Trading Metrics calculated at close of trading on 28-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2019 |
28-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
1,461.13 |
1,454.19 |
-6.94 |
-0.5% |
1,467.60 |
High |
1,461.62 |
1,457.68 |
-3.94 |
-0.3% |
1,478.33 |
Low |
1,452.80 |
1,454.19 |
1.39 |
0.1% |
1,456.52 |
Close |
1,454.10 |
1,456.46 |
2.36 |
0.2% |
1,461.96 |
Range |
8.82 |
3.49 |
-5.33 |
-60.4% |
21.81 |
ATR |
13.13 |
12.45 |
-0.68 |
-5.2% |
0.00 |
Volume |
7,155 |
6,086 |
-1,069 |
-14.9% |
34,829 |
|
Daily Pivots for day following 28-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,466.58 |
1,465.01 |
1,458.38 |
|
R3 |
1,463.09 |
1,461.52 |
1,457.42 |
|
R2 |
1,459.60 |
1,459.60 |
1,457.10 |
|
R1 |
1,458.03 |
1,458.03 |
1,456.78 |
1,458.82 |
PP |
1,456.11 |
1,456.11 |
1,456.11 |
1,456.50 |
S1 |
1,454.54 |
1,454.54 |
1,456.14 |
1,455.33 |
S2 |
1,452.62 |
1,452.62 |
1,455.82 |
|
S3 |
1,449.13 |
1,451.05 |
1,455.50 |
|
S4 |
1,445.64 |
1,447.56 |
1,454.54 |
|
|
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 |
1,472.25 |
1,452.18 |
20.07 |
1.4% |
8.26 |
0.6% |
21% |
False |
False |
6,830 |
10 |
1,478.33 |
1,452.18 |
26.15 |
1.8% |
10.06 |
0.7% |
16% |
False |
False |
6,904 |
20 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
12.75 |
0.9% |
14% |
False |
False |
6,927 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
13.66 |
0.9% |
14% |
False |
False |
6,690 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
16.01 |
1.1% |
11% |
False |
False |
6,686 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
17.50 |
1.2% |
9% |
False |
False |
6,731 |
100 |
1,556.11 |
1,400.34 |
155.77 |
10.7% |
17.87 |
1.2% |
36% |
False |
False |
6,758 |
120 |
1,556.11 |
1,333.07 |
223.04 |
15.3% |
18.90 |
1.3% |
55% |
False |
False |
7,018 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,472.51 |
2.618 |
1,466.82 |
1.618 |
1,463.33 |
1.000 |
1,461.17 |
0.618 |
1,459.84 |
HIGH |
1,457.68 |
0.618 |
1,456.35 |
0.500 |
1,455.94 |
0.382 |
1,455.52 |
LOW |
1,454.19 |
0.618 |
1,452.03 |
1.000 |
1,450.70 |
1.618 |
1,448.54 |
2.618 |
1,445.05 |
4.250 |
1,439.36 |
|
|
Fisher Pivots for day following 28-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
1,456.29 |
1,457.34 |
PP |
1,456.11 |
1,457.05 |
S1 |
1,455.94 |
1,456.75 |
|