Trading Metrics calculated at close of trading on 15-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2019 |
15-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
8,757.28 |
8,657.42 |
-99.86 |
-1.1% |
8,867.10 |
High |
8,794.42 |
8,773.74 |
-20.68 |
-0.2% |
9,120.61 |
Low |
8,578.15 |
8,392.05 |
-186.10 |
-2.2% |
8,392.05 |
Close |
8,657.42 |
8,458.14 |
-199.28 |
-2.3% |
8,458.14 |
Range |
216.27 |
381.69 |
165.42 |
76.5% |
728.56 |
ATR |
411.95 |
409.79 |
-2.16 |
-0.5% |
0.00 |
Volume |
17,877 |
29,470 |
11,593 |
64.8% |
109,671 |
|
Daily Pivots for day following 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,686.38 |
9,453.95 |
8,668.07 |
|
R3 |
9,304.69 |
9,072.26 |
8,563.10 |
|
R2 |
8,923.00 |
8,923.00 |
8,528.12 |
|
R1 |
8,690.57 |
8,690.57 |
8,493.13 |
8,615.94 |
PP |
8,541.31 |
8,541.31 |
8,541.31 |
8,504.00 |
S1 |
8,308.88 |
8,308.88 |
8,423.15 |
8,234.25 |
S2 |
8,159.62 |
8,159.62 |
8,388.16 |
|
S3 |
7,777.93 |
7,927.19 |
8,353.18 |
|
S4 |
7,396.24 |
7,545.50 |
8,248.21 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,842.61 |
10,378.94 |
8,858.85 |
|
R3 |
10,114.05 |
9,650.38 |
8,658.49 |
|
R2 |
9,385.49 |
9,385.49 |
8,591.71 |
|
R1 |
8,921.82 |
8,921.82 |
8,524.92 |
8,789.38 |
PP |
8,656.93 |
8,656.93 |
8,656.93 |
8,590.71 |
S1 |
8,193.26 |
8,193.26 |
8,391.36 |
8,060.82 |
S2 |
7,928.37 |
7,928.37 |
8,324.57 |
|
S3 |
7,199.81 |
7,464.70 |
8,257.79 |
|
S4 |
6,471.25 |
6,736.14 |
8,057.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,120.61 |
8,392.05 |
728.56 |
8.6% |
295.49 |
3.5% |
9% |
False |
True |
21,934 |
10 |
9,580.24 |
8,392.05 |
1,188.19 |
14.0% |
326.68 |
3.9% |
6% |
False |
True |
24,655 |
20 |
10,289.41 |
7,354.75 |
2,934.66 |
34.7% |
475.29 |
5.6% |
38% |
False |
False |
34,677 |
40 |
10,289.41 |
7,354.75 |
2,934.66 |
34.7% |
452.30 |
5.3% |
38% |
False |
False |
42,264 |
60 |
10,935.14 |
7,354.75 |
3,580.39 |
42.3% |
444.93 |
5.3% |
31% |
False |
False |
41,908 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
58.6% |
507.72 |
6.0% |
22% |
False |
False |
44,919 |
100 |
13,173.79 |
7,354.75 |
5,819.04 |
68.8% |
619.27 |
7.3% |
19% |
False |
False |
54,692 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
76.7% |
654.54 |
7.7% |
17% |
False |
False |
58,955 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,395.92 |
2.618 |
9,773.00 |
1.618 |
9,391.31 |
1.000 |
9,155.43 |
0.618 |
9,009.62 |
HIGH |
8,773.74 |
0.618 |
8,627.93 |
0.500 |
8,582.90 |
0.382 |
8,537.86 |
LOW |
8,392.05 |
0.618 |
8,156.17 |
1.000 |
8,010.36 |
1.618 |
7,774.48 |
2.618 |
7,392.79 |
4.250 |
6,769.87 |
|
|
Fisher Pivots for day following 15-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,582.90 |
8,613.75 |
PP |
8,541.31 |
8,561.88 |
S1 |
8,499.73 |
8,510.01 |
|