Trading Metrics calculated at close of trading on 07-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2019 |
07-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,502.74 |
27,590.16 |
87.42 |
0.3% |
27,040.33 |
High |
27,526.05 |
27,774.06 |
248.01 |
0.9% |
27,347.43 |
Low |
27,407.81 |
27,590.16 |
182.35 |
0.7% |
26,918.29 |
Close |
27,492.56 |
27,674.80 |
182.24 |
0.7% |
27,347.36 |
Range |
118.24 |
183.90 |
65.66 |
55.5% |
429.14 |
ATR |
220.80 |
225.13 |
4.34 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 07-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,231.37 |
28,136.99 |
27,775.95 |
|
R3 |
28,047.47 |
27,953.09 |
27,725.37 |
|
R2 |
27,863.57 |
27,863.57 |
27,708.52 |
|
R1 |
27,769.19 |
27,769.19 |
27,691.66 |
27,816.38 |
PP |
27,679.67 |
27,679.67 |
27,679.67 |
27,703.27 |
S1 |
27,585.29 |
27,585.29 |
27,657.94 |
27,632.48 |
S2 |
27,495.77 |
27,495.77 |
27,641.09 |
|
S3 |
27,311.87 |
27,401.39 |
27,624.23 |
|
S4 |
27,127.97 |
27,217.49 |
27,573.66 |
|
|
Weekly Pivots for week ending 01-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,491.78 |
28,348.71 |
27,583.39 |
|
R3 |
28,062.64 |
27,919.57 |
27,465.37 |
|
R2 |
27,633.50 |
27,633.50 |
27,426.04 |
|
R1 |
27,490.43 |
27,490.43 |
27,386.70 |
27,561.97 |
PP |
27,204.36 |
27,204.36 |
27,204.36 |
27,240.13 |
S1 |
27,061.29 |
27,061.29 |
27,308.02 |
27,132.83 |
S2 |
26,775.22 |
26,775.22 |
27,268.68 |
|
S3 |
26,346.08 |
26,632.15 |
27,229.35 |
|
S4 |
25,916.94 |
26,203.01 |
27,111.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
27,774.06 |
27,142.95 |
631.11 |
2.3% |
145.38 |
0.5% |
84% |
True |
False |
|
10 |
27,774.06 |
26,765.68 |
1,008.38 |
3.6% |
169.67 |
0.6% |
90% |
True |
False |
|
20 |
27,774.06 |
26,694.20 |
1,079.86 |
3.9% |
179.43 |
0.6% |
91% |
True |
False |
|
40 |
27,774.06 |
25,743.46 |
2,030.60 |
7.3% |
221.25 |
0.8% |
95% |
True |
False |
|
60 |
27,774.06 |
25,339.60 |
2,434.46 |
8.8% |
232.54 |
0.8% |
96% |
True |
False |
|
80 |
27,774.06 |
25,339.60 |
2,434.46 |
8.8% |
258.85 |
0.9% |
96% |
True |
False |
|
100 |
27,774.06 |
25,339.60 |
2,434.46 |
8.8% |
238.74 |
0.9% |
96% |
True |
False |
|
120 |
27,774.06 |
24,680.57 |
3,093.49 |
11.2% |
236.11 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,555.64 |
2.618 |
28,255.51 |
1.618 |
28,071.61 |
1.000 |
27,957.96 |
0.618 |
27,887.71 |
HIGH |
27,774.06 |
0.618 |
27,703.81 |
0.500 |
27,682.11 |
0.382 |
27,660.41 |
LOW |
27,590.16 |
0.618 |
27,476.51 |
1.000 |
27,406.26 |
1.618 |
27,292.61 |
2.618 |
27,108.71 |
4.250 |
26,808.59 |
|
|
Fisher Pivots for day following 07-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,682.11 |
27,646.85 |
PP |
27,679.67 |
27,618.89 |
S1 |
27,677.24 |
27,590.94 |
|