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 |
8,315.55 |
8,273.95 |
-41.60 |
-0.5% |
8,212.37 |
High |
8,339.26 |
8,282.33 |
-56.93 |
-0.7% |
8,315.90 |
Low |
8,226.25 |
8,242.22 |
15.97 |
0.2% |
8,202.36 |
Close |
8,283.75 |
8,265.62 |
-18.13 |
-0.2% |
8,315.52 |
Range |
113.01 |
40.11 |
-72.90 |
-64.5% |
113.54 |
ATR |
73.57 |
71.28 |
-2.29 |
-3.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 21-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,383.72 |
8,364.78 |
8,287.68 |
|
R3 |
8,343.61 |
8,324.67 |
8,276.65 |
|
R2 |
8,303.50 |
8,303.50 |
8,272.97 |
|
R1 |
8,284.56 |
8,284.56 |
8,269.30 |
8,273.98 |
PP |
8,263.39 |
8,263.39 |
8,263.39 |
8,258.10 |
S1 |
8,244.45 |
8,244.45 |
8,261.94 |
8,233.87 |
S2 |
8,223.28 |
8,223.28 |
8,258.27 |
|
S3 |
8,183.17 |
8,204.34 |
8,254.59 |
|
S4 |
8,143.06 |
8,164.23 |
8,243.56 |
|
|
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 |
8,226.25 |
131.55 |
1.6% |
60.01 |
0.7% |
30% |
False |
False |
|
10 |
8,357.80 |
8,187.64 |
170.16 |
2.1% |
56.07 |
0.7% |
46% |
False |
False |
|
20 |
8,357.80 |
7,926.60 |
431.20 |
5.2% |
57.86 |
0.7% |
79% |
False |
False |
|
40 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
73.39 |
0.9% |
90% |
False |
False |
|
60 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
76.42 |
0.9% |
90% |
False |
False |
|
80 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
89.06 |
1.1% |
91% |
False |
False |
|
100 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
85.27 |
1.0% |
91% |
False |
False |
|
120 |
8,357.80 |
7,146.43 |
1,211.37 |
14.7% |
83.54 |
1.0% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,452.80 |
2.618 |
8,387.34 |
1.618 |
8,347.23 |
1.000 |
8,322.44 |
0.618 |
8,307.12 |
HIGH |
8,282.33 |
0.618 |
8,267.01 |
0.500 |
8,262.28 |
0.382 |
8,257.54 |
LOW |
8,242.22 |
0.618 |
8,217.43 |
1.000 |
8,202.11 |
1.618 |
8,177.32 |
2.618 |
8,137.21 |
4.250 |
8,071.75 |
|
|
Fisher Pivots for day following 21-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,264.51 |
8,292.03 |
PP |
8,263.39 |
8,283.22 |
S1 |
8,262.28 |
8,274.42 |
|