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 |
8,357.43 |
8,315.55 |
-41.88 |
-0.5% |
8,212.37 |
High |
8,357.80 |
8,339.26 |
-18.54 |
-0.2% |
8,315.90 |
Low |
8,308.28 |
8,226.25 |
-82.03 |
-1.0% |
8,202.36 |
Close |
8,338.74 |
8,283.75 |
-54.99 |
-0.7% |
8,315.52 |
Range |
49.52 |
113.01 |
63.49 |
128.2% |
113.54 |
ATR |
70.53 |
73.57 |
3.03 |
4.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,622.12 |
8,565.94 |
8,345.91 |
|
R3 |
8,509.11 |
8,452.93 |
8,314.83 |
|
R2 |
8,396.10 |
8,396.10 |
8,304.47 |
|
R1 |
8,339.92 |
8,339.92 |
8,294.11 |
8,311.51 |
PP |
8,283.09 |
8,283.09 |
8,283.09 |
8,268.88 |
S1 |
8,226.91 |
8,226.91 |
8,273.39 |
8,198.50 |
S2 |
8,170.08 |
8,170.08 |
8,263.03 |
|
S3 |
8,057.07 |
8,113.90 |
8,252.67 |
|
S4 |
7,944.06 |
8,000.89 |
8,221.59 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,618.55 |
8,580.57 |
8,377.97 |
|
R3 |
8,505.01 |
8,467.03 |
8,346.74 |
|
R2 |
8,391.47 |
8,391.47 |
8,336.34 |
|
R1 |
8,353.49 |
8,353.49 |
8,325.93 |
8,372.48 |
PP |
8,277.93 |
8,277.93 |
8,277.93 |
8,287.42 |
S1 |
8,239.95 |
8,239.95 |
8,305.11 |
8,258.94 |
S2 |
8,164.39 |
8,164.39 |
8,294.70 |
|
S3 |
8,050.85 |
8,126.41 |
8,284.30 |
|
S4 |
7,937.31 |
8,012.87 |
8,253.07 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,357.80 |
8,212.59 |
145.21 |
1.8% |
62.46 |
0.8% |
49% |
False |
False |
|
10 |
8,357.80 |
8,187.64 |
170.16 |
2.1% |
59.35 |
0.7% |
56% |
False |
False |
|
20 |
8,357.80 |
7,912.72 |
445.08 |
5.4% |
58.70 |
0.7% |
83% |
False |
False |
|
40 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
74.37 |
0.9% |
92% |
False |
False |
|
60 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
77.39 |
0.9% |
92% |
False |
False |
|
80 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
91.12 |
1.1% |
93% |
False |
False |
|
100 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
85.41 |
1.0% |
93% |
False |
False |
|
120 |
8,357.80 |
7,023.09 |
1,334.71 |
16.1% |
84.43 |
1.0% |
94% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,819.55 |
2.618 |
8,635.12 |
1.618 |
8,522.11 |
1.000 |
8,452.27 |
0.618 |
8,409.10 |
HIGH |
8,339.26 |
0.618 |
8,296.09 |
0.500 |
8,282.76 |
0.382 |
8,269.42 |
LOW |
8,226.25 |
0.618 |
8,156.41 |
1.000 |
8,113.24 |
1.618 |
8,043.40 |
2.618 |
7,930.39 |
4.250 |
7,745.96 |
|
|
Fisher Pivots for day following 20-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,283.42 |
8,292.03 |
PP |
8,283.09 |
8,289.27 |
S1 |
8,282.76 |
8,286.51 |
|