Trading Metrics calculated at close of trading on 26-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Dec-2019 |
26-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,251.23 |
7,222.22 |
-29.01 |
-0.4% |
7,248.67 |
High |
7,271.74 |
7,434.59 |
162.85 |
2.2% |
7,444.29 |
Low |
7,131.05 |
7,182.60 |
51.55 |
0.7% |
6,453.65 |
Close |
7,254.85 |
7,201.89 |
-52.96 |
-0.7% |
7,205.34 |
Range |
140.69 |
251.99 |
111.30 |
79.1% |
990.64 |
ATR |
365.02 |
356.94 |
-8.07 |
-2.2% |
0.00 |
Volume |
12,590 |
21,233 |
8,643 |
68.6% |
212,320 |
|
Daily Pivots for day following 26-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,029.00 |
7,867.43 |
7,340.48 |
|
R3 |
7,777.01 |
7,615.44 |
7,271.19 |
|
R2 |
7,525.02 |
7,525.02 |
7,248.09 |
|
R1 |
7,363.45 |
7,363.45 |
7,224.99 |
7,318.24 |
PP |
7,273.03 |
7,273.03 |
7,273.03 |
7,250.42 |
S1 |
7,111.46 |
7,111.46 |
7,178.79 |
7,066.25 |
S2 |
7,021.04 |
7,021.04 |
7,155.69 |
|
S3 |
6,769.05 |
6,859.47 |
7,132.59 |
|
S4 |
6,517.06 |
6,607.48 |
7,063.30 |
|
|
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 |
7,094.16 |
601.23 |
8.3% |
269.76 |
3.7% |
18% |
False |
False |
25,495 |
10 |
7,695.39 |
6,453.65 |
1,241.74 |
17.2% |
337.36 |
4.7% |
60% |
False |
False |
33,543 |
20 |
7,872.99 |
6,453.65 |
1,419.34 |
19.7% |
339.26 |
4.7% |
53% |
False |
False |
31,422 |
40 |
9,580.24 |
6,453.65 |
3,126.59 |
43.4% |
375.06 |
5.2% |
24% |
False |
False |
33,440 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
53.3% |
408.55 |
5.7% |
20% |
False |
False |
34,776 |
80 |
10,935.14 |
6,453.65 |
4,481.49 |
62.2% |
420.69 |
5.8% |
17% |
False |
False |
39,312 |
100 |
12,046.26 |
6,453.65 |
5,592.61 |
77.7% |
455.22 |
6.3% |
13% |
False |
False |
41,505 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
81.4% |
519.09 |
7.2% |
13% |
False |
False |
46,077 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,505.55 |
2.618 |
8,094.30 |
1.618 |
7,842.31 |
1.000 |
7,686.58 |
0.618 |
7,590.32 |
HIGH |
7,434.59 |
0.618 |
7,338.33 |
0.500 |
7,308.60 |
0.382 |
7,278.86 |
LOW |
7,182.60 |
0.618 |
7,026.87 |
1.000 |
6,930.61 |
1.618 |
6,774.88 |
2.618 |
6,522.89 |
4.250 |
6,111.64 |
|
|
Fisher Pivots for day following 26-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,308.60 |
7,282.82 |
PP |
7,273.03 |
7,255.84 |
S1 |
7,237.46 |
7,228.87 |
|