| Trading Metrics calculated at close of trading on 14-Nov-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2019 |
14-Nov-2019 |
Change |
Change % |
Previous Week |
| Open |
27,622.04 |
27,757.20 |
135.16 |
0.5% |
27,402.06 |
| High |
27,806.40 |
27,800.71 |
-5.69 |
0.0% |
27,774.06 |
| Low |
27,587.20 |
27,676.97 |
89.77 |
0.3% |
27,402.06 |
| Close |
27,783.59 |
27,781.96 |
-1.63 |
0.0% |
27,681.24 |
| Range |
219.20 |
123.74 |
-95.46 |
-43.5% |
372.00 |
| ATR |
210.77 |
204.55 |
-6.22 |
-2.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 14-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,124.43 |
28,076.94 |
27,850.02 |
|
| R3 |
28,000.69 |
27,953.20 |
27,815.99 |
|
| R2 |
27,876.95 |
27,876.95 |
27,804.65 |
|
| R1 |
27,829.46 |
27,829.46 |
27,793.30 |
27,853.21 |
| PP |
27,753.21 |
27,753.21 |
27,753.21 |
27,765.09 |
| S1 |
27,705.72 |
27,705.72 |
27,770.62 |
27,729.47 |
| S2 |
27,629.47 |
27,629.47 |
27,759.27 |
|
| S3 |
27,505.73 |
27,581.98 |
27,747.93 |
|
| S4 |
27,381.99 |
27,458.24 |
27,713.90 |
|
|
| 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% |
158.21 |
0.6% |
92% |
False |
False |
|
| 10 |
27,806.40 |
27,142.95 |
663.45 |
2.4% |
151.79 |
0.5% |
96% |
False |
False |
|
| 20 |
27,806.40 |
26,714.34 |
1,092.06 |
3.9% |
168.44 |
0.6% |
98% |
False |
False |
|
| 40 |
27,806.40 |
25,743.46 |
2,062.94 |
7.4% |
220.57 |
0.8% |
99% |
False |
False |
|
| 60 |
27,806.40 |
25,507.18 |
2,299.22 |
8.3% |
227.58 |
0.8% |
99% |
False |
False |
|
| 80 |
27,806.40 |
25,339.60 |
2,466.80 |
8.9% |
258.76 |
0.9% |
99% |
False |
False |
|
| 100 |
27,806.40 |
25,339.60 |
2,466.80 |
8.9% |
237.43 |
0.9% |
99% |
False |
False |
|
| 120 |
27,806.40 |
24,680.57 |
3,125.83 |
11.3% |
233.39 |
0.8% |
99% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,326.61 |
|
2.618 |
28,124.66 |
|
1.618 |
28,000.92 |
|
1.000 |
27,924.45 |
|
0.618 |
27,877.18 |
|
HIGH |
27,800.71 |
|
0.618 |
27,753.44 |
|
0.500 |
27,738.84 |
|
0.382 |
27,724.24 |
|
LOW |
27,676.97 |
|
0.618 |
27,600.50 |
|
1.000 |
27,553.23 |
|
1.618 |
27,476.76 |
|
2.618 |
27,353.02 |
|
4.250 |
27,151.08 |
|
|
| Fisher Pivots for day following 14-Nov-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,767.59 |
27,753.57 |
| PP |
27,753.21 |
27,725.19 |
| S1 |
27,738.84 |
27,696.80 |
|