| Trading Metrics calculated at close of trading on 29-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2019 |
29-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
8,407.23 |
8,422.02 |
14.79 |
0.2% |
8,309.55 |
| High |
8,445.61 |
8,435.96 |
-9.65 |
-0.1% |
8,445.61 |
| Low |
8,399.63 |
8,402.13 |
2.50 |
0.0% |
8,309.55 |
| Close |
8,444.71 |
8,403.68 |
-41.03 |
-0.5% |
8,403.68 |
| Range |
45.98 |
33.83 |
-12.15 |
-26.4% |
136.06 |
| ATR |
69.31 |
67.40 |
-1.91 |
-2.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,515.41 |
8,493.38 |
8,422.29 |
|
| R3 |
8,481.58 |
8,459.55 |
8,412.98 |
|
| R2 |
8,447.75 |
8,447.75 |
8,409.88 |
|
| R1 |
8,425.72 |
8,425.72 |
8,406.78 |
8,419.82 |
| PP |
8,413.92 |
8,413.92 |
8,413.92 |
8,410.98 |
| S1 |
8,391.89 |
8,391.89 |
8,400.58 |
8,385.99 |
| S2 |
8,380.09 |
8,380.09 |
8,397.48 |
|
| S3 |
8,346.26 |
8,358.06 |
8,394.38 |
|
| S4 |
8,312.43 |
8,324.23 |
8,385.07 |
|
|
| Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,794.46 |
8,735.13 |
8,478.51 |
|
| R3 |
8,658.40 |
8,599.07 |
8,441.10 |
|
| R2 |
8,522.34 |
8,522.34 |
8,428.62 |
|
| R1 |
8,463.01 |
8,463.01 |
8,416.15 |
8,492.68 |
| PP |
8,386.28 |
8,386.28 |
8,386.28 |
8,401.11 |
| S1 |
8,326.95 |
8,326.95 |
8,391.21 |
8,356.62 |
| S2 |
8,250.22 |
8,250.22 |
8,378.74 |
|
| S3 |
8,114.16 |
8,190.89 |
8,366.26 |
|
| S4 |
7,978.10 |
8,054.83 |
8,328.85 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,445.61 |
8,229.49 |
216.12 |
2.6% |
47.93 |
0.6% |
81% |
False |
False |
|
| 10 |
8,445.61 |
8,226.25 |
219.36 |
2.6% |
53.97 |
0.6% |
81% |
False |
False |
|
| 20 |
8,445.61 |
8,111.73 |
333.88 |
4.0% |
51.98 |
0.6% |
87% |
False |
False |
|
| 40 |
8,445.61 |
7,603.89 |
841.72 |
10.0% |
62.55 |
0.7% |
95% |
False |
False |
|
| 60 |
8,445.61 |
7,463.57 |
982.04 |
11.7% |
73.80 |
0.9% |
96% |
False |
False |
|
| 80 |
8,445.61 |
7,429.36 |
1,016.25 |
12.1% |
81.97 |
1.0% |
96% |
False |
False |
|
| 100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
84.53 |
1.0% |
96% |
False |
False |
|
| 120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
81.14 |
1.0% |
96% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,579.74 |
|
2.618 |
8,524.53 |
|
1.618 |
8,490.70 |
|
1.000 |
8,469.79 |
|
0.618 |
8,456.87 |
|
HIGH |
8,435.96 |
|
0.618 |
8,423.04 |
|
0.500 |
8,419.05 |
|
0.382 |
8,415.05 |
|
LOW |
8,402.13 |
|
0.618 |
8,381.22 |
|
1.000 |
8,368.30 |
|
1.618 |
8,347.39 |
|
2.618 |
8,313.56 |
|
4.250 |
8,258.35 |
|
|
| Fisher Pivots for day following 29-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,419.05 |
8,404.86 |
| PP |
8,413.92 |
8,404.47 |
| S1 |
8,408.80 |
8,404.07 |
|