Trading Metrics calculated at close of trading on 27-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2019 |
27-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
7,220.27 |
7,118.90 |
-101.37 |
-1.4% |
8,458.14 |
High |
7,348.74 |
7,672.22 |
323.48 |
4.4% |
8,650.12 |
Low |
7,036.99 |
6,872.51 |
-164.48 |
-2.3% |
6,807.71 |
Close |
7,118.90 |
7,558.71 |
439.81 |
6.2% |
7,349.59 |
Range |
311.75 |
799.71 |
487.96 |
156.5% |
1,842.41 |
ATR |
461.88 |
486.01 |
24.13 |
5.2% |
0.00 |
Volume |
35,995 |
66,183 |
30,188 |
83.9% |
217,461 |
|
Daily Pivots for day following 27-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,766.94 |
9,462.54 |
7,998.55 |
|
R3 |
8,967.23 |
8,662.83 |
7,778.63 |
|
R2 |
8,167.52 |
8,167.52 |
7,705.32 |
|
R1 |
7,863.12 |
7,863.12 |
7,632.02 |
8,015.32 |
PP |
7,367.81 |
7,367.81 |
7,367.81 |
7,443.92 |
S1 |
7,063.41 |
7,063.41 |
7,485.40 |
7,215.61 |
S2 |
6,568.10 |
6,568.10 |
7,412.10 |
|
S3 |
5,768.39 |
6,263.70 |
7,338.79 |
|
S4 |
4,968.68 |
5,463.99 |
7,118.87 |
|
|
Weekly Pivots for week ending 22-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,129.70 |
12,082.06 |
8,362.92 |
|
R3 |
11,287.29 |
10,239.65 |
7,856.25 |
|
R2 |
9,444.88 |
9,444.88 |
7,687.37 |
|
R1 |
8,397.24 |
8,397.24 |
7,518.48 |
7,999.86 |
PP |
7,602.47 |
7,602.47 |
7,602.47 |
7,403.78 |
S1 |
6,554.83 |
6,554.83 |
7,180.70 |
6,157.45 |
S2 |
5,760.06 |
5,760.06 |
7,011.81 |
|
S3 |
3,917.65 |
4,712.42 |
6,842.93 |
|
S4 |
2,075.24 |
2,870.01 |
6,336.26 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,124.75 |
6,557.63 |
1,567.12 |
20.7% |
703.92 |
9.3% |
64% |
False |
False |
66,806 |
10 |
8,794.42 |
6,557.63 |
2,236.79 |
29.6% |
508.56 |
6.7% |
45% |
False |
False |
45,456 |
20 |
9,580.24 |
6,557.63 |
3,022.61 |
40.0% |
422.23 |
5.6% |
33% |
False |
False |
35,640 |
40 |
10,289.41 |
6,557.63 |
3,731.78 |
49.4% |
445.28 |
5.9% |
27% |
False |
False |
36,538 |
60 |
10,935.14 |
6,557.63 |
4,377.51 |
57.9% |
447.62 |
5.9% |
23% |
False |
False |
42,008 |
80 |
12,046.26 |
6,557.63 |
5,488.63 |
72.6% |
487.98 |
6.5% |
18% |
False |
False |
44,393 |
100 |
12,314.44 |
6,557.63 |
5,756.81 |
76.2% |
564.76 |
7.5% |
17% |
False |
False |
50,085 |
120 |
13,844.30 |
6,557.63 |
7,286.67 |
96.4% |
658.39 |
8.7% |
14% |
False |
False |
58,490 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,070.99 |
2.618 |
9,765.86 |
1.618 |
8,966.15 |
1.000 |
8,471.93 |
0.618 |
8,166.44 |
HIGH |
7,672.22 |
0.618 |
7,366.73 |
0.500 |
7,272.37 |
0.382 |
7,178.00 |
LOW |
6,872.51 |
0.618 |
6,378.29 |
1.000 |
6,072.80 |
1.618 |
5,578.58 |
2.618 |
4,778.87 |
4.250 |
3,473.74 |
|
|
Fisher Pivots for day following 27-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
7,463.26 |
7,410.78 |
PP |
7,367.81 |
7,262.85 |
S1 |
7,272.37 |
7,114.93 |
|