| Trading Metrics calculated at close of trading on 26-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2019 |
26-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
8,309.55 |
8,374.26 |
64.71 |
0.8% |
8,303.22 |
| High |
8,372.82 |
8,398.04 |
25.22 |
0.3% |
8,357.80 |
| Low |
8,309.55 |
8,364.11 |
54.56 |
0.7% |
8,226.25 |
| Close |
8,371.93 |
8,385.75 |
13.82 |
0.2% |
8,272.05 |
| Range |
63.27 |
33.93 |
-29.34 |
-46.4% |
131.55 |
| ATR |
72.81 |
70.03 |
-2.78 |
-3.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,484.42 |
8,469.02 |
8,404.41 |
|
| R3 |
8,450.49 |
8,435.09 |
8,395.08 |
|
| R2 |
8,416.56 |
8,416.56 |
8,391.97 |
|
| R1 |
8,401.16 |
8,401.16 |
8,388.86 |
8,408.86 |
| PP |
8,382.63 |
8,382.63 |
8,382.63 |
8,386.49 |
| S1 |
8,367.23 |
8,367.23 |
8,382.64 |
8,374.93 |
| S2 |
8,348.70 |
8,348.70 |
8,379.53 |
|
| S3 |
8,314.77 |
8,333.30 |
8,376.42 |
|
| S4 |
8,280.84 |
8,299.37 |
8,367.09 |
|
|
| 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 |
8,398.04 |
8,226.25 |
171.79 |
2.0% |
62.59 |
0.7% |
93% |
True |
False |
|
| 10 |
8,398.04 |
8,212.59 |
185.45 |
2.2% |
55.35 |
0.7% |
93% |
True |
False |
|
| 20 |
8,398.04 |
8,026.23 |
371.81 |
4.4% |
54.93 |
0.7% |
97% |
True |
False |
|
| 40 |
8,398.04 |
7,463.57 |
934.47 |
11.1% |
67.92 |
0.8% |
99% |
True |
False |
|
| 60 |
8,398.04 |
7,463.57 |
934.47 |
11.1% |
74.77 |
0.9% |
99% |
True |
False |
|
| 80 |
8,398.04 |
7,386.76 |
1,011.28 |
12.1% |
84.63 |
1.0% |
99% |
True |
False |
|
| 100 |
8,398.04 |
7,356.27 |
1,041.77 |
12.4% |
85.24 |
1.0% |
99% |
True |
False |
|
| 120 |
8,398.04 |
7,356.27 |
1,041.77 |
12.4% |
82.22 |
1.0% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,542.24 |
|
2.618 |
8,486.87 |
|
1.618 |
8,452.94 |
|
1.000 |
8,431.97 |
|
0.618 |
8,419.01 |
|
HIGH |
8,398.04 |
|
0.618 |
8,385.08 |
|
0.500 |
8,381.08 |
|
0.382 |
8,377.07 |
|
LOW |
8,364.11 |
|
0.618 |
8,343.14 |
|
1.000 |
8,330.18 |
|
1.618 |
8,309.21 |
|
2.618 |
8,275.28 |
|
4.250 |
8,219.91 |
|
|
| Fisher Pivots for day following 26-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,384.19 |
8,361.76 |
| PP |
8,382.63 |
8,337.76 |
| S1 |
8,381.08 |
8,313.77 |
|