Trading Metrics calculated at close of trading on 11-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2019 |
11-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
11.1346 |
10.6922 |
-0.4424 |
-4.0% |
10.5637 |
High |
11.1857 |
11.4234 |
0.2377 |
2.1% |
11.6572 |
Low |
10.4011 |
10.5338 |
0.1327 |
1.3% |
10.4011 |
Close |
10.6922 |
11.2790 |
0.5868 |
5.5% |
10.6922 |
Range |
0.7846 |
0.8896 |
0.1050 |
13.4% |
1.2561 |
ATR |
0.8076 |
0.8135 |
0.0059 |
0.7% |
0.0000 |
Volume |
1,035,432 |
1,096,187 |
60,755 |
5.9% |
6,526,379 |
|
Daily Pivots for day following 11-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.7475 |
13.4029 |
11.7683 |
|
R3 |
12.8579 |
12.5133 |
11.5236 |
|
R2 |
11.9683 |
11.9683 |
11.4421 |
|
R1 |
11.6237 |
11.6237 |
11.3605 |
11.7960 |
PP |
11.0787 |
11.0787 |
11.0787 |
11.1649 |
S1 |
10.7341 |
10.7341 |
11.1975 |
10.9064 |
S2 |
10.1891 |
10.1891 |
11.1159 |
|
S3 |
9.2995 |
9.8445 |
11.0344 |
|
S4 |
8.4099 |
8.9549 |
10.7897 |
|
|
Weekly Pivots for week ending 08-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14.6851 |
13.9448 |
11.3831 |
|
R3 |
13.4290 |
12.6887 |
11.0376 |
|
R2 |
12.1729 |
12.1729 |
10.9225 |
|
R1 |
11.4326 |
11.4326 |
10.8073 |
11.8028 |
PP |
10.9168 |
10.9168 |
10.9168 |
11.1019 |
S1 |
10.1765 |
10.1765 |
10.5771 |
10.5467 |
S2 |
9.6607 |
9.6607 |
10.4619 |
|
S3 |
8.4046 |
8.9204 |
10.3468 |
|
S4 |
7.1485 |
7.6643 |
10.0013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.5523 |
10.4011 |
1.1512 |
10.2% |
0.5796 |
5.1% |
76% |
False |
False |
1,199,415 |
10 |
11.6572 |
10.1385 |
1.5187 |
13.5% |
0.7961 |
7.1% |
75% |
False |
False |
1,617,177 |
20 |
13.3410 |
6.7061 |
6.6349 |
58.8% |
0.8864 |
7.9% |
69% |
False |
False |
1,488,854 |
40 |
13.3410 |
6.7061 |
6.6349 |
58.8% |
0.7328 |
6.5% |
69% |
False |
False |
1,153,105 |
60 |
13.3410 |
6.7061 |
6.6349 |
58.8% |
0.6465 |
5.7% |
69% |
False |
False |
988,720 |
80 |
13.3410 |
6.7061 |
6.6349 |
58.8% |
0.6713 |
6.0% |
69% |
False |
False |
988,883 |
100 |
20.8595 |
6.7061 |
14.1534 |
125.5% |
0.9337 |
8.3% |
32% |
False |
False |
974,958 |
120 |
20.8595 |
6.7061 |
14.1534 |
125.5% |
1.0042 |
8.9% |
32% |
False |
False |
965,101 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.2042 |
2.618 |
13.7524 |
1.618 |
12.8628 |
1.000 |
12.3130 |
0.618 |
11.9732 |
HIGH |
11.4234 |
0.618 |
11.0836 |
0.500 |
10.9786 |
0.382 |
10.8736 |
LOW |
10.5338 |
0.618 |
9.9840 |
1.000 |
9.6442 |
1.618 |
9.0944 |
2.618 |
8.2048 |
4.250 |
6.7530 |
|
|
Fisher Pivots for day following 11-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
11.1789 |
11.1568 |
PP |
11.0787 |
11.0345 |
S1 |
10.9786 |
10.9123 |
|