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 |
1,470.99 |
1,472.32 |
1.33 |
0.1% |
1,458.90 |
High |
1,474.85 |
1,478.33 |
3.48 |
0.2% |
1,473.35 |
Low |
1,465.18 |
1,466.26 |
1.08 |
0.1% |
1,446.68 |
Close |
1,472.33 |
1,471.04 |
-1.29 |
-0.1% |
1,467.46 |
Range |
9.67 |
12.07 |
2.40 |
24.8% |
26.67 |
ATR |
14.77 |
14.57 |
-0.19 |
-1.3% |
0.00 |
Volume |
7,107 |
6,961 |
-146 |
-2.1% |
34,973 |
|
Daily Pivots for day following 20-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,508.09 |
1,501.63 |
1,477.68 |
|
R3 |
1,496.02 |
1,489.56 |
1,474.36 |
|
R2 |
1,483.95 |
1,483.95 |
1,473.25 |
|
R1 |
1,477.49 |
1,477.49 |
1,472.15 |
1,474.69 |
PP |
1,471.88 |
1,471.88 |
1,471.88 |
1,470.47 |
S1 |
1,465.42 |
1,465.42 |
1,469.93 |
1,462.62 |
S2 |
1,459.81 |
1,459.81 |
1,468.83 |
|
S3 |
1,447.74 |
1,453.35 |
1,467.72 |
|
S4 |
1,435.67 |
1,441.28 |
1,464.40 |
|
|
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 |
1,478.33 |
1,456.52 |
21.81 |
1.5% |
11.77 |
0.8% |
67% |
True |
False |
7,003 |
10 |
1,491.81 |
1,446.68 |
45.13 |
3.1% |
14.36 |
1.0% |
54% |
False |
False |
6,966 |
20 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.61 |
1.0% |
35% |
False |
False |
6,887 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
15.80 |
1.1% |
35% |
False |
False |
6,569 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
17.49 |
1.2% |
22% |
False |
False |
6,684 |
80 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
18.85 |
1.3% |
45% |
False |
False |
6,701 |
100 |
1,556.11 |
1,386.42 |
169.69 |
11.5% |
18.61 |
1.3% |
50% |
False |
False |
6,759 |
120 |
1,556.11 |
1,320.05 |
236.06 |
16.0% |
19.10 |
1.3% |
64% |
False |
False |
7,148 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,529.63 |
2.618 |
1,509.93 |
1.618 |
1,497.86 |
1.000 |
1,490.40 |
0.618 |
1,485.79 |
HIGH |
1,478.33 |
0.618 |
1,473.72 |
0.500 |
1,472.30 |
0.382 |
1,470.87 |
LOW |
1,466.26 |
0.618 |
1,458.80 |
1.000 |
1,454.19 |
1.618 |
1,446.73 |
2.618 |
1,434.66 |
4.250 |
1,414.96 |
|
|
Fisher Pivots for day following 20-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,472.30 |
1,469.84 |
PP |
1,471.88 |
1,468.63 |
S1 |
1,471.46 |
1,467.43 |
|