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 |
1,468.30 |
1,458.90 |
-9.40 |
-0.6% |
1,514.29 |
High |
1,472.34 |
1,465.97 |
-6.37 |
-0.4% |
1,514.29 |
Low |
1,456.71 |
1,448.88 |
-7.83 |
-0.5% |
1,456.71 |
Close |
1,458.71 |
1,455.72 |
-2.99 |
-0.2% |
1,458.71 |
Range |
15.63 |
17.09 |
1.46 |
9.3% |
57.58 |
ATR |
16.46 |
16.50 |
0.05 |
0.3% |
0.00 |
Volume |
7,151 |
6,978 |
-173 |
-2.4% |
34,750 |
|
Daily Pivots for day following 11-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.13 |
1,499.01 |
1,465.12 |
|
R3 |
1,491.04 |
1,481.92 |
1,460.42 |
|
R2 |
1,473.95 |
1,473.95 |
1,458.85 |
|
R1 |
1,464.83 |
1,464.83 |
1,457.29 |
1,460.85 |
PP |
1,456.86 |
1,456.86 |
1,456.86 |
1,454.86 |
S1 |
1,447.74 |
1,447.74 |
1,454.15 |
1,443.76 |
S2 |
1,439.77 |
1,439.77 |
1,452.59 |
|
S3 |
1,422.68 |
1,430.65 |
1,451.02 |
|
S4 |
1,405.59 |
1,413.56 |
1,446.32 |
|
|
Weekly Pivots for week ending 08-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,649.31 |
1,611.59 |
1,490.38 |
|
R3 |
1,591.73 |
1,554.01 |
1,474.54 |
|
R2 |
1,534.15 |
1,534.15 |
1,469.27 |
|
R1 |
1,496.43 |
1,496.43 |
1,463.99 |
1,486.50 |
PP |
1,476.57 |
1,476.57 |
1,476.57 |
1,471.61 |
S1 |
1,438.85 |
1,438.85 |
1,453.43 |
1,428.92 |
S2 |
1,418.99 |
1,418.99 |
1,448.15 |
|
S3 |
1,361.41 |
1,381.27 |
1,442.88 |
|
S4 |
1,303.83 |
1,323.69 |
1,427.04 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,509.47 |
1,448.88 |
60.59 |
4.2% |
20.03 |
1.4% |
11% |
False |
True |
6,954 |
10 |
1,514.29 |
1,448.88 |
65.41 |
4.5% |
16.19 |
1.1% |
10% |
False |
True |
6,937 |
20 |
1,516.65 |
1,448.88 |
67.77 |
4.7% |
14.37 |
1.0% |
10% |
False |
True |
6,533 |
40 |
1,534.62 |
1,448.88 |
85.74 |
5.9% |
17.07 |
1.2% |
8% |
False |
True |
6,583 |
60 |
1,556.11 |
1,448.88 |
107.23 |
7.4% |
18.43 |
1.3% |
6% |
False |
True |
6,696 |
80 |
1,556.11 |
1,401.30 |
154.81 |
10.6% |
19.00 |
1.3% |
35% |
False |
False |
6,696 |
100 |
1,556.11 |
1,382.10 |
174.01 |
12.0% |
19.45 |
1.3% |
42% |
False |
False |
6,808 |
120 |
1,556.11 |
1,275.26 |
280.85 |
19.3% |
19.38 |
1.3% |
64% |
False |
False |
7,282 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,538.60 |
2.618 |
1,510.71 |
1.618 |
1,493.62 |
1.000 |
1,483.06 |
0.618 |
1,476.53 |
HIGH |
1,465.97 |
0.618 |
1,459.44 |
0.500 |
1,457.43 |
0.382 |
1,455.41 |
LOW |
1,448.88 |
0.618 |
1,438.32 |
1.000 |
1,431.79 |
1.618 |
1,421.23 |
2.618 |
1,404.14 |
4.250 |
1,376.25 |
|
|
Fisher Pivots for day following 11-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,457.43 |
1,470.35 |
PP |
1,456.86 |
1,465.47 |
S1 |
1,456.29 |
1,460.60 |
|