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 |
13.0210 |
12.6239 |
-0.3971 |
-3.0% |
10.6922 |
High |
13.3489 |
12.8482 |
-0.5007 |
-3.8% |
13.3890 |
Low |
12.4451 |
11.8252 |
-0.6199 |
-5.0% |
10.5338 |
Close |
12.6360 |
11.9550 |
-0.6810 |
-5.4% |
11.9550 |
Range |
0.9038 |
1.0230 |
0.1192 |
13.2% |
2.8552 |
ATR |
0.8988 |
0.9077 |
0.0089 |
1.0% |
0.0000 |
Volume |
1,907,217 |
1,798,805 |
-108,412 |
-5.7% |
9,469,893 |
|
Daily Pivots for day following 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.2785 |
14.6397 |
12.5177 |
|
R3 |
14.2555 |
13.6167 |
12.2363 |
|
R2 |
13.2325 |
13.2325 |
12.1426 |
|
R1 |
12.5937 |
12.5937 |
12.0488 |
12.4016 |
PP |
12.2095 |
12.2095 |
12.2095 |
12.1134 |
S1 |
11.5707 |
11.5707 |
11.8612 |
11.3786 |
S2 |
11.1865 |
11.1865 |
11.7675 |
|
S3 |
10.1635 |
10.5477 |
11.6737 |
|
S4 |
9.1405 |
9.5247 |
11.3924 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
20.5249 |
19.0951 |
13.5254 |
|
R3 |
17.6697 |
16.2399 |
12.7402 |
|
R2 |
14.8145 |
14.8145 |
12.4785 |
|
R1 |
13.3847 |
13.3847 |
12.2167 |
14.0996 |
PP |
11.9593 |
11.9593 |
11.9593 |
12.3167 |
S1 |
10.5295 |
10.5295 |
11.6933 |
11.2444 |
S2 |
9.1041 |
9.1041 |
11.4315 |
|
S3 |
6.2489 |
7.6743 |
11.1698 |
|
S4 |
3.3937 |
4.8191 |
10.3846 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.3890 |
10.5338 |
2.8552 |
23.9% |
1.1353 |
9.5% |
50% |
False |
False |
1,893,978 |
10 |
13.3890 |
10.4011 |
2.9879 |
25.0% |
0.8813 |
7.4% |
52% |
False |
False |
1,599,627 |
20 |
13.3890 |
6.7061 |
6.6829 |
55.9% |
1.0503 |
8.8% |
79% |
False |
False |
1,724,475 |
40 |
13.3890 |
6.7061 |
6.6829 |
55.9% |
0.7803 |
6.5% |
79% |
False |
False |
1,291,865 |
60 |
13.3890 |
6.7061 |
6.6829 |
55.9% |
0.6919 |
5.8% |
79% |
False |
False |
1,077,067 |
80 |
13.3890 |
6.7061 |
6.6829 |
55.9% |
0.6910 |
5.8% |
79% |
False |
False |
1,043,900 |
100 |
19.0026 |
6.7061 |
12.2965 |
102.9% |
0.8729 |
7.3% |
43% |
False |
False |
1,019,088 |
120 |
20.8595 |
6.7061 |
14.1534 |
118.4% |
0.9899 |
8.3% |
37% |
False |
False |
990,929 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.1960 |
2.618 |
15.5264 |
1.618 |
14.5034 |
1.000 |
13.8712 |
0.618 |
13.4804 |
HIGH |
12.8482 |
0.618 |
12.4574 |
0.500 |
12.3367 |
0.382 |
12.2160 |
LOW |
11.8252 |
0.618 |
11.1930 |
1.000 |
10.8022 |
1.618 |
10.1700 |
2.618 |
9.1470 |
4.250 |
7.4775 |
|
|
Fisher Pivots for day following 15-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
12.3367 |
12.6071 |
PP |
12.2095 |
12.3897 |
S1 |
12.0822 |
12.1724 |
|