |
11,871 |
40 |
3,429.0 |
3,073.0 |
356.0 |
11.3% |
46.2 |
1.5% |
19% |
False |
False |
10,658 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.3% |
38.0 |
1.2% |
19% |
False |
False |
7,790 |
80 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
33.5 |
1.1% |
16% |
False |
False |
5,931 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
29.8 |
1.0% |
16% |
False |
False |
4,756 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
27.0 |
0.9% |
16% |
False |
False |
4,151 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,430.5 |
2.618 |
3,335.8 |
1.618 |
3,277.8 |
1.000 |
3,242.0 |
0.618 |
3,219.8 |
HIGH |
3,184.0 |
0.618 |
3,161.8 |
0.500 |
3,155.0 |
0.382 |
3,148.2 |
LOW |
3,126.0 |
0.618 |
3,090.2 |
1.000 |
3,068.0 |
1.618 |
3,032.2 |
2.618 |
2,974.2 |
4.250 |
2,879.5 |
|
|
Fisher Pivots for day following 19-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,155.0 |
3,166.0 |
PP |
3,149.7 |
3,157.0 |
S1 |
3,144.3 |
3,148.0 |
|