Trading Metrics calculated at close of trading on 27-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2019 |
27-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,222.22 |
7,201.33 |
-20.89 |
-0.3% |
7,205.34 |
High |
7,434.59 |
7,263.50 |
-171.09 |
-2.3% |
7,695.39 |
Low |
7,182.60 |
7,086.06 |
-96.54 |
-1.3% |
7,086.06 |
Close |
7,201.89 |
7,231.26 |
29.37 |
0.4% |
7,231.26 |
Range |
251.99 |
177.44 |
-74.55 |
-29.6% |
609.33 |
ATR |
356.94 |
344.12 |
-12.82 |
-3.6% |
0.00 |
Volume |
21,233 |
25,729 |
4,496 |
21.2% |
130,598 |
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,725.93 |
7,656.03 |
7,328.85 |
|
R3 |
7,548.49 |
7,478.59 |
7,280.06 |
|
R2 |
7,371.05 |
7,371.05 |
7,263.79 |
|
R1 |
7,301.15 |
7,301.15 |
7,247.53 |
7,336.10 |
PP |
7,193.61 |
7,193.61 |
7,193.61 |
7,211.08 |
S1 |
7,123.71 |
7,123.71 |
7,214.99 |
7,158.66 |
S2 |
7,016.17 |
7,016.17 |
7,198.73 |
|
S3 |
6,838.73 |
6,946.27 |
7,182.46 |
|
S4 |
6,661.29 |
6,768.83 |
7,133.67 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,165.56 |
8,807.74 |
7,566.39 |
|
R3 |
8,556.23 |
8,198.41 |
7,398.83 |
|
R2 |
7,946.90 |
7,946.90 |
7,342.97 |
|
R1 |
7,589.08 |
7,589.08 |
7,287.12 |
7,767.99 |
PP |
7,337.57 |
7,337.57 |
7,337.57 |
7,427.03 |
S1 |
6,979.75 |
6,979.75 |
7,175.40 |
7,158.66 |
S2 |
6,728.24 |
6,728.24 |
7,119.55 |
|
S3 |
6,118.91 |
6,370.42 |
7,063.69 |
|
S4 |
5,509.58 |
5,761.09 |
6,896.13 |
|
|
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 |
7,086.06 |
609.33 |
8.4% |
278.53 |
3.9% |
24% |
False |
True |
26,119 |
10 |
7,695.39 |
6,453.65 |
1,241.74 |
17.2% |
343.68 |
4.8% |
63% |
False |
False |
34,291 |
20 |
7,820.55 |
6,453.65 |
1,366.90 |
18.9% |
323.80 |
4.5% |
57% |
False |
False |
30,769 |
40 |
9,580.24 |
6,453.65 |
3,126.59 |
43.2% |
373.56 |
5.2% |
25% |
False |
False |
33,364 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
53.0% |
407.27 |
5.6% |
20% |
False |
False |
34,747 |
80 |
10,600.25 |
6,453.65 |
4,146.60 |
57.3% |
414.15 |
5.7% |
19% |
False |
False |
38,916 |
100 |
11,957.27 |
6,453.65 |
5,503.62 |
76.1% |
452.63 |
6.3% |
14% |
False |
False |
41,255 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
81.0% |
513.61 |
7.1% |
13% |
False |
False |
45,832 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,017.62 |
2.618 |
7,728.04 |
1.618 |
7,550.60 |
1.000 |
7,440.94 |
0.618 |
7,373.16 |
HIGH |
7,263.50 |
0.618 |
7,195.72 |
0.500 |
7,174.78 |
0.382 |
7,153.84 |
LOW |
7,086.06 |
0.618 |
6,976.40 |
1.000 |
6,908.62 |
1.618 |
6,798.96 |
2.618 |
6,621.52 |
4.250 |
6,331.94 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,212.43 |
7,260.33 |
PP |
7,193.61 |
7,250.64 |
S1 |
7,174.78 |
7,240.95 |
|