Trading Metrics calculated at close of trading on 20-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2019 |
20-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
8,233.57 |
8,114.51 |
-119.06 |
-1.4% |
8,867.10 |
High |
8,234.06 |
8,230.73 |
-3.33 |
0.0% |
9,120.61 |
Low |
8,021.60 |
8,050.92 |
29.32 |
0.4% |
8,392.05 |
Close |
8,114.51 |
8,097.50 |
-17.01 |
-0.2% |
8,458.14 |
Range |
212.46 |
179.81 |
-32.65 |
-15.4% |
728.56 |
ATR |
406.71 |
390.50 |
-16.21 |
-4.0% |
0.00 |
Volume |
24,172 |
18,083 |
-6,089 |
-25.2% |
109,671 |
|
Daily Pivots for day following 20-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,665.81 |
8,561.47 |
8,196.40 |
|
R3 |
8,486.00 |
8,381.66 |
8,146.95 |
|
R2 |
8,306.19 |
8,306.19 |
8,130.47 |
|
R1 |
8,201.85 |
8,201.85 |
8,113.98 |
8,164.12 |
PP |
8,126.38 |
8,126.38 |
8,126.38 |
8,107.52 |
S1 |
8,022.04 |
8,022.04 |
8,081.02 |
7,984.31 |
S2 |
7,946.57 |
7,946.57 |
8,064.53 |
|
S3 |
7,766.76 |
7,842.23 |
8,048.05 |
|
S4 |
7,586.95 |
7,662.42 |
7,998.60 |
|
|
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 |
8,794.42 |
8,021.60 |
772.82 |
9.5% |
313.21 |
3.9% |
10% |
False |
False |
24,106 |
10 |
9,377.44 |
8,021.60 |
1,355.84 |
16.7% |
327.99 |
4.1% |
6% |
False |
False |
24,439 |
20 |
10,289.41 |
7,384.38 |
2,905.03 |
35.9% |
450.80 |
5.6% |
25% |
False |
False |
31,357 |
40 |
10,289.41 |
7,354.75 |
2,934.66 |
36.2% |
413.17 |
5.1% |
25% |
False |
False |
36,671 |
60 |
10,935.14 |
7,354.75 |
3,580.39 |
44.2% |
432.25 |
5.3% |
21% |
False |
False |
40,702 |
80 |
12,314.44 |
7,354.75 |
4,959.69 |
61.2% |
495.53 |
6.1% |
15% |
False |
False |
44,485 |
100 |
13,173.79 |
7,354.75 |
5,819.04 |
71.9% |
582.74 |
7.2% |
13% |
False |
False |
51,674 |
120 |
13,844.30 |
7,354.75 |
6,489.55 |
80.1% |
646.83 |
8.0% |
11% |
False |
False |
57,564 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,994.92 |
2.618 |
8,701.47 |
1.618 |
8,521.66 |
1.000 |
8,410.54 |
0.618 |
8,341.85 |
HIGH |
8,230.73 |
0.618 |
8,162.04 |
0.500 |
8,140.83 |
0.382 |
8,119.61 |
LOW |
8,050.92 |
0.618 |
7,939.80 |
1.000 |
7,871.11 |
1.618 |
7,759.99 |
2.618 |
7,580.18 |
4.250 |
7,286.73 |
|
|
Fisher Pivots for day following 20-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,140.83 |
8,335.86 |
PP |
8,126.38 |
8,256.41 |
S1 |
8,111.94 |
8,176.95 |
|