| Trading Metrics calculated at close of trading on 25-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2019 |
25-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
8,287.25 |
8,309.55 |
22.30 |
0.3% |
8,303.22 |
| High |
8,292.11 |
8,372.82 |
80.71 |
1.0% |
8,357.80 |
| Low |
8,229.49 |
8,309.55 |
80.06 |
1.0% |
8,226.25 |
| Close |
8,272.05 |
8,371.93 |
99.88 |
1.2% |
8,272.05 |
| Range |
62.62 |
63.27 |
0.65 |
1.0% |
131.55 |
| ATR |
70.66 |
72.81 |
2.15 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 25-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,541.24 |
8,519.86 |
8,406.73 |
|
| R3 |
8,477.97 |
8,456.59 |
8,389.33 |
|
| R2 |
8,414.70 |
8,414.70 |
8,383.53 |
|
| R1 |
8,393.32 |
8,393.32 |
8,377.73 |
8,404.01 |
| PP |
8,351.43 |
8,351.43 |
8,351.43 |
8,356.78 |
| S1 |
8,330.05 |
8,330.05 |
8,366.13 |
8,340.74 |
| S2 |
8,288.16 |
8,288.16 |
8,360.33 |
|
| S3 |
8,224.89 |
8,266.78 |
8,354.53 |
|
| S4 |
8,161.62 |
8,203.51 |
8,337.13 |
|
|
| 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 |
8,372.82 |
8,226.25 |
146.57 |
1.8% |
65.71 |
0.8% |
99% |
True |
False |
|
| 10 |
8,372.82 |
8,212.59 |
160.23 |
1.9% |
57.44 |
0.7% |
99% |
True |
False |
|
| 20 |
8,372.82 |
8,026.23 |
346.59 |
4.1% |
56.38 |
0.7% |
100% |
True |
False |
|
| 40 |
8,372.82 |
7,463.57 |
909.25 |
10.9% |
70.73 |
0.8% |
100% |
True |
False |
|
| 60 |
8,372.82 |
7,463.57 |
909.25 |
10.9% |
75.63 |
0.9% |
100% |
True |
False |
|
| 80 |
8,372.82 |
7,356.27 |
1,016.55 |
12.1% |
86.36 |
1.0% |
100% |
True |
False |
|
| 100 |
8,372.82 |
7,356.27 |
1,016.55 |
12.1% |
85.26 |
1.0% |
100% |
True |
False |
|
| 120 |
8,372.82 |
7,309.01 |
1,063.81 |
12.7% |
83.08 |
1.0% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,641.72 |
|
2.618 |
8,538.46 |
|
1.618 |
8,475.19 |
|
1.000 |
8,436.09 |
|
0.618 |
8,411.92 |
|
HIGH |
8,372.82 |
|
0.618 |
8,348.65 |
|
0.500 |
8,341.19 |
|
0.382 |
8,333.72 |
|
LOW |
8,309.55 |
|
0.618 |
8,270.45 |
|
1.000 |
8,246.28 |
|
1.618 |
8,207.18 |
|
2.618 |
8,143.91 |
|
4.250 |
8,040.65 |
|
|
| Fisher Pivots for day following 25-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,361.68 |
8,348.34 |
| PP |
8,351.43 |
8,324.75 |
| S1 |
8,341.19 |
8,301.16 |
|