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 |
6,616.79 |
6,639.39 |
22.60 |
0.3% |
6,832.25 |
High |
6,679.91 |
6,715.41 |
35.50 |
0.5% |
6,841.44 |
Low |
6,590.89 |
6,609.08 |
18.19 |
0.3% |
6,442.36 |
Close |
6,678.34 |
6,701.04 |
22.70 |
0.3% |
6,527.35 |
Range |
89.02 |
106.33 |
17.31 |
19.4% |
399.08 |
ATR |
163.10 |
159.05 |
-4.06 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6,994.17 |
6,953.93 |
6,759.52 |
|
R3 |
6,887.84 |
6,847.60 |
6,730.28 |
|
R2 |
6,781.51 |
6,781.51 |
6,720.53 |
|
R1 |
6,741.27 |
6,741.27 |
6,710.79 |
6,761.39 |
PP |
6,675.18 |
6,675.18 |
6,675.18 |
6,685.24 |
S1 |
6,634.94 |
6,634.94 |
6,691.29 |
6,655.06 |
S2 |
6,568.85 |
6,568.85 |
6,681.55 |
|
S3 |
6,462.52 |
6,528.61 |
6,671.80 |
|
S4 |
6,356.19 |
6,422.28 |
6,642.56 |
|
|
Weekly Pivots for week ending 23-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,800.96 |
7,563.23 |
6,746.84 |
|
R3 |
7,401.88 |
7,164.15 |
6,637.10 |
|
R2 |
7,002.80 |
7,002.80 |
6,600.51 |
|
R1 |
6,765.07 |
6,765.07 |
6,563.93 |
6,684.40 |
PP |
6,603.72 |
6,603.72 |
6,603.72 |
6,563.38 |
S1 |
6,365.99 |
6,365.99 |
6,490.77 |
6,285.32 |
S2 |
6,204.64 |
6,204.64 |
6,454.19 |
|
S3 |
5,805.56 |
5,966.91 |
6,417.60 |
|
S4 |
5,406.48 |
5,567.83 |
6,307.86 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,715.41 |
6,442.36 |
273.05 |
4.1% |
101.41 |
1.5% |
95% |
True |
False |
|
10 |
6,951.44 |
6,442.36 |
509.08 |
7.6% |
135.19 |
2.0% |
51% |
False |
False |
|
20 |
7,205.96 |
6,442.36 |
763.60 |
11.4% |
132.21 |
2.0% |
34% |
False |
False |
|
40 |
7,685.36 |
6,442.36 |
1,243.00 |
18.5% |
155.08 |
2.3% |
21% |
False |
False |
|
60 |
7,700.56 |
6,442.36 |
1,258.20 |
18.8% |
129.91 |
1.9% |
21% |
False |
False |
|
80 |
7,700.56 |
6,442.36 |
1,258.20 |
18.8% |
112.03 |
1.7% |
21% |
False |
False |
|
100 |
7,700.56 |
6,442.36 |
1,258.20 |
18.8% |
105.66 |
1.6% |
21% |
False |
False |
|
120 |
7,700.56 |
6,442.36 |
1,258.20 |
18.8% |
102.26 |
1.5% |
21% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,167.31 |
2.618 |
6,993.78 |
1.618 |
6,887.45 |
1.000 |
6,821.74 |
0.618 |
6,781.12 |
HIGH |
6,715.41 |
0.618 |
6,674.79 |
0.500 |
6,662.25 |
0.382 |
6,649.70 |
LOW |
6,609.08 |
0.618 |
6,543.37 |
1.000 |
6,502.75 |
1.618 |
6,437.04 |
2.618 |
6,330.71 |
4.250 |
6,157.18 |
|
|
Fisher Pivots for day following 27-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
6,688.11 |
6,674.02 |
PP |
6,675.18 |
6,647.00 |
S1 |
6,662.25 |
6,619.98 |
|