Trading Metrics calculated at close of trading on 15-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2019 |
15-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,757.20 |
27,843.54 |
86.34 |
0.3% |
27,580.66 |
High |
27,800.71 |
28,004.89 |
204.18 |
0.7% |
28,004.89 |
Low |
27,676.97 |
27,843.54 |
166.57 |
0.6% |
27,517.67 |
Close |
27,781.96 |
28,004.89 |
222.93 |
0.8% |
28,004.89 |
Range |
123.74 |
161.35 |
37.61 |
30.4% |
487.22 |
ATR |
204.55 |
205.86 |
1.31 |
0.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,435.16 |
28,381.37 |
28,093.63 |
|
R3 |
28,273.81 |
28,220.02 |
28,049.26 |
|
R2 |
28,112.46 |
28,112.46 |
28,034.47 |
|
R1 |
28,058.67 |
28,058.67 |
28,019.68 |
28,085.57 |
PP |
27,951.11 |
27,951.11 |
27,951.11 |
27,964.55 |
S1 |
27,897.32 |
27,897.32 |
27,990.10 |
27,924.22 |
S2 |
27,789.76 |
27,789.76 |
27,975.31 |
|
S3 |
27,628.41 |
27,735.97 |
27,960.52 |
|
S4 |
27,467.06 |
27,574.62 |
27,916.15 |
|
|
Weekly Pivots for week ending 15-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,304.14 |
29,141.74 |
28,272.86 |
|
R3 |
28,816.92 |
28,654.52 |
28,138.88 |
|
R2 |
28,329.70 |
28,329.70 |
28,094.21 |
|
R1 |
28,167.30 |
28,167.30 |
28,049.55 |
28,248.50 |
PP |
27,842.48 |
27,842.48 |
27,842.48 |
27,883.09 |
S1 |
27,680.08 |
27,680.08 |
27,960.23 |
27,761.28 |
S2 |
27,355.26 |
27,355.26 |
27,915.57 |
|
S3 |
26,868.04 |
27,192.86 |
27,870.90 |
|
S4 |
26,380.82 |
26,705.64 |
27,736.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,004.89 |
27,517.67 |
487.22 |
1.7% |
167.31 |
0.6% |
100% |
True |
False |
|
10 |
28,004.89 |
27,402.06 |
602.83 |
2.2% |
147.48 |
0.5% |
100% |
True |
False |
|
20 |
28,004.89 |
26,714.34 |
1,290.55 |
4.6% |
164.10 |
0.6% |
100% |
True |
False |
|
40 |
28,004.89 |
25,743.46 |
2,261.43 |
8.1% |
217.90 |
0.8% |
100% |
True |
False |
|
60 |
28,004.89 |
25,507.18 |
2,497.71 |
8.9% |
225.44 |
0.8% |
100% |
True |
False |
|
80 |
28,004.89 |
25,339.60 |
2,665.29 |
9.5% |
257.83 |
0.9% |
100% |
True |
False |
|
100 |
28,004.89 |
25,339.60 |
2,665.29 |
9.5% |
237.80 |
0.8% |
100% |
True |
False |
|
120 |
28,004.89 |
24,680.57 |
3,324.32 |
11.9% |
232.29 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,690.63 |
2.618 |
28,427.30 |
1.618 |
28,265.95 |
1.000 |
28,166.24 |
0.618 |
28,104.60 |
HIGH |
28,004.89 |
0.618 |
27,943.25 |
0.500 |
27,924.22 |
0.382 |
27,905.18 |
LOW |
27,843.54 |
0.618 |
27,743.83 |
1.000 |
27,682.19 |
1.618 |
27,582.48 |
2.618 |
27,421.13 |
4.250 |
27,157.80 |
|
|
Fisher Pivots for day following 15-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,978.00 |
27,935.28 |
PP |
27,951.11 |
27,865.66 |
S1 |
27,924.22 |
27,796.05 |
|