Trading Metrics calculated at close of trading on 16-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2018 |
16-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
2,707.25 |
2,735.00 |
27.75 |
1.0% |
2,782.75 |
High |
2,743.00 |
2,754.50 |
11.50 |
0.4% |
2,801.75 |
Low |
2,677.25 |
2,715.00 |
37.75 |
1.4% |
2,677.25 |
Close |
2,740.50 |
2,749.00 |
8.50 |
0.3% |
2,749.00 |
Range |
65.75 |
39.50 |
-26.25 |
-39.9% |
124.50 |
ATR |
51.73 |
50.85 |
-0.87 |
-1.7% |
0.00 |
Volume |
21,246 |
21,658 |
412 |
1.9% |
82,701 |
|
Daily Pivots for day following 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,858.00 |
2,843.00 |
2,770.75 |
|
R3 |
2,818.50 |
2,803.50 |
2,759.75 |
|
R2 |
2,779.00 |
2,779.00 |
2,756.25 |
|
R1 |
2,764.00 |
2,764.00 |
2,752.50 |
2,771.50 |
PP |
2,739.50 |
2,739.50 |
2,739.50 |
2,743.25 |
S1 |
2,724.50 |
2,724.50 |
2,745.50 |
2,732.00 |
S2 |
2,700.00 |
2,700.00 |
2,741.75 |
|
S3 |
2,660.50 |
2,685.00 |
2,738.25 |
|
S4 |
2,621.00 |
2,645.50 |
2,727.25 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,116.25 |
3,057.00 |
2,817.50 |
|
R3 |
2,991.75 |
2,932.50 |
2,783.25 |
|
R2 |
2,867.25 |
2,867.25 |
2,771.75 |
|
R1 |
2,808.00 |
2,808.00 |
2,760.50 |
2,775.50 |
PP |
2,742.75 |
2,742.75 |
2,742.75 |
2,726.25 |
S1 |
2,683.50 |
2,683.50 |
2,737.50 |
2,651.00 |
S2 |
2,618.25 |
2,618.25 |
2,726.25 |
|
S3 |
2,493.75 |
2,559.00 |
2,714.75 |
|
S4 |
2,369.25 |
2,434.50 |
2,680.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,801.75 |
2,677.25 |
124.50 |
4.5% |
56.25 |
2.0% |
58% |
False |
False |
16,540 |
10 |
2,824.50 |
2,677.25 |
147.25 |
5.4% |
48.50 |
1.8% |
49% |
False |
False |
13,986 |
20 |
2,824.50 |
2,609.50 |
215.00 |
7.8% |
56.25 |
2.0% |
65% |
False |
False |
14,655 |
40 |
2,953.25 |
2,609.50 |
343.75 |
12.5% |
48.00 |
1.7% |
41% |
False |
False |
12,263 |
60 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
38.25 |
1.4% |
40% |
False |
False |
8,849 |
80 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
33.75 |
1.2% |
40% |
False |
False |
6,678 |
100 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
31.00 |
1.1% |
40% |
False |
False |
5,691 |
120 |
2,955.50 |
2,609.50 |
346.00 |
12.6% |
29.25 |
1.1% |
40% |
False |
False |
4,861 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,922.50 |
2.618 |
2,858.00 |
1.618 |
2,818.50 |
1.000 |
2,794.00 |
0.618 |
2,779.00 |
HIGH |
2,754.50 |
0.618 |
2,739.50 |
0.500 |
2,734.75 |
0.382 |
2,730.00 |
LOW |
2,715.00 |
0.618 |
2,690.50 |
1.000 |
2,675.50 |
1.618 |
2,651.00 |
2.618 |
2,611.50 |
4.250 |
2,547.00 |
|
|
Fisher Pivots for day following 16-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
2,744.25 |
2,738.00 |
PP |
2,739.50 |
2,727.00 |
S1 |
2,734.75 |
2,716.00 |
|