Trading Metrics calculated at close of trading on 12-Nov-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2019 |
12-Nov-2019 |
Change |
Change % |
Previous Week |
Open |
27,580.66 |
27,701.59 |
120.93 |
0.4% |
27,402.06 |
High |
27,714.39 |
27,770.86 |
56.47 |
0.2% |
27,774.06 |
Low |
27,517.67 |
27,635.32 |
117.65 |
0.4% |
27,402.06 |
Close |
27,691.49 |
27,691.49 |
0.00 |
0.0% |
27,681.24 |
Range |
196.72 |
135.54 |
-61.18 |
-31.1% |
372.00 |
ATR |
215.86 |
210.12 |
-5.74 |
-2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 12-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,105.84 |
28,034.21 |
27,766.04 |
|
R3 |
27,970.30 |
27,898.67 |
27,728.76 |
|
R2 |
27,834.76 |
27,834.76 |
27,716.34 |
|
R1 |
27,763.13 |
27,763.13 |
27,703.91 |
27,731.18 |
PP |
27,699.22 |
27,699.22 |
27,699.22 |
27,683.25 |
S1 |
27,627.59 |
27,627.59 |
27,679.07 |
27,595.64 |
S2 |
27,563.68 |
27,563.68 |
27,666.64 |
|
S3 |
27,428.14 |
27,492.05 |
27,654.22 |
|
S4 |
27,292.60 |
27,356.51 |
27,616.94 |
|
|
Weekly Pivots for week ending 08-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,735.12 |
28,580.18 |
27,885.84 |
|
R3 |
28,363.12 |
28,208.18 |
27,783.54 |
|
R2 |
27,991.12 |
27,991.12 |
27,749.44 |
|
R1 |
27,836.18 |
27,836.18 |
27,715.34 |
27,913.65 |
PP |
27,619.12 |
27,619.12 |
27,619.12 |
27,657.86 |
S1 |
27,464.18 |
27,464.18 |
27,647.14 |
27,541.65 |
S2 |
27,247.12 |
27,247.12 |
27,613.04 |
|
S3 |
26,875.12 |
27,092.18 |
27,578.94 |
|
S4 |
26,503.12 |
26,720.18 |
27,476.64 |
|
|
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 |
27,407.81 |
366.25 |
1.3% |
150.05 |
0.5% |
77% |
False |
False |
|
10 |
27,774.06 |
26,918.29 |
855.77 |
3.1% |
162.98 |
0.6% |
90% |
False |
False |
|
20 |
27,774.06 |
26,714.34 |
1,059.72 |
3.8% |
164.14 |
0.6% |
92% |
False |
False |
|
40 |
27,774.06 |
25,743.46 |
2,030.60 |
7.3% |
223.76 |
0.8% |
96% |
False |
False |
|
60 |
27,774.06 |
25,507.18 |
2,266.88 |
8.2% |
227.44 |
0.8% |
96% |
False |
False |
|
80 |
27,774.06 |
25,339.60 |
2,434.46 |
8.8% |
257.77 |
0.9% |
97% |
False |
False |
|
100 |
27,774.06 |
25,339.60 |
2,434.46 |
8.8% |
237.08 |
0.9% |
97% |
False |
False |
|
120 |
27,774.06 |
24,680.57 |
3,093.49 |
11.2% |
235.09 |
0.8% |
97% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,346.91 |
2.618 |
28,125.70 |
1.618 |
27,990.16 |
1.000 |
27,906.40 |
0.618 |
27,854.62 |
HIGH |
27,770.86 |
0.618 |
27,719.08 |
0.500 |
27,703.09 |
0.382 |
27,687.10 |
LOW |
27,635.32 |
0.618 |
27,551.56 |
1.000 |
27,499.78 |
1.618 |
27,416.02 |
2.618 |
27,280.48 |
4.250 |
27,059.28 |
|
|
Fisher Pivots for day following 12-Nov-2019 |
Pivot |
1 day |
3 day |
R1 |
27,703.09 |
27,675.75 |
PP |
27,699.22 |
27,660.01 |
S1 |
27,695.36 |
27,644.27 |
|