Trading Metrics calculated at close of trading on 21-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2019 |
21-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,472.32 |
1,471.06 |
-1.26 |
-0.1% |
1,458.90 |
High |
1,478.33 |
1,475.24 |
-3.09 |
-0.2% |
1,473.35 |
Low |
1,466.26 |
1,462.90 |
-3.36 |
-0.2% |
1,446.68 |
Close |
1,471.04 |
1,464.26 |
-6.78 |
-0.5% |
1,467.46 |
Range |
12.07 |
12.34 |
0.27 |
2.2% |
26.67 |
ATR |
14.57 |
14.41 |
-0.16 |
-1.1% |
0.00 |
Volume |
6,961 |
6,915 |
-46 |
-0.7% |
34,973 |
|
Daily Pivots for day following 21-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,504.49 |
1,496.71 |
1,471.05 |
|
R3 |
1,492.15 |
1,484.37 |
1,467.65 |
|
R2 |
1,479.81 |
1,479.81 |
1,466.52 |
|
R1 |
1,472.03 |
1,472.03 |
1,465.39 |
1,469.75 |
PP |
1,467.47 |
1,467.47 |
1,467.47 |
1,466.33 |
S1 |
1,459.69 |
1,459.69 |
1,463.13 |
1,457.41 |
S2 |
1,455.13 |
1,455.13 |
1,462.00 |
|
S3 |
1,442.79 |
1,447.35 |
1,460.87 |
|
S4 |
1,430.45 |
1,435.01 |
1,457.47 |
|
|
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% |
11.85 |
0.8% |
35% |
False |
False |
6,979 |
10 |
1,478.33 |
1,446.68 |
31.65 |
2.2% |
12.71 |
0.9% |
56% |
False |
False |
6,994 |
20 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.46 |
1.0% |
25% |
False |
False |
6,910 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
15.89 |
1.1% |
25% |
False |
False |
6,563 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
17.22 |
1.2% |
16% |
False |
False |
6,681 |
80 |
1,556.11 |
1,430.52 |
125.59 |
8.6% |
18.46 |
1.3% |
27% |
False |
False |
6,709 |
100 |
1,556.11 |
1,386.42 |
169.69 |
11.6% |
18.61 |
1.3% |
46% |
False |
False |
6,768 |
120 |
1,556.11 |
1,320.05 |
236.06 |
16.1% |
19.10 |
1.3% |
61% |
False |
False |
7,126 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,527.69 |
2.618 |
1,507.55 |
1.618 |
1,495.21 |
1.000 |
1,487.58 |
0.618 |
1,482.87 |
HIGH |
1,475.24 |
0.618 |
1,470.53 |
0.500 |
1,469.07 |
0.382 |
1,467.61 |
LOW |
1,462.90 |
0.618 |
1,455.27 |
1.000 |
1,450.56 |
1.618 |
1,442.93 |
2.618 |
1,430.59 |
4.250 |
1,410.46 |
|
|
Fisher Pivots for day following 21-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,469.07 |
1,470.62 |
PP |
1,467.47 |
1,468.50 |
S1 |
1,465.86 |
1,466.38 |
|