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 |
6,698.25 |
6,551.75 |
-146.50 |
-2.2% |
7,060.00 |
High |
6,700.00 |
6,676.00 |
-24.00 |
-0.4% |
7,135.00 |
Low |
6,479.25 |
6,541.25 |
62.00 |
1.0% |
6,743.25 |
Close |
6,561.25 |
6,605.50 |
44.25 |
0.7% |
6,926.25 |
Range |
220.75 |
134.75 |
-86.00 |
-39.0% |
391.75 |
ATR |
194.29 |
190.04 |
-4.25 |
-2.2% |
0.00 |
Volume |
5,709 |
1,998 |
-3,711 |
-65.0% |
9,016 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,011.75 |
6,943.50 |
6,679.50 |
|
R3 |
6,877.00 |
6,808.75 |
6,642.50 |
|
R2 |
6,742.25 |
6,742.25 |
6,630.25 |
|
R1 |
6,674.00 |
6,674.00 |
6,617.75 |
6,708.00 |
PP |
6,607.50 |
6,607.50 |
6,607.50 |
6,624.75 |
S1 |
6,539.25 |
6,539.25 |
6,593.25 |
6,573.50 |
S2 |
6,472.75 |
6,472.75 |
6,580.75 |
|
S3 |
6,338.00 |
6,404.50 |
6,568.50 |
|
S4 |
6,203.25 |
6,269.75 |
6,531.50 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,110.00 |
7,910.00 |
7,141.75 |
|
R3 |
7,718.25 |
7,518.25 |
7,034.00 |
|
R2 |
7,326.50 |
7,326.50 |
6,998.00 |
|
R1 |
7,126.50 |
7,126.50 |
6,962.25 |
7,030.50 |
PP |
6,934.75 |
6,934.75 |
6,934.75 |
6,887.00 |
S1 |
6,734.75 |
6,734.75 |
6,890.25 |
6,639.00 |
S2 |
6,543.00 |
6,543.00 |
6,854.50 |
|
S3 |
6,151.25 |
6,343.00 |
6,818.50 |
|
S4 |
5,759.50 |
5,951.25 |
6,710.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
6,963.75 |
6,479.25 |
484.50 |
7.3% |
193.25 |
2.9% |
26% |
False |
False |
3,131 |
10 |
7,262.00 |
6,479.25 |
782.75 |
11.8% |
184.75 |
2.8% |
16% |
False |
False |
2,196 |
20 |
7,262.00 |
6,479.25 |
782.75 |
11.8% |
202.00 |
3.1% |
16% |
False |
False |
1,994 |
40 |
7,765.00 |
6,479.25 |
1,285.75 |
19.5% |
188.50 |
2.9% |
10% |
False |
False |
1,781 |
60 |
7,765.00 |
6,479.25 |
1,285.75 |
19.5% |
154.50 |
2.3% |
10% |
False |
False |
1,257 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,248.75 |
2.618 |
7,028.75 |
1.618 |
6,894.00 |
1.000 |
6,810.75 |
0.618 |
6,759.25 |
HIGH |
6,676.00 |
0.618 |
6,624.50 |
0.500 |
6,608.50 |
0.382 |
6,592.75 |
LOW |
6,541.25 |
0.618 |
6,458.00 |
1.000 |
6,406.50 |
1.618 |
6,323.25 |
2.618 |
6,188.50 |
4.250 |
5,968.50 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
6,608.50 |
6,721.50 |
PP |
6,607.50 |
6,682.75 |
S1 |
6,606.50 |
6,644.25 |
|