Trading Metrics calculated at close of trading on 04-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2019 |
04-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,328.06 |
7,340.10 |
12.04 |
0.2% |
7,349.59 |
High |
7,419.71 |
7,761.79 |
342.08 |
4.6% |
7,872.99 |
Low |
7,264.10 |
7,121.48 |
-142.62 |
-2.0% |
6,557.63 |
Close |
7,340.10 |
7,197.18 |
-142.92 |
-1.9% |
7,715.88 |
Range |
155.61 |
640.31 |
484.70 |
311.5% |
1,315.36 |
ATR |
457.37 |
470.44 |
13.07 |
2.9% |
0.00 |
Volume |
19,002 |
51,119 |
32,117 |
169.0% |
255,184 |
|
Daily Pivots for day following 04-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,281.08 |
8,879.44 |
7,549.35 |
|
R3 |
8,640.77 |
8,239.13 |
7,373.27 |
|
R2 |
8,000.46 |
8,000.46 |
7,314.57 |
|
R1 |
7,598.82 |
7,598.82 |
7,255.88 |
7,479.49 |
PP |
7,360.15 |
7,360.15 |
7,360.15 |
7,300.48 |
S1 |
6,958.51 |
6,958.51 |
7,138.48 |
6,839.18 |
S2 |
6,719.84 |
6,719.84 |
7,079.79 |
|
S3 |
6,079.53 |
6,318.20 |
7,021.09 |
|
S4 |
5,439.22 |
5,677.89 |
6,845.01 |
|
|
Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,328.25 |
10,837.42 |
8,439.33 |
|
R3 |
10,012.89 |
9,522.06 |
8,077.60 |
|
R2 |
8,697.53 |
8,697.53 |
7,957.03 |
|
R1 |
8,206.70 |
8,206.70 |
7,836.45 |
8,452.12 |
PP |
7,382.17 |
7,382.17 |
7,382.17 |
7,504.87 |
S1 |
6,891.34 |
6,891.34 |
7,595.31 |
7,136.76 |
S2 |
6,066.81 |
6,066.81 |
7,474.73 |
|
S3 |
4,751.45 |
5,575.98 |
7,354.16 |
|
S4 |
3,436.09 |
4,260.62 |
6,992.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,872.99 |
7,121.48 |
751.51 |
10.4% |
428.42 |
6.0% |
10% |
False |
True |
32,119 |
10 |
8,124.75 |
6,557.63 |
1,567.12 |
21.8% |
566.17 |
7.9% |
41% |
False |
False |
49,463 |
20 |
9,377.44 |
6,557.63 |
2,819.81 |
39.2% |
447.08 |
6.2% |
23% |
False |
False |
36,951 |
40 |
10,289.41 |
6,557.63 |
3,731.78 |
51.9% |
452.14 |
6.3% |
17% |
False |
False |
36,421 |
60 |
10,462.06 |
6,557.63 |
3,904.43 |
54.2% |
447.62 |
6.2% |
16% |
False |
False |
41,881 |
80 |
10,954.56 |
6,557.63 |
4,396.93 |
61.1% |
474.42 |
6.6% |
15% |
False |
False |
43,202 |
100 |
12,314.44 |
6,557.63 |
5,756.81 |
80.0% |
521.32 |
7.2% |
11% |
False |
False |
45,759 |
120 |
13,844.30 |
6,557.63 |
7,286.67 |
101.2% |
657.59 |
9.1% |
9% |
False |
False |
57,750 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,483.11 |
2.618 |
9,438.12 |
1.618 |
8,797.81 |
1.000 |
8,402.10 |
0.618 |
8,157.50 |
HIGH |
7,761.79 |
0.618 |
7,517.19 |
0.500 |
7,441.64 |
0.382 |
7,366.08 |
LOW |
7,121.48 |
0.618 |
6,725.77 |
1.000 |
6,481.17 |
1.618 |
6,085.46 |
2.618 |
5,445.15 |
4.250 |
4,400.16 |
|
|
Fisher Pivots for day following 04-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,441.64 |
7,471.02 |
PP |
7,360.15 |
7,379.74 |
S1 |
7,278.67 |
7,288.46 |
|