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 |
1,463.13 |
1,470.99 |
7.86 |
0.5% |
1,458.90 |
High |
1,473.35 |
1,471.15 |
-2.20 |
-0.1% |
1,473.35 |
Low |
1,461.42 |
1,462.78 |
1.36 |
0.1% |
1,446.68 |
Close |
1,470.89 |
1,467.46 |
-3.43 |
-0.2% |
1,467.46 |
Range |
11.93 |
8.37 |
-3.56 |
-29.8% |
26.67 |
ATR |
15.54 |
15.03 |
-0.51 |
-3.3% |
0.00 |
Volume |
7,035 |
7,075 |
40 |
0.6% |
34,973 |
|
Daily Pivots for day following 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,492.24 |
1,488.22 |
1,472.06 |
|
R3 |
1,483.87 |
1,479.85 |
1,469.76 |
|
R2 |
1,475.50 |
1,475.50 |
1,468.99 |
|
R1 |
1,471.48 |
1,471.48 |
1,468.23 |
1,469.31 |
PP |
1,467.13 |
1,467.13 |
1,467.13 |
1,466.04 |
S1 |
1,463.11 |
1,463.11 |
1,466.69 |
1,460.94 |
S2 |
1,458.76 |
1,458.76 |
1,465.93 |
|
S3 |
1,450.39 |
1,454.74 |
1,465.16 |
|
S4 |
1,442.02 |
1,446.37 |
1,462.86 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,542.51 |
1,531.65 |
1,482.13 |
|
R3 |
1,515.84 |
1,504.98 |
1,474.79 |
|
R2 |
1,489.17 |
1,489.17 |
1,472.35 |
|
R1 |
1,478.31 |
1,478.31 |
1,469.90 |
1,483.74 |
PP |
1,462.50 |
1,462.50 |
1,462.50 |
1,465.21 |
S1 |
1,451.64 |
1,451.64 |
1,465.02 |
1,457.07 |
S2 |
1,435.83 |
1,435.83 |
1,462.57 |
|
S3 |
1,409.16 |
1,424.97 |
1,460.13 |
|
S4 |
1,382.49 |
1,398.30 |
1,452.79 |
|
|
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% |
12.12 |
0.8% |
78% |
False |
False |
6,994 |
10 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
15.30 |
1.0% |
31% |
False |
False |
6,972 |
20 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.03 |
1.0% |
30% |
False |
False |
6,772 |
40 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
16.44 |
1.1% |
24% |
False |
False |
6,565 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
17.80 |
1.2% |
19% |
False |
False |
6,681 |
80 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
18.86 |
1.3% |
43% |
False |
False |
6,691 |
100 |
1,556.11 |
1,382.10 |
174.01 |
11.9% |
19.16 |
1.3% |
49% |
False |
False |
6,753 |
120 |
1,556.11 |
1,305.37 |
250.74 |
17.1% |
19.19 |
1.3% |
65% |
False |
False |
7,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.72 |
2.618 |
1,493.06 |
1.618 |
1,484.69 |
1.000 |
1,479.52 |
0.618 |
1,476.32 |
HIGH |
1,471.15 |
0.618 |
1,467.95 |
0.500 |
1,466.97 |
0.382 |
1,465.98 |
LOW |
1,462.78 |
0.618 |
1,457.61 |
1.000 |
1,454.41 |
1.618 |
1,449.24 |
2.618 |
1,440.87 |
4.250 |
1,427.21 |
|
|
Fisher Pivots for day following 15-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,467.30 |
1,466.54 |
PP |
1,467.13 |
1,465.62 |
S1 |
1,466.97 |
1,464.71 |
|