Trading Metrics calculated at close of trading on 26-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2019 |
26-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,462.53 |
1,454.77 |
-7.76 |
-0.5% |
1,467.60 |
High |
1,462.53 |
1,462.50 |
-0.03 |
0.0% |
1,478.33 |
Low |
1,454.38 |
1,452.18 |
-2.20 |
-0.2% |
1,456.52 |
Close |
1,454.76 |
1,461.15 |
6.39 |
0.4% |
1,461.96 |
Range |
8.15 |
10.32 |
2.17 |
26.6% |
21.81 |
ATR |
13.71 |
13.47 |
-0.24 |
-1.8% |
0.00 |
Volume |
6,888 |
7,016 |
128 |
1.9% |
34,829 |
|
Daily Pivots for day following 26-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,489.57 |
1,485.68 |
1,466.83 |
|
R3 |
1,479.25 |
1,475.36 |
1,463.99 |
|
R2 |
1,468.93 |
1,468.93 |
1,463.04 |
|
R1 |
1,465.04 |
1,465.04 |
1,462.10 |
1,466.99 |
PP |
1,458.61 |
1,458.61 |
1,458.61 |
1,459.58 |
S1 |
1,454.72 |
1,454.72 |
1,460.20 |
1,456.67 |
S2 |
1,448.29 |
1,448.29 |
1,459.26 |
|
S3 |
1,437.97 |
1,444.40 |
1,458.31 |
|
S4 |
1,427.65 |
1,434.08 |
1,455.47 |
|
|
Weekly Pivots for week ending 22-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.03 |
1,518.31 |
1,473.96 |
|
R3 |
1,509.22 |
1,496.50 |
1,467.96 |
|
R2 |
1,487.41 |
1,487.41 |
1,465.96 |
|
R1 |
1,474.69 |
1,474.69 |
1,463.96 |
1,470.15 |
PP |
1,465.60 |
1,465.60 |
1,465.60 |
1,463.33 |
S1 |
1,452.88 |
1,452.88 |
1,459.96 |
1,448.34 |
S2 |
1,443.79 |
1,443.79 |
1,457.96 |
|
S3 |
1,421.98 |
1,431.07 |
1,455.96 |
|
S4 |
1,400.17 |
1,409.26 |
1,449.96 |
|
|
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 |
1,452.18 |
26.15 |
1.8% |
10.68 |
0.7% |
34% |
False |
True |
6,957 |
10 |
1,478.33 |
1,452.18 |
26.15 |
1.8% |
11.04 |
0.8% |
34% |
False |
True |
6,964 |
20 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
13.77 |
0.9% |
21% |
False |
False |
6,956 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.58 |
1.0% |
21% |
False |
False |
6,651 |
60 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
16.83 |
1.2% |
13% |
False |
False |
6,702 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
18.00 |
1.2% |
13% |
False |
False |
6,729 |
100 |
1,556.11 |
1,390.27 |
165.84 |
11.3% |
18.25 |
1.2% |
43% |
False |
False |
6,766 |
120 |
1,556.11 |
1,326.27 |
229.84 |
15.7% |
18.98 |
1.3% |
59% |
False |
False |
7,066 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,506.36 |
2.618 |
1,489.52 |
1.618 |
1,479.20 |
1.000 |
1,472.82 |
0.618 |
1,468.88 |
HIGH |
1,462.50 |
0.618 |
1,458.56 |
0.500 |
1,457.34 |
0.382 |
1,456.12 |
LOW |
1,452.18 |
0.618 |
1,445.80 |
1.000 |
1,441.86 |
1.618 |
1,435.48 |
2.618 |
1,425.16 |
4.250 |
1,408.32 |
|
|
Fisher Pivots for day following 26-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,459.88 |
1,462.22 |
PP |
1,458.61 |
1,461.86 |
S1 |
1,457.34 |
1,461.51 |
|