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 |
3,178.0 |
3,162.0 |
-16.0 |
-0.5% |
3,130.0 |
High |
3,179.0 |
3,164.0 |
-15.0 |
-0.5% |
3,186.0 |
Low |
3,150.0 |
3,139.0 |
-11.0 |
-0.3% |
3,130.0 |
Close |
3,159.0 |
3,150.0 |
-9.0 |
-0.3% |
3,150.0 |
Range |
29.0 |
25.0 |
-4.0 |
-13.8% |
56.0 |
ATR |
43.9 |
42.6 |
-1.4 |
-3.1% |
0.0 |
Volume |
20,504 |
4,331 |
-16,173 |
-78.9% |
30,834 |
|
Daily Pivots for day following 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,226.0 |
3,213.0 |
3,163.8 |
|
R3 |
3,201.0 |
3,188.0 |
3,156.9 |
|
R2 |
3,176.0 |
3,176.0 |
3,154.6 |
|
R1 |
3,163.0 |
3,163.0 |
3,152.3 |
3,157.0 |
PP |
3,151.0 |
3,151.0 |
3,151.0 |
3,148.0 |
S1 |
3,138.0 |
3,138.0 |
3,147.7 |
3,132.0 |
S2 |
3,126.0 |
3,126.0 |
3,145.4 |
|
S3 |
3,101.0 |
3,113.0 |
3,143.1 |
|
S4 |
3,076.0 |
3,088.0 |
3,136.3 |
|
|
Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,323.3 |
3,292.7 |
3,180.8 |
|
R3 |
3,267.3 |
3,236.7 |
3,165.4 |
|
R2 |
3,211.3 |
3,211.3 |
3,160.3 |
|
R1 |
3,180.7 |
3,180.7 |
3,155.1 |
3,196.0 |
PP |
3,155.3 |
3,155.3 |
3,155.3 |
3,163.0 |
S1 |
3,124.7 |
3,124.7 |
3,144.9 |
3,140.0 |
S2 |
3,099.3 |
3,099.3 |
3,139.7 |
|
S3 |
3,043.3 |
3,068.7 |
3,134.6 |
|
S4 |
2,987.3 |
3,012.7 |
3,119.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,186.0 |
3,130.0 |
56.0 |
1.8% |
32.6 |
1.0% |
36% |
False |
False |
6,166 |
10 |
3,186.0 |
3,082.0 |
104.0 |
3.3% |
34.7 |
1.1% |
65% |
False |
False |
22,045 |
20 |
3,240.0 |
3,082.0 |
158.0 |
5.0% |
37.6 |
1.2% |
43% |
False |
False |
14,075 |
40 |
3,316.0 |
3,073.0 |
243.0 |
7.7% |
46.2 |
1.5% |
32% |
False |
False |
12,087 |
60 |
3,429.0 |
3,073.0 |
356.0 |
11.3% |
39.3 |
1.2% |
22% |
False |
False |
9,254 |
80 |
3,431.0 |
3,073.0 |
358.0 |
11.4% |
34.9 |
1.1% |
22% |
False |
False |
7,207 |
100 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
31.5 |
1.0% |
18% |
False |
False |
5,768 |
120 |
3,495.0 |
3,073.0 |
422.0 |
13.4% |
29.4 |
0.9% |
18% |
False |
False |
4,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,270.3 |
2.618 |
3,229.5 |
1.618 |
3,204.5 |
1.000 |
3,189.0 |
0.618 |
3,179.5 |
HIGH |
3,164.0 |
0.618 |
3,154.5 |
0.500 |
3,151.5 |
0.382 |
3,148.6 |
LOW |
3,139.0 |
0.618 |
3,123.6 |
1.000 |
3,114.0 |
1.618 |
3,098.6 |
2.618 |
3,073.6 |
4.250 |
3,032.8 |
|
|
Fisher Pivots for day following 30-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
3,151.5 |
3,162.5 |
PP |
3,151.0 |
3,158.3 |
S1 |
3,150.5 |
3,154.2 |
|