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 |
8,374.26 |
8,407.23 |
32.97 |
0.4% |
8,303.22 |
High |
8,398.04 |
8,445.61 |
47.57 |
0.6% |
8,357.80 |
Low |
8,364.11 |
8,399.63 |
35.52 |
0.4% |
8,226.25 |
Close |
8,385.75 |
8,444.71 |
58.96 |
0.7% |
8,272.05 |
Range |
33.93 |
45.98 |
12.05 |
35.5% |
131.55 |
ATR |
70.03 |
69.31 |
-0.73 |
-1.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,567.92 |
8,552.30 |
8,470.00 |
|
R3 |
8,521.94 |
8,506.32 |
8,457.35 |
|
R2 |
8,475.96 |
8,475.96 |
8,453.14 |
|
R1 |
8,460.34 |
8,460.34 |
8,448.92 |
8,468.15 |
PP |
8,429.98 |
8,429.98 |
8,429.98 |
8,433.89 |
S1 |
8,414.36 |
8,414.36 |
8,440.50 |
8,422.17 |
S2 |
8,384.00 |
8,384.00 |
8,436.28 |
|
S3 |
8,338.02 |
8,368.38 |
8,432.07 |
|
S4 |
8,292.04 |
8,322.40 |
8,419.42 |
|
|
Weekly Pivots for week ending 22-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,680.02 |
8,607.58 |
8,344.40 |
|
R3 |
8,548.47 |
8,476.03 |
8,308.23 |
|
R2 |
8,416.92 |
8,416.92 |
8,296.17 |
|
R1 |
8,344.48 |
8,344.48 |
8,284.11 |
8,314.93 |
PP |
8,285.37 |
8,285.37 |
8,285.37 |
8,270.59 |
S1 |
8,212.93 |
8,212.93 |
8,259.99 |
8,183.38 |
S2 |
8,153.82 |
8,153.82 |
8,247.93 |
|
S3 |
8,022.27 |
8,081.38 |
8,235.87 |
|
S4 |
7,890.72 |
7,949.83 |
8,199.70 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,445.61 |
8,229.49 |
216.12 |
2.6% |
49.18 |
0.6% |
100% |
True |
False |
|
10 |
8,445.61 |
8,212.59 |
233.02 |
2.8% |
55.82 |
0.7% |
100% |
True |
False |
|
20 |
8,445.61 |
8,041.65 |
403.96 |
4.8% |
53.72 |
0.6% |
100% |
True |
False |
|
40 |
8,445.61 |
7,463.57 |
982.04 |
11.6% |
66.13 |
0.8% |
100% |
True |
False |
|
60 |
8,445.61 |
7,463.57 |
982.04 |
11.6% |
74.51 |
0.9% |
100% |
True |
False |
|
80 |
8,445.61 |
7,386.76 |
1,058.85 |
12.5% |
83.84 |
1.0% |
100% |
True |
False |
|
100 |
8,445.61 |
7,356.27 |
1,089.34 |
12.9% |
84.84 |
1.0% |
100% |
True |
False |
|
120 |
8,445.61 |
7,356.27 |
1,089.34 |
12.9% |
81.73 |
1.0% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,641.03 |
2.618 |
8,565.99 |
1.618 |
8,520.01 |
1.000 |
8,491.59 |
0.618 |
8,474.03 |
HIGH |
8,445.61 |
0.618 |
8,428.05 |
0.500 |
8,422.62 |
0.382 |
8,417.19 |
LOW |
8,399.63 |
0.618 |
8,371.21 |
1.000 |
8,353.65 |
1.618 |
8,325.23 |
2.618 |
8,279.25 |
4.250 |
8,204.22 |
|
|
Fisher Pivots for day following 27-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
8,437.35 |
8,422.33 |
PP |
8,429.98 |
8,399.96 |
S1 |
8,422.62 |
8,377.58 |
|