Trading Metrics calculated at close of trading on 14-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2019 |
14-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,456.31 |
1,463.13 |
6.82 |
0.5% |
1,514.29 |
High |
1,466.29 |
1,473.35 |
7.06 |
0.5% |
1,514.29 |
Low |
1,456.06 |
1,461.42 |
5.36 |
0.4% |
1,456.71 |
Close |
1,463.13 |
1,470.89 |
7.76 |
0.5% |
1,458.71 |
Range |
10.23 |
11.93 |
1.70 |
16.6% |
57.58 |
ATR |
15.82 |
15.54 |
-0.28 |
-1.8% |
0.00 |
Volume |
6,806 |
7,035 |
229 |
3.4% |
34,750 |
|
Daily Pivots for day following 14-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,504.34 |
1,499.55 |
1,477.45 |
|
R3 |
1,492.41 |
1,487.62 |
1,474.17 |
|
R2 |
1,480.48 |
1,480.48 |
1,473.08 |
|
R1 |
1,475.69 |
1,475.69 |
1,471.98 |
1,478.09 |
PP |
1,468.55 |
1,468.55 |
1,468.55 |
1,469.75 |
S1 |
1,463.76 |
1,463.76 |
1,469.80 |
1,466.16 |
S2 |
1,456.62 |
1,456.62 |
1,468.70 |
|
S3 |
1,444.69 |
1,451.83 |
1,467.61 |
|
S4 |
1,432.76 |
1,439.90 |
1,464.33 |
|
|
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 |
1,473.35 |
1,446.68 |
26.67 |
1.8% |
13.57 |
0.9% |
91% |
True |
False |
7,009 |
10 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
15.44 |
1.0% |
36% |
False |
False |
6,949 |
20 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.02 |
1.0% |
35% |
False |
False |
6,706 |
40 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
16.70 |
1.1% |
28% |
False |
False |
6,571 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
18.44 |
1.3% |
22% |
False |
False |
6,673 |
80 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
18.88 |
1.3% |
45% |
False |
False |
6,691 |
100 |
1,556.11 |
1,382.10 |
174.01 |
11.8% |
19.24 |
1.3% |
51% |
False |
False |
6,752 |
120 |
1,556.11 |
1,287.90 |
268.21 |
18.2% |
19.28 |
1.3% |
68% |
False |
False |
7,229 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,524.05 |
2.618 |
1,504.58 |
1.618 |
1,492.65 |
1.000 |
1,485.28 |
0.618 |
1,480.72 |
HIGH |
1,473.35 |
0.618 |
1,468.79 |
0.500 |
1,467.39 |
0.382 |
1,465.98 |
LOW |
1,461.42 |
0.618 |
1,454.05 |
1.000 |
1,449.49 |
1.618 |
1,442.12 |
2.618 |
1,430.19 |
4.250 |
1,410.72 |
|
|
Fisher Pivots for day following 14-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,469.72 |
1,467.27 |
PP |
1,468.55 |
1,463.64 |
S1 |
1,467.39 |
1,460.02 |
|