Trading Metrics calculated at close of trading on 23-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2019 |
23-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,163.44 |
7,205.34 |
41.90 |
0.6% |
7,248.67 |
High |
7,227.78 |
7,695.39 |
467.61 |
6.5% |
7,444.29 |
Low |
7,094.16 |
7,131.36 |
37.20 |
0.5% |
6,453.65 |
Close |
7,205.34 |
7,320.66 |
115.32 |
1.6% |
7,205.34 |
Range |
133.62 |
564.03 |
430.41 |
322.1% |
990.64 |
ATR |
378.55 |
391.80 |
13.25 |
3.5% |
0.00 |
Volume |
22,607 |
43,307 |
20,700 |
91.6% |
212,320 |
|
Daily Pivots for day following 23-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,074.56 |
8,761.64 |
7,630.88 |
|
R3 |
8,510.53 |
8,197.61 |
7,475.77 |
|
R2 |
7,946.50 |
7,946.50 |
7,424.07 |
|
R1 |
7,633.58 |
7,633.58 |
7,372.36 |
7,790.04 |
PP |
7,382.47 |
7,382.47 |
7,382.47 |
7,460.70 |
S1 |
7,069.55 |
7,069.55 |
7,268.96 |
7,226.01 |
S2 |
6,818.44 |
6,818.44 |
7,217.25 |
|
S3 |
6,254.41 |
6,505.52 |
7,165.55 |
|
S4 |
5,690.38 |
5,941.49 |
7,010.44 |
|
|
Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,006.35 |
9,596.48 |
7,750.19 |
|
R3 |
9,015.71 |
8,605.84 |
7,477.77 |
|
R2 |
8,025.07 |
8,025.07 |
7,386.96 |
|
R1 |
7,615.20 |
7,615.20 |
7,296.15 |
7,324.82 |
PP |
7,034.43 |
7,034.43 |
7,034.43 |
6,889.23 |
S1 |
6,624.56 |
6,624.56 |
7,114.53 |
6,334.18 |
S2 |
6,043.79 |
6,043.79 |
7,023.72 |
|
S3 |
5,053.15 |
5,633.92 |
6,932.91 |
|
S4 |
4,062.51 |
4,643.28 |
6,660.49 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,695.39 |
6,453.65 |
1,241.74 |
17.0% |
439.65 |
6.0% |
70% |
True |
False |
42,563 |
10 |
7,695.39 |
6,453.65 |
1,241.74 |
17.0% |
325.80 |
4.5% |
70% |
True |
False |
34,308 |
20 |
7,872.99 |
6,453.65 |
1,419.34 |
19.4% |
373.55 |
5.1% |
61% |
False |
False |
34,785 |
40 |
9,580.24 |
6,453.65 |
3,126.59 |
42.7% |
393.00 |
5.4% |
28% |
False |
False |
34,652 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
52.4% |
411.55 |
5.6% |
23% |
False |
False |
35,657 |
80 |
10,935.14 |
6,453.65 |
4,481.49 |
61.2% |
426.26 |
5.8% |
19% |
False |
False |
40,410 |
100 |
12,314.44 |
6,453.65 |
5,860.79 |
80.1% |
470.38 |
6.4% |
15% |
False |
False |
43,104 |
120 |
13,173.79 |
6,453.65 |
6,720.14 |
91.8% |
542.11 |
7.4% |
13% |
False |
False |
48,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,092.52 |
2.618 |
9,172.02 |
1.618 |
8,607.99 |
1.000 |
8,259.42 |
0.618 |
8,043.96 |
HIGH |
7,695.39 |
0.618 |
7,479.93 |
0.500 |
7,413.38 |
0.382 |
7,346.82 |
LOW |
7,131.36 |
0.618 |
6,782.79 |
1.000 |
6,567.33 |
1.618 |
6,218.76 |
2.618 |
5,654.73 |
4.250 |
4,734.23 |
|
|
Fisher Pivots for day following 23-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,413.38 |
7,376.41 |
PP |
7,382.47 |
7,357.82 |
S1 |
7,351.57 |
7,339.24 |
|