Trading Metrics calculated at close of trading on 27-Nov-2018 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2018 |
27-Nov-2018 |
Change |
Change % |
Previous Week |
Open |
1,223.69 |
1,231.40 |
7.71 |
0.6% |
1,221.34 |
High |
1,227.63 |
1,231.40 |
3.77 |
0.3% |
1,229.40 |
Low |
1,221.51 |
1,211.77 |
-9.74 |
-0.8% |
1,218.02 |
Close |
1,222.15 |
1,214.77 |
-7.38 |
-0.6% |
1,223.14 |
Range |
6.12 |
19.63 |
13.51 |
220.8% |
11.38 |
ATR |
9.89 |
10.59 |
0.70 |
7.0% |
0.00 |
Volume |
10,700 |
11,653 |
953 |
8.9% |
52,181 |
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,278.20 |
1,266.12 |
1,225.57 |
|
R3 |
1,258.57 |
1,246.49 |
1,220.17 |
|
R2 |
1,238.94 |
1,238.94 |
1,218.37 |
|
R1 |
1,226.86 |
1,226.86 |
1,216.57 |
1,223.09 |
PP |
1,219.31 |
1,219.31 |
1,219.31 |
1,217.43 |
S1 |
1,207.23 |
1,207.23 |
1,212.97 |
1,203.46 |
S2 |
1,199.68 |
1,199.68 |
1,211.17 |
|
S3 |
1,180.05 |
1,187.60 |
1,209.37 |
|
S4 |
1,160.42 |
1,167.97 |
1,203.97 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,257.66 |
1,251.78 |
1,229.40 |
|
R3 |
1,246.28 |
1,240.40 |
1,226.27 |
|
R2 |
1,234.90 |
1,234.90 |
1,225.23 |
|
R1 |
1,229.02 |
1,229.02 |
1,224.18 |
1,231.96 |
PP |
1,223.52 |
1,223.52 |
1,223.52 |
1,224.99 |
S1 |
1,217.64 |
1,217.64 |
1,222.10 |
1,220.58 |
S2 |
1,212.14 |
1,212.14 |
1,221.05 |
|
S3 |
1,200.76 |
1,206.26 |
1,220.01 |
|
S4 |
1,189.38 |
1,194.88 |
1,216.88 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,231.40 |
1,211.77 |
19.63 |
1.6% |
9.49 |
0.8% |
15% |
True |
True |
10,711 |
10 |
1,231.40 |
1,197.60 |
33.80 |
2.8% |
9.94 |
0.8% |
51% |
True |
False |
10,521 |
20 |
1,236.89 |
1,196.39 |
40.50 |
3.3% |
10.59 |
0.9% |
45% |
False |
False |
10,860 |
40 |
1,241.88 |
1,184.03 |
57.85 |
4.8% |
11.20 |
0.9% |
53% |
False |
False |
10,337 |
60 |
1,241.88 |
1,181.06 |
60.82 |
5.0% |
11.09 |
0.9% |
55% |
False |
False |
10,203 |
80 |
1,241.88 |
1,160.75 |
81.13 |
6.7% |
11.29 |
0.9% |
67% |
False |
False |
10,215 |
100 |
1,256.52 |
1,160.75 |
95.77 |
7.9% |
11.30 |
0.9% |
56% |
False |
False |
10,217 |
120 |
1,308.89 |
1,160.75 |
148.14 |
12.2% |
11.18 |
0.9% |
36% |
False |
False |
10,390 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,314.83 |
2.618 |
1,282.79 |
1.618 |
1,263.16 |
1.000 |
1,251.03 |
0.618 |
1,243.53 |
HIGH |
1,231.40 |
0.618 |
1,223.90 |
0.500 |
1,221.59 |
0.382 |
1,219.27 |
LOW |
1,211.77 |
0.618 |
1,199.64 |
1.000 |
1,192.14 |
1.618 |
1,180.01 |
2.618 |
1,160.38 |
4.250 |
1,128.34 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,221.59 |
1,221.59 |
PP |
1,219.31 |
1,219.31 |
S1 |
1,217.04 |
1,217.04 |
|