Trading Metrics calculated at close of trading on 12-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2019 |
12-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,458.90 |
1,455.69 |
-3.21 |
-0.2% |
1,514.29 |
High |
1,465.97 |
1,459.65 |
-6.32 |
-0.4% |
1,514.29 |
Low |
1,448.88 |
1,446.68 |
-2.20 |
-0.2% |
1,456.71 |
Close |
1,455.72 |
1,456.34 |
0.62 |
0.0% |
1,458.71 |
Range |
17.09 |
12.97 |
-4.12 |
-24.1% |
57.58 |
ATR |
16.50 |
16.25 |
-0.25 |
-1.5% |
0.00 |
Volume |
6,978 |
7,079 |
101 |
1.4% |
34,750 |
|
Daily Pivots for day following 12-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,493.13 |
1,487.71 |
1,463.47 |
|
R3 |
1,480.16 |
1,474.74 |
1,459.91 |
|
R2 |
1,467.19 |
1,467.19 |
1,458.72 |
|
R1 |
1,461.77 |
1,461.77 |
1,457.53 |
1,464.48 |
PP |
1,454.22 |
1,454.22 |
1,454.22 |
1,455.58 |
S1 |
1,448.80 |
1,448.80 |
1,455.15 |
1,451.51 |
S2 |
1,441.25 |
1,441.25 |
1,453.96 |
|
S3 |
1,428.28 |
1,435.83 |
1,452.77 |
|
S4 |
1,415.31 |
1,422.86 |
1,449.21 |
|
|
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 |
1,492.77 |
1,446.68 |
46.09 |
3.2% |
16.85 |
1.2% |
21% |
False |
True |
6,980 |
10 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
16.51 |
1.1% |
14% |
False |
True |
6,948 |
20 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.11 |
1.0% |
14% |
False |
True |
6,611 |
40 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
17.07 |
1.2% |
11% |
False |
True |
6,583 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
18.42 |
1.3% |
9% |
False |
True |
6,687 |
80 |
1,556.11 |
1,401.30 |
154.81 |
10.6% |
19.00 |
1.3% |
36% |
False |
False |
6,693 |
100 |
1,556.11 |
1,382.10 |
174.01 |
11.9% |
19.32 |
1.3% |
43% |
False |
False |
6,767 |
120 |
1,556.11 |
1,275.26 |
280.85 |
19.3% |
19.35 |
1.3% |
64% |
False |
False |
7,265 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,514.77 |
2.618 |
1,493.61 |
1.618 |
1,480.64 |
1.000 |
1,472.62 |
0.618 |
1,467.67 |
HIGH |
1,459.65 |
0.618 |
1,454.70 |
0.500 |
1,453.17 |
0.382 |
1,451.63 |
LOW |
1,446.68 |
0.618 |
1,438.66 |
1.000 |
1,433.71 |
1.618 |
1,425.69 |
2.618 |
1,412.72 |
4.250 |
1,391.56 |
|
|
Fisher Pivots for day following 12-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,455.28 |
1,459.51 |
PP |
1,454.22 |
1,458.45 |
S1 |
1,453.17 |
1,457.40 |
|