| Trading Metrics calculated at close of trading on 22-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2019 |
22-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
8,273.95 |
8,287.25 |
13.30 |
0.2% |
8,303.22 |
| High |
8,282.33 |
8,292.11 |
9.78 |
0.1% |
8,357.80 |
| Low |
8,242.22 |
8,229.49 |
-12.73 |
-0.2% |
8,226.25 |
| Close |
8,265.62 |
8,272.05 |
6.43 |
0.1% |
8,272.05 |
| Range |
40.11 |
62.62 |
22.51 |
56.1% |
131.55 |
| ATR |
71.28 |
70.66 |
-0.62 |
-0.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 22-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,452.41 |
8,424.85 |
8,306.49 |
|
| R3 |
8,389.79 |
8,362.23 |
8,289.27 |
|
| R2 |
8,327.17 |
8,327.17 |
8,283.53 |
|
| R1 |
8,299.61 |
8,299.61 |
8,277.79 |
8,282.08 |
| PP |
8,264.55 |
8,264.55 |
8,264.55 |
8,255.79 |
| S1 |
8,236.99 |
8,236.99 |
8,266.31 |
8,219.46 |
| S2 |
8,201.93 |
8,201.93 |
8,260.57 |
|
| S3 |
8,139.31 |
8,174.37 |
8,254.83 |
|
| S4 |
8,076.69 |
8,111.75 |
8,237.61 |
|
|
| 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 |
8,357.80 |
8,226.25 |
131.55 |
1.6% |
66.20 |
0.8% |
35% |
False |
False |
|
| 10 |
8,357.80 |
8,202.36 |
155.44 |
1.9% |
55.47 |
0.7% |
45% |
False |
False |
|
| 20 |
8,357.80 |
8,026.23 |
331.57 |
4.0% |
55.66 |
0.7% |
74% |
False |
False |
|
| 40 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
70.85 |
0.9% |
90% |
False |
False |
|
| 60 |
8,357.80 |
7,463.57 |
894.23 |
10.8% |
76.31 |
0.9% |
90% |
False |
False |
|
| 80 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
86.95 |
1.1% |
91% |
False |
False |
|
| 100 |
8,357.80 |
7,356.27 |
1,001.53 |
12.1% |
85.43 |
1.0% |
91% |
False |
False |
|
| 120 |
8,357.80 |
7,201.59 |
1,156.21 |
14.0% |
83.32 |
1.0% |
93% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,558.25 |
|
2.618 |
8,456.05 |
|
1.618 |
8,393.43 |
|
1.000 |
8,354.73 |
|
0.618 |
8,330.81 |
|
HIGH |
8,292.11 |
|
0.618 |
8,268.19 |
|
0.500 |
8,260.80 |
|
0.382 |
8,253.41 |
|
LOW |
8,229.49 |
|
0.618 |
8,190.79 |
|
1.000 |
8,166.87 |
|
1.618 |
8,128.17 |
|
2.618 |
8,065.55 |
|
4.250 |
7,963.36 |
|
|
| Fisher Pivots for day following 22-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,268.30 |
8,282.76 |
| PP |
8,264.55 |
8,279.19 |
| S1 |
8,260.80 |
8,275.62 |
|