Trading Metrics calculated at close of trading on 12-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2019 |
12-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
8,867.10 |
8,740.40 |
-126.70 |
-1.4% |
9,217.82 |
High |
9,120.61 |
8,854.05 |
-266.56 |
-2.9% |
9,580.24 |
Low |
8,626.11 |
8,587.34 |
-38.77 |
-0.4% |
8,690.47 |
Close |
8,740.40 |
8,772.58 |
32.18 |
0.4% |
8,867.10 |
Range |
494.50 |
266.71 |
-227.79 |
-46.1% |
889.77 |
ATR |
464.91 |
450.76 |
-14.16 |
-3.0% |
0.00 |
Volume |
25,713 |
21,386 |
-4,327 |
-16.8% |
136,882 |
|
Daily Pivots for day following 12-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,538.12 |
9,422.06 |
8,919.27 |
|
R3 |
9,271.41 |
9,155.35 |
8,845.93 |
|
R2 |
9,004.70 |
9,004.70 |
8,821.48 |
|
R1 |
8,888.64 |
8,888.64 |
8,797.03 |
8,946.67 |
PP |
8,737.99 |
8,737.99 |
8,737.99 |
8,767.01 |
S1 |
8,621.93 |
8,621.93 |
8,748.13 |
8,679.96 |
S2 |
8,471.28 |
8,471.28 |
8,723.68 |
|
S3 |
8,204.57 |
8,355.22 |
8,699.23 |
|
S4 |
7,937.86 |
8,088.51 |
8,625.89 |
|
|
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 |
9,444.99 |
8,587.34 |
857.65 |
9.8% |
354.87 |
4.0% |
22% |
False |
True |
26,102 |
10 |
9,580.24 |
8,587.34 |
992.90 |
11.3% |
369.67 |
4.2% |
19% |
False |
True |
27,782 |
20 |
10,289.41 |
7,354.75 |
2,934.66 |
33.5% |
474.96 |
5.4% |
48% |
False |
False |
35,713 |
40 |
10,344.81 |
7,354.75 |
2,990.06 |
34.1% |
458.42 |
5.2% |
47% |
False |
False |
43,886 |
60 |
10,935.14 |
7,354.75 |
3,580.39 |
40.8% |
463.79 |
5.3% |
40% |
False |
False |
42,776 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
56.5% |
516.00 |
5.9% |
29% |
False |
False |
45,630 |
100 |
13,844.30 |
7,354.75 |
6,489.55 |
74.0% |
685.56 |
7.8% |
22% |
False |
False |
60,175 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
74.0% |
660.50 |
7.5% |
22% |
False |
False |
60,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,987.57 |
2.618 |
9,552.30 |
1.618 |
9,285.59 |
1.000 |
9,120.76 |
0.618 |
9,018.88 |
HIGH |
8,854.05 |
0.618 |
8,752.17 |
0.500 |
8,720.70 |
0.382 |
8,689.22 |
LOW |
8,587.34 |
0.618 |
8,422.51 |
1.000 |
8,320.63 |
1.618 |
8,155.80 |
2.618 |
7,889.09 |
4.250 |
7,453.82 |
|
|
Fisher Pivots for day following 12-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,755.29 |
8,919.90 |
PP |
8,737.99 |
8,870.79 |
S1 |
8,720.70 |
8,821.69 |
|