| Trading Metrics calculated at close of trading on 13-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2019 |
13-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
27,701.59 |
27,622.04 |
-79.55 |
-0.3% |
27,402.06 |
| High |
27,770.86 |
27,806.40 |
35.54 |
0.1% |
27,774.06 |
| Low |
27,635.32 |
27,587.20 |
-48.12 |
-0.2% |
27,402.06 |
| Close |
27,691.49 |
27,783.59 |
92.10 |
0.3% |
27,681.24 |
| Range |
135.54 |
219.20 |
83.66 |
61.7% |
372.00 |
| ATR |
210.12 |
210.77 |
0.65 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,383.33 |
28,302.66 |
27,904.15 |
|
| R3 |
28,164.13 |
28,083.46 |
27,843.87 |
|
| R2 |
27,944.93 |
27,944.93 |
27,823.78 |
|
| R1 |
27,864.26 |
27,864.26 |
27,803.68 |
27,904.60 |
| PP |
27,725.73 |
27,725.73 |
27,725.73 |
27,745.90 |
| S1 |
27,645.06 |
27,645.06 |
27,763.50 |
27,685.40 |
| S2 |
27,506.53 |
27,506.53 |
27,743.40 |
|
| S3 |
27,287.33 |
27,425.86 |
27,723.31 |
|
| S4 |
27,068.13 |
27,206.66 |
27,663.03 |
|
|
| 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 |
27,806.40 |
27,517.67 |
288.73 |
1.0% |
170.24 |
0.6% |
92% |
True |
False |
|
| 10 |
27,806.40 |
26,918.29 |
888.11 |
3.2% |
166.43 |
0.6% |
97% |
True |
False |
|
| 20 |
27,806.40 |
26,714.34 |
1,092.06 |
3.9% |
169.35 |
0.6% |
98% |
True |
False |
|
| 40 |
27,806.40 |
25,743.46 |
2,062.94 |
7.4% |
222.67 |
0.8% |
99% |
True |
False |
|
| 60 |
27,806.40 |
25,507.18 |
2,299.22 |
8.3% |
227.63 |
0.8% |
99% |
True |
False |
|
| 80 |
27,806.40 |
25,339.60 |
2,466.80 |
8.9% |
258.46 |
0.9% |
99% |
True |
False |
|
| 100 |
27,806.40 |
25,339.60 |
2,466.80 |
8.9% |
238.44 |
0.9% |
99% |
True |
False |
|
| 120 |
27,806.40 |
24,680.57 |
3,125.83 |
11.3% |
235.46 |
0.8% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,738.00 |
|
2.618 |
28,380.27 |
|
1.618 |
28,161.07 |
|
1.000 |
28,025.60 |
|
0.618 |
27,941.87 |
|
HIGH |
27,806.40 |
|
0.618 |
27,722.67 |
|
0.500 |
27,696.80 |
|
0.382 |
27,670.93 |
|
LOW |
27,587.20 |
|
0.618 |
27,451.73 |
|
1.000 |
27,368.00 |
|
1.618 |
27,232.53 |
|
2.618 |
27,013.33 |
|
4.250 |
26,655.60 |
|
|
| Fisher Pivots for day following 13-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,754.66 |
27,743.07 |
| PP |
27,725.73 |
27,702.55 |
| S1 |
27,696.80 |
27,662.04 |
|