Trading Metrics calculated at close of trading on 11-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2019 |
11-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
9,217.47 |
8,867.10 |
-350.37 |
-3.8% |
9,217.82 |
High |
9,252.46 |
9,120.61 |
-131.85 |
-1.4% |
9,580.24 |
Low |
8,690.47 |
8,626.11 |
-64.36 |
-0.7% |
8,690.47 |
Close |
8,867.10 |
8,740.40 |
-126.70 |
-1.4% |
8,867.10 |
Range |
561.99 |
494.50 |
-67.49 |
-12.0% |
889.77 |
ATR |
462.64 |
464.91 |
2.28 |
0.5% |
0.00 |
Volume |
41,073 |
25,713 |
-15,360 |
-37.4% |
136,882 |
|
Daily Pivots for day following 11-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,312.54 |
10,020.97 |
9,012.38 |
|
R3 |
9,818.04 |
9,526.47 |
8,876.39 |
|
R2 |
9,323.54 |
9,323.54 |
8,831.06 |
|
R1 |
9,031.97 |
9,031.97 |
8,785.73 |
8,930.51 |
PP |
8,829.04 |
8,829.04 |
8,829.04 |
8,778.31 |
S1 |
8,537.47 |
8,537.47 |
8,695.07 |
8,436.01 |
S2 |
8,334.54 |
8,334.54 |
8,649.74 |
|
S3 |
7,840.04 |
8,042.97 |
8,604.41 |
|
S4 |
7,345.54 |
7,548.47 |
8,468.43 |
|
|
Weekly Pivots for week ending 08-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,715.25 |
11,180.94 |
9,356.47 |
|
R3 |
10,825.48 |
10,291.17 |
9,111.79 |
|
R2 |
9,935.71 |
9,935.71 |
9,030.22 |
|
R1 |
9,401.40 |
9,401.40 |
8,948.66 |
9,223.67 |
PP |
9,045.94 |
9,045.94 |
9,045.94 |
8,957.07 |
S1 |
8,511.63 |
8,511.63 |
8,785.54 |
8,333.90 |
S2 |
8,156.17 |
8,156.17 |
8,703.98 |
|
S3 |
7,266.40 |
7,621.86 |
8,622.41 |
|
S4 |
6,376.63 |
6,732.09 |
8,377.73 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,487.44 |
8,626.11 |
861.33 |
9.9% |
358.78 |
4.1% |
13% |
False |
True |
26,782 |
10 |
9,580.24 |
8,626.11 |
954.13 |
10.9% |
388.99 |
4.5% |
12% |
False |
True |
30,139 |
20 |
10,289.41 |
7,354.75 |
2,934.66 |
33.6% |
475.28 |
5.4% |
47% |
False |
False |
35,921 |
40 |
10,358.37 |
7,354.75 |
3,003.62 |
34.4% |
456.95 |
5.2% |
46% |
False |
False |
44,041 |
60 |
10,954.56 |
7,354.75 |
3,599.81 |
41.2% |
465.64 |
5.3% |
38% |
False |
False |
42,939 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
56.7% |
518.94 |
5.9% |
28% |
False |
False |
45,744 |
100 |
13,844.30 |
7,354.75 |
6,489.55 |
74.2% |
689.09 |
7.9% |
21% |
False |
False |
60,729 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
74.2% |
660.58 |
7.6% |
21% |
False |
False |
60,656 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,222.24 |
2.618 |
10,415.21 |
1.618 |
9,920.71 |
1.000 |
9,615.11 |
0.618 |
9,426.21 |
HIGH |
9,120.61 |
0.618 |
8,931.71 |
0.500 |
8,873.36 |
0.382 |
8,815.01 |
LOW |
8,626.11 |
0.618 |
8,320.51 |
1.000 |
8,131.61 |
1.618 |
7,826.01 |
2.618 |
7,331.51 |
4.250 |
6,524.49 |
|
|
Fisher Pivots for day following 11-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,873.36 |
9,001.78 |
PP |
8,829.04 |
8,914.65 |
S1 |
8,784.72 |
8,827.53 |
|