Trading Metrics calculated at close of trading on 20-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2018 |
20-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,165.0 |
3,127.0 |
-38.0 |
-1.2% |
3,223.0 |
High |
3,184.0 |
3,127.0 |
-57.0 |
-1.8% |
3,226.0 |
Low |
3,126.0 |
3,082.0 |
-44.0 |
-1.4% |
3,139.0 |
Close |
3,139.0 |
3,095.0 |
-44.0 |
-1.4% |
3,164.0 |
Range |
58.0 |
45.0 |
-13.0 |
-22.4% |
87.0 |
ATR |
48.7 |
49.3 |
0.6 |
1.2% |
0.0 |
Volume |
118,182 |
30,935 |
-87,247 |
-73.8% |
37,415 |
|
Daily Pivots for day following 20-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,236.3 |
3,210.7 |
3,119.8 |
|
R3 |
3,191.3 |
3,165.7 |
3,107.4 |
|
R2 |
3,146.3 |
3,146.3 |
3,103.3 |
|
R1 |
3,120.7 |
3,120.7 |
3,099.1 |
3,111.0 |
PP |
3,101.3 |
3,101.3 |
3,101.3 |
3,096.5 |
S1 |
3,075.7 |
3,075.7 |
3,090.9 |
3,066.0 |
S2 |
3,056.3 |
3,056.3 |
3,086.8 |
|
S3 |
3,011.3 |
3,030.7 |
3,082.6 |
|
S4 |
2,966.3 |
2,985.7 |
3,070.3 |
|
|
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 |
3,082.0 |
137.0 |
4.4% |
55.8 |
1.8% |
9% |
False |
True |
35,793 |
10 |
3,240.0 |
3,082.0 |
158.0 |
5.1% |
46.0 |
1.5% |
8% |
False |
True |
18,910 |
20 |
3,240.0 |
3,073.0 |
167.0 |
5.4% |
46.9 |
1.5% |
13% |
False |
False |
13,409 |
40 |
3,429.0 |
3,073.0 |
356.0 |
11.5% |
47.1 |
1.5% |
6% |
False |
False |
11,306 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.5% |
38.6 |
1.2% |
6% |
False |
False |
8,303 |
80 |
3,489.0 |
3,073.0 |
416.0 |
13.4% |
33.9 |
1.1% |
5% |
False |
False |
6,317 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.6% |
30.1 |
1.0% |
5% |
False |
False |
5,065 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.6% |
27.4 |
0.9% |
5% |
False |
False |
4,409 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,318.3 |
2.618 |
3,244.8 |
1.618 |
3,199.8 |
1.000 |
3,172.0 |
0.618 |
3,154.8 |
HIGH |
3,127.0 |
0.618 |
3,109.8 |
0.500 |
3,104.5 |
0.382 |
3,099.2 |
LOW |
3,082.0 |
0.618 |
3,054.2 |
1.000 |
3,037.0 |
1.618 |
3,009.2 |
2.618 |
2,964.2 |
4.250 |
2,890.8 |
|
|
Fisher Pivots for day following 20-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,104.5 |
3,138.0 |
PP |
3,101.3 |
3,123.7 |
S1 |
3,098.2 |
3,109.3 |
|