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 |
311.28 |
310.89 |
-0.39 |
-0.1% |
307.42 |
High |
311.85 |
311.01 |
-0.84 |
-0.3% |
311.84 |
Low |
309.06 |
309.39 |
0.33 |
0.1% |
307.27 |
Close |
310.77 |
310.27 |
-0.50 |
-0.2% |
311.79 |
Range |
2.79 |
1.62 |
-1.17 |
-41.9% |
4.57 |
ATR |
2.18 |
2.14 |
-0.04 |
-1.8% |
0.00 |
Volume |
79,696,200 |
54,664,600 |
-25,031,600 |
-31.4% |
251,472,300 |
|
Daily Pivots for day following 21-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
315.08 |
314.30 |
311.16 |
|
R3 |
313.46 |
312.68 |
310.72 |
|
R2 |
311.84 |
311.84 |
310.57 |
|
R1 |
311.06 |
311.06 |
310.42 |
310.64 |
PP |
310.22 |
310.22 |
310.22 |
310.02 |
S1 |
309.44 |
309.44 |
310.12 |
309.02 |
S2 |
308.60 |
308.60 |
309.97 |
|
S3 |
306.98 |
307.82 |
309.82 |
|
S4 |
305.36 |
306.20 |
309.38 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
324.01 |
322.47 |
314.30 |
|
R3 |
319.44 |
317.90 |
313.05 |
|
R2 |
314.87 |
314.87 |
312.63 |
|
R1 |
313.33 |
313.33 |
312.21 |
314.10 |
PP |
310.30 |
310.30 |
310.30 |
310.69 |
S1 |
308.76 |
308.76 |
311.37 |
309.53 |
S2 |
305.73 |
305.73 |
310.95 |
|
S3 |
301.16 |
304.19 |
310.53 |
|
S4 |
296.59 |
299.62 |
309.28 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
312.69 |
309.06 |
3.63 |
1.2% |
1.74 |
0.6% |
33% |
False |
False |
62,864,520 |
10 |
312.69 |
307.03 |
5.66 |
1.8% |
1.72 |
0.6% |
57% |
False |
False |
55,215,760 |
20 |
312.69 |
299.68 |
13.01 |
4.2% |
1.70 |
0.5% |
81% |
False |
False |
53,896,665 |
40 |
312.69 |
284.82 |
27.87 |
9.0% |
2.26 |
0.7% |
91% |
False |
False |
59,455,685 |
60 |
312.69 |
284.82 |
27.87 |
9.0% |
2.34 |
0.8% |
91% |
False |
False |
61,488,568 |
80 |
312.69 |
281.72 |
30.97 |
10.0% |
2.90 |
0.9% |
92% |
False |
False |
70,129,352 |
100 |
312.69 |
281.72 |
30.97 |
10.0% |
2.73 |
0.9% |
92% |
False |
False |
66,053,268 |
120 |
312.69 |
280.32 |
32.37 |
10.4% |
2.63 |
0.8% |
93% |
False |
False |
65,939,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
317.90 |
2.618 |
315.25 |
1.618 |
313.63 |
1.000 |
312.63 |
0.618 |
312.01 |
HIGH |
311.01 |
0.618 |
310.39 |
0.500 |
310.20 |
0.382 |
310.01 |
LOW |
309.39 |
0.618 |
308.39 |
1.000 |
307.77 |
1.618 |
306.77 |
2.618 |
305.15 |
4.250 |
302.51 |
|
|
Fisher Pivots for day following 21-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
310.25 |
310.88 |
PP |
310.22 |
310.67 |
S1 |
310.20 |
310.47 |
|