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 |
1,223.94 |
1,221.76 |
-2.18 |
-0.2% |
1,209.33 |
High |
1,228.18 |
1,229.40 |
1.22 |
0.1% |
1,224.82 |
Low |
1,220.15 |
1,219.65 |
-0.50 |
0.0% |
1,196.39 |
Close |
1,221.48 |
1,225.67 |
4.19 |
0.3% |
1,221.16 |
Range |
8.03 |
9.75 |
1.72 |
21.4% |
28.43 |
ATR |
10.93 |
10.84 |
-0.08 |
-0.8% |
0.00 |
Volume |
10,712 |
11,720 |
1,008 |
9.4% |
52,436 |
|
Daily Pivots for day following 21-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,254.16 |
1,249.66 |
1,231.03 |
|
R3 |
1,244.41 |
1,239.91 |
1,228.35 |
|
R2 |
1,234.66 |
1,234.66 |
1,227.46 |
|
R1 |
1,230.16 |
1,230.16 |
1,226.56 |
1,232.41 |
PP |
1,224.91 |
1,224.91 |
1,224.91 |
1,226.03 |
S1 |
1,220.41 |
1,220.41 |
1,224.78 |
1,222.66 |
S2 |
1,215.16 |
1,215.16 |
1,223.88 |
|
S3 |
1,205.41 |
1,210.66 |
1,222.99 |
|
S4 |
1,195.66 |
1,200.91 |
1,220.31 |
|
|
Weekly Pivots for week ending 16-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,299.41 |
1,288.72 |
1,236.80 |
|
R3 |
1,270.98 |
1,260.29 |
1,228.98 |
|
R2 |
1,242.55 |
1,242.55 |
1,226.37 |
|
R1 |
1,231.86 |
1,231.86 |
1,223.77 |
1,237.21 |
PP |
1,214.12 |
1,214.12 |
1,214.12 |
1,216.80 |
S1 |
1,203.43 |
1,203.43 |
1,218.55 |
1,208.78 |
S2 |
1,185.69 |
1,185.69 |
1,215.95 |
|
S3 |
1,157.26 |
1,175.00 |
1,213.34 |
|
S4 |
1,128.83 |
1,146.57 |
1,205.52 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,229.40 |
1,208.17 |
21.23 |
1.7% |
8.81 |
0.7% |
82% |
True |
False |
10,682 |
10 |
1,229.40 |
1,196.39 |
33.01 |
2.7% |
10.43 |
0.9% |
89% |
True |
False |
10,866 |
20 |
1,241.88 |
1,196.39 |
45.49 |
3.7% |
10.89 |
0.9% |
64% |
False |
False |
10,709 |
40 |
1,241.88 |
1,181.06 |
60.82 |
5.0% |
11.62 |
0.9% |
73% |
False |
False |
10,298 |
60 |
1,241.88 |
1,181.06 |
60.82 |
5.0% |
11.13 |
0.9% |
73% |
False |
False |
10,161 |
80 |
1,241.88 |
1,160.75 |
81.13 |
6.6% |
11.43 |
0.9% |
80% |
False |
False |
10,181 |
100 |
1,265.59 |
1,160.75 |
104.84 |
8.6% |
11.30 |
0.9% |
62% |
False |
False |
10,460 |
120 |
1,308.89 |
1,160.75 |
148.14 |
12.1% |
11.15 |
0.9% |
44% |
False |
False |
10,378 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,270.84 |
2.618 |
1,254.93 |
1.618 |
1,245.18 |
1.000 |
1,239.15 |
0.618 |
1,235.43 |
HIGH |
1,229.40 |
0.618 |
1,225.68 |
0.500 |
1,224.53 |
0.382 |
1,223.37 |
LOW |
1,219.65 |
0.618 |
1,213.62 |
1.000 |
1,209.90 |
1.618 |
1,203.87 |
2.618 |
1,194.12 |
4.250 |
1,178.21 |
|
|
Fisher Pivots for day following 21-Nov-2018 |
Pivot |
1 day |
3 day |
R1 |
1,225.29 |
1,225.02 |
PP |
1,224.91 |
1,224.36 |
S1 |
1,224.53 |
1,223.71 |
|