Trading Metrics calculated at close of trading on 13-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2019 |
13-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
8,740.40 |
8,772.58 |
32.18 |
0.4% |
9,217.82 |
High |
8,854.05 |
8,835.44 |
-18.61 |
-0.2% |
9,580.24 |
Low |
8,587.34 |
8,717.18 |
129.84 |
1.5% |
8,690.47 |
Close |
8,772.58 |
8,757.28 |
-15.30 |
-0.2% |
8,867.10 |
Range |
266.71 |
118.26 |
-148.45 |
-55.7% |
889.77 |
ATR |
450.76 |
427.01 |
-23.75 |
-5.3% |
0.00 |
Volume |
21,386 |
15,225 |
-6,161 |
-28.8% |
136,882 |
|
Daily Pivots for day following 13-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,124.75 |
9,059.27 |
8,822.32 |
|
R3 |
9,006.49 |
8,941.01 |
8,789.80 |
|
R2 |
8,888.23 |
8,888.23 |
8,778.96 |
|
R1 |
8,822.75 |
8,822.75 |
8,768.12 |
8,796.36 |
PP |
8,769.97 |
8,769.97 |
8,769.97 |
8,756.77 |
S1 |
8,704.49 |
8,704.49 |
8,746.44 |
8,678.10 |
S2 |
8,651.71 |
8,651.71 |
8,735.60 |
|
S3 |
8,533.45 |
8,586.23 |
8,724.76 |
|
S4 |
8,415.19 |
8,467.97 |
8,692.24 |
|
|
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 |
9,377.44 |
8,587.34 |
790.10 |
9.0% |
342.78 |
3.9% |
22% |
False |
False |
24,773 |
10 |
9,580.24 |
8,587.34 |
992.90 |
11.3% |
335.90 |
3.8% |
17% |
False |
False |
25,824 |
20 |
10,289.41 |
7,354.75 |
2,934.66 |
33.5% |
468.45 |
5.3% |
48% |
False |
False |
34,804 |
40 |
10,344.81 |
7,354.75 |
2,990.06 |
34.1% |
457.60 |
5.2% |
47% |
False |
False |
43,614 |
60 |
10,935.14 |
7,354.75 |
3,580.39 |
40.9% |
449.76 |
5.1% |
39% |
False |
False |
42,159 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
56.6% |
510.15 |
5.8% |
28% |
False |
False |
45,100 |
100 |
13,329.92 |
7,354.75 |
5,975.17 |
68.2% |
662.04 |
7.6% |
23% |
False |
False |
58,147 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
74.1% |
658.89 |
7.5% |
22% |
False |
False |
60,128 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,338.05 |
2.618 |
9,145.04 |
1.618 |
9,026.78 |
1.000 |
8,953.70 |
0.618 |
8,908.52 |
HIGH |
8,835.44 |
0.618 |
8,790.26 |
0.500 |
8,776.31 |
0.382 |
8,762.36 |
LOW |
8,717.18 |
0.618 |
8,644.10 |
1.000 |
8,598.92 |
1.618 |
8,525.84 |
2.618 |
8,407.58 |
4.250 |
8,214.58 |
|
|
Fisher Pivots for day following 13-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,776.31 |
8,853.98 |
PP |
8,769.97 |
8,821.74 |
S1 |
8,763.62 |
8,789.51 |
|