Trading Metrics calculated at close of trading on 27-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2019 |
27-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,454.77 |
1,461.13 |
6.36 |
0.4% |
1,467.60 |
High |
1,462.50 |
1,461.62 |
-0.88 |
-0.1% |
1,478.33 |
Low |
1,452.18 |
1,452.80 |
0.62 |
0.0% |
1,456.52 |
Close |
1,461.15 |
1,454.10 |
-7.05 |
-0.5% |
1,461.96 |
Range |
10.32 |
8.82 |
-1.50 |
-14.5% |
21.81 |
ATR |
13.47 |
13.13 |
-0.33 |
-2.5% |
0.00 |
Volume |
7,016 |
7,155 |
139 |
2.0% |
34,829 |
|
Daily Pivots for day following 27-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,482.63 |
1,477.19 |
1,458.95 |
|
R3 |
1,473.81 |
1,468.37 |
1,456.53 |
|
R2 |
1,464.99 |
1,464.99 |
1,455.72 |
|
R1 |
1,459.55 |
1,459.55 |
1,454.91 |
1,457.86 |
PP |
1,456.17 |
1,456.17 |
1,456.17 |
1,455.33 |
S1 |
1,450.73 |
1,450.73 |
1,453.29 |
1,449.04 |
S2 |
1,447.35 |
1,447.35 |
1,452.48 |
|
S3 |
1,438.53 |
1,441.91 |
1,451.67 |
|
S4 |
1,429.71 |
1,433.09 |
1,449.25 |
|
|
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 |
1,475.24 |
1,452.18 |
23.06 |
1.6% |
10.03 |
0.7% |
8% |
False |
False |
6,995 |
10 |
1,478.33 |
1,452.18 |
26.15 |
1.8% |
10.90 |
0.7% |
7% |
False |
False |
6,999 |
20 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
13.55 |
0.9% |
11% |
False |
False |
6,970 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
14.06 |
1.0% |
11% |
False |
False |
6,701 |
60 |
1,552.61 |
1,446.68 |
105.93 |
7.3% |
16.61 |
1.1% |
7% |
False |
False |
6,703 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
17.66 |
1.2% |
7% |
False |
False |
6,740 |
100 |
1,556.11 |
1,400.34 |
155.77 |
10.7% |
18.05 |
1.2% |
35% |
False |
False |
6,768 |
120 |
1,556.11 |
1,332.56 |
223.55 |
15.4% |
18.95 |
1.3% |
54% |
False |
False |
7,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,499.11 |
2.618 |
1,484.71 |
1.618 |
1,475.89 |
1.000 |
1,470.44 |
0.618 |
1,467.07 |
HIGH |
1,461.62 |
0.618 |
1,458.25 |
0.500 |
1,457.21 |
0.382 |
1,456.17 |
LOW |
1,452.80 |
0.618 |
1,447.35 |
1.000 |
1,443.98 |
1.618 |
1,438.53 |
2.618 |
1,429.71 |
4.250 |
1,415.32 |
|
|
Fisher Pivots for day following 27-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,457.21 |
1,457.36 |
PP |
1,456.17 |
1,456.27 |
S1 |
1,455.14 |
1,455.19 |
|