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 |
11.4748 |
11.6179 |
0.1431 |
1.2% |
10.6922 |
High |
11.6297 |
11.9942 |
0.3645 |
3.1% |
13.3890 |
Low |
11.0408 |
11.3638 |
0.3230 |
2.9% |
10.5338 |
Close |
11.6179 |
11.5364 |
-0.0815 |
-0.7% |
11.9550 |
Range |
0.5889 |
0.6304 |
0.0415 |
7.0% |
2.8552 |
ATR |
0.9192 |
0.8986 |
-0.0206 |
-2.2% |
0.0000 |
Volume |
1,496,000 |
1,773,214 |
277,214 |
18.5% |
9,469,893 |
|
Daily Pivots for day following 20-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.5227 |
13.1599 |
11.8831 |
|
R3 |
12.8923 |
12.5295 |
11.7098 |
|
R2 |
12.2619 |
12.2619 |
11.6520 |
|
R1 |
11.8991 |
11.8991 |
11.5942 |
11.7653 |
PP |
11.6315 |
11.6315 |
11.6315 |
11.5646 |
S1 |
11.2687 |
11.2687 |
11.4786 |
11.1349 |
S2 |
11.0011 |
11.0011 |
11.4208 |
|
S3 |
10.3707 |
10.6383 |
11.3630 |
|
S4 |
9.7403 |
10.0079 |
11.1897 |
|
|
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 |
13.3489 |
11.0408 |
2.3081 |
20.0% |
0.9142 |
7.9% |
21% |
False |
False |
1,669,038 |
10 |
13.3890 |
10.4011 |
2.9879 |
25.9% |
0.9489 |
8.2% |
38% |
False |
False |
1,631,393 |
20 |
13.3890 |
6.7660 |
6.6230 |
57.4% |
1.1184 |
9.7% |
72% |
False |
False |
1,830,646 |
40 |
13.3890 |
6.7061 |
6.6829 |
57.9% |
0.7669 |
6.6% |
72% |
False |
False |
1,345,263 |
60 |
13.3890 |
6.7061 |
6.6829 |
57.9% |
0.7082 |
6.1% |
72% |
False |
False |
1,120,359 |
80 |
13.3890 |
6.7061 |
6.6829 |
57.9% |
0.6901 |
6.0% |
72% |
False |
False |
1,060,579 |
100 |
18.1351 |
6.7061 |
11.4290 |
99.1% |
0.8368 |
7.3% |
42% |
False |
False |
1,040,600 |
120 |
20.8595 |
6.7061 |
14.1534 |
122.7% |
0.9764 |
8.5% |
34% |
False |
False |
1,006,340 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14.6734 |
2.618 |
13.6446 |
1.618 |
13.0142 |
1.000 |
12.6246 |
0.618 |
12.3838 |
HIGH |
11.9942 |
0.618 |
11.7534 |
0.500 |
11.6790 |
0.382 |
11.6046 |
LOW |
11.3638 |
0.618 |
10.9742 |
1.000 |
10.7334 |
1.618 |
10.3438 |
2.618 |
9.7134 |
4.250 |
8.6846 |
|
|
Fisher Pivots for day following 20-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
11.6790 |
11.7771 |
PP |
11.6315 |
11.6969 |
S1 |
11.5839 |
11.6166 |
|