Trading Metrics calculated at close of trading on 21-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2018 |
21-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
3,127.0 |
3,112.0 |
-15.0 |
-0.5% |
3,223.0 |
High |
3,127.0 |
3,137.0 |
10.0 |
0.3% |
3,226.0 |
Low |
3,082.0 |
3,109.0 |
27.0 |
0.9% |
3,139.0 |
Close |
3,095.0 |
3,135.0 |
40.0 |
1.3% |
3,164.0 |
Range |
45.0 |
28.0 |
-17.0 |
-37.8% |
87.0 |
ATR |
49.3 |
48.7 |
-0.5 |
-1.1% |
0.0 |
Volume |
30,935 |
16,391 |
-14,544 |
-47.0% |
37,415 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,211.0 |
3,201.0 |
3,150.4 |
|
R3 |
3,183.0 |
3,173.0 |
3,142.7 |
|
R2 |
3,155.0 |
3,155.0 |
3,140.1 |
|
R1 |
3,145.0 |
3,145.0 |
3,137.6 |
3,150.0 |
PP |
3,127.0 |
3,127.0 |
3,127.0 |
3,129.5 |
S1 |
3,117.0 |
3,117.0 |
3,132.4 |
3,122.0 |
S2 |
3,099.0 |
3,099.0 |
3,129.9 |
|
S3 |
3,071.0 |
3,089.0 |
3,127.3 |
|
S4 |
3,043.0 |
3,061.0 |
3,119.6 |
|
|
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 |
3,206.0 |
3,082.0 |
124.0 |
4.0% |
49.6 |
1.6% |
43% |
False |
False |
35,018 |
10 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
44.8 |
1.4% |
34% |
False |
False |
20,540 |
20 |
3,240.0 |
3,073.0 |
167.0 |
5.3% |
44.2 |
1.4% |
37% |
False |
False |
14,046 |
40 |
3,429.0 |
3,073.0 |
356.0 |
11.4% |
47.5 |
1.5% |
17% |
False |
False |
11,515 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.4% |
38.8 |
1.2% |
17% |
False |
False |
8,576 |
80 |
3,478.0 |
3,073.0 |
405.0 |
12.9% |
34.0 |
1.1% |
15% |
False |
False |
6,522 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
30.3 |
1.0% |
15% |
False |
False |
5,229 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.5% |
27.6 |
0.9% |
15% |
False |
False |
4,546 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,256.0 |
2.618 |
3,210.3 |
1.618 |
3,182.3 |
1.000 |
3,165.0 |
0.618 |
3,154.3 |
HIGH |
3,137.0 |
0.618 |
3,126.3 |
0.500 |
3,123.0 |
0.382 |
3,119.7 |
LOW |
3,109.0 |
0.618 |
3,091.7 |
1.000 |
3,081.0 |
1.618 |
3,063.7 |
2.618 |
3,035.7 |
4.250 |
2,990.0 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,131.0 |
3,134.3 |
PP |
3,127.0 |
3,133.7 |
S1 |
3,123.0 |
3,133.0 |
|