Trading Metrics calculated at close of trading on 16-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2019 |
16-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,212.83 |
7,248.67 |
35.84 |
0.5% |
7,482.28 |
High |
7,305.20 |
7,272.91 |
-32.29 |
-0.4% |
7,670.67 |
Low |
7,190.95 |
6,862.98 |
-327.97 |
-4.6% |
7,113.90 |
Close |
7,248.65 |
6,895.05 |
-353.60 |
-4.9% |
7,248.65 |
Range |
114.25 |
409.93 |
295.68 |
258.8% |
556.77 |
ATR |
368.63 |
371.58 |
2.95 |
0.8% |
0.00 |
Volume |
18,242 |
42,810 |
24,568 |
134.7% |
121,423 |
|
Daily Pivots for day following 16-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,240.10 |
7,977.51 |
7,120.51 |
|
R3 |
7,830.17 |
7,567.58 |
7,007.78 |
|
R2 |
7,420.24 |
7,420.24 |
6,970.20 |
|
R1 |
7,157.65 |
7,157.65 |
6,932.63 |
7,083.98 |
PP |
7,010.31 |
7,010.31 |
7,010.31 |
6,973.48 |
S1 |
6,747.72 |
6,747.72 |
6,857.47 |
6,674.05 |
S2 |
6,600.38 |
6,600.38 |
6,819.90 |
|
S3 |
6,190.45 |
6,337.79 |
6,782.32 |
|
S4 |
5,780.52 |
5,927.86 |
6,669.59 |
|
|
Weekly Pivots for week ending 13-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,014.72 |
8,688.45 |
7,554.87 |
|
R3 |
8,457.95 |
8,131.68 |
7,401.76 |
|
R2 |
7,901.18 |
7,901.18 |
7,350.72 |
|
R1 |
7,574.91 |
7,574.91 |
7,299.69 |
7,459.66 |
PP |
7,344.41 |
7,344.41 |
7,344.41 |
7,286.78 |
S1 |
7,018.14 |
7,018.14 |
7,197.61 |
6,902.89 |
S2 |
6,787.64 |
6,787.64 |
7,146.58 |
|
S3 |
6,230.87 |
6,461.37 |
7,095.54 |
|
S4 |
5,674.10 |
5,904.60 |
6,942.43 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,402.11 |
6,862.98 |
539.13 |
7.8% |
211.95 |
3.1% |
6% |
False |
True |
26,053 |
10 |
7,761.79 |
6,862.98 |
898.81 |
13.0% |
281.50 |
4.1% |
4% |
False |
True |
29,023 |
20 |
8,234.06 |
6,557.63 |
1,676.43 |
24.3% |
403.65 |
5.9% |
20% |
False |
False |
37,850 |
40 |
10,289.41 |
6,557.63 |
3,731.78 |
54.1% |
442.39 |
6.4% |
9% |
False |
False |
36,406 |
60 |
10,289.41 |
6,557.63 |
3,731.78 |
54.1% |
439.06 |
6.4% |
9% |
False |
False |
40,536 |
80 |
10,935.14 |
6,557.63 |
4,377.51 |
63.5% |
433.09 |
6.3% |
8% |
False |
False |
40,570 |
100 |
12,314.44 |
6,557.63 |
5,756.81 |
83.5% |
482.41 |
7.0% |
6% |
False |
False |
43,363 |
120 |
13,173.79 |
6,557.63 |
6,616.16 |
96.0% |
567.92 |
8.2% |
5% |
False |
False |
51,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,015.11 |
2.618 |
8,346.11 |
1.618 |
7,936.18 |
1.000 |
7,682.84 |
0.618 |
7,526.25 |
HIGH |
7,272.91 |
0.618 |
7,116.32 |
0.500 |
7,067.95 |
0.382 |
7,019.57 |
LOW |
6,862.98 |
0.618 |
6,609.64 |
1.000 |
6,453.05 |
1.618 |
6,199.71 |
2.618 |
5,789.78 |
4.250 |
5,120.78 |
|
|
Fisher Pivots for day following 16-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,067.95 |
7,084.09 |
PP |
7,010.31 |
7,021.08 |
S1 |
6,952.68 |
6,958.06 |
|