| Trading Metrics calculated at close of trading on 14-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2019 |
14-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
8,772.58 |
8,757.28 |
-15.30 |
-0.2% |
9,217.82 |
| High |
8,835.44 |
8,794.42 |
-41.02 |
-0.5% |
9,580.24 |
| Low |
8,717.18 |
8,578.15 |
-139.03 |
-1.6% |
8,690.47 |
| Close |
8,757.28 |
8,657.42 |
-99.86 |
-1.1% |
8,867.10 |
| Range |
118.26 |
216.27 |
98.01 |
82.9% |
889.77 |
| ATR |
427.01 |
411.95 |
-15.05 |
-3.5% |
0.00 |
| Volume |
15,225 |
17,877 |
2,652 |
17.4% |
136,882 |
|
| Daily Pivots for day following 14-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,325.47 |
9,207.72 |
8,776.37 |
|
| R3 |
9,109.20 |
8,991.45 |
8,716.89 |
|
| R2 |
8,892.93 |
8,892.93 |
8,697.07 |
|
| R1 |
8,775.18 |
8,775.18 |
8,677.24 |
8,725.92 |
| PP |
8,676.66 |
8,676.66 |
8,676.66 |
8,652.04 |
| S1 |
8,558.91 |
8,558.91 |
8,637.60 |
8,509.65 |
| S2 |
8,460.39 |
8,460.39 |
8,617.77 |
|
| S3 |
8,244.12 |
8,342.64 |
8,597.95 |
|
| S4 |
8,027.85 |
8,126.37 |
8,538.47 |
|
|
| 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 |
9,252.46 |
8,578.15 |
674.31 |
7.8% |
331.55 |
3.8% |
12% |
False |
True |
24,254 |
| 10 |
9,580.24 |
8,578.15 |
1,002.09 |
11.6% |
312.23 |
3.6% |
8% |
False |
True |
24,583 |
| 20 |
10,289.41 |
7,354.75 |
2,934.66 |
33.9% |
469.96 |
5.4% |
44% |
False |
False |
34,587 |
| 40 |
10,299.66 |
7,354.75 |
2,944.91 |
34.0% |
447.64 |
5.2% |
44% |
False |
False |
42,243 |
| 60 |
10,935.14 |
7,354.75 |
3,580.39 |
41.4% |
445.58 |
5.1% |
36% |
False |
False |
41,877 |
| 80 |
12,314.44 |
7,354.75 |
4,959.69 |
57.3% |
506.37 |
5.8% |
26% |
False |
False |
44,806 |
| 100 |
13,173.79 |
7,354.75 |
5,819.04 |
67.2% |
634.51 |
7.3% |
22% |
False |
False |
55,832 |
| 120 |
13,844.30 |
7,354.75 |
6,489.55 |
75.0% |
655.30 |
7.6% |
20% |
False |
False |
59,534 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,713.57 |
|
2.618 |
9,360.61 |
|
1.618 |
9,144.34 |
|
1.000 |
9,010.69 |
|
0.618 |
8,928.07 |
|
HIGH |
8,794.42 |
|
0.618 |
8,711.80 |
|
0.500 |
8,686.29 |
|
0.382 |
8,660.77 |
|
LOW |
8,578.15 |
|
0.618 |
8,444.50 |
|
1.000 |
8,361.88 |
|
1.618 |
8,228.23 |
|
2.618 |
8,011.96 |
|
4.250 |
7,659.00 |
|
|
| Fisher Pivots for day following 14-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,686.29 |
8,716.10 |
| PP |
8,676.66 |
8,696.54 |
| S1 |
8,667.04 |
8,676.98 |
|