Trading Metrics calculated at close of trading on 31-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2019 |
31-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
7,231.35 |
7,254.91 |
23.56 |
0.3% |
7,205.34 |
High |
7,534.99 |
7,308.32 |
-226.67 |
-3.0% |
7,695.39 |
Low |
7,214.64 |
7,130.68 |
-83.96 |
-1.2% |
7,086.06 |
Close |
7,254.91 |
7,169.30 |
-85.61 |
-1.2% |
7,231.26 |
Range |
320.35 |
177.64 |
-142.71 |
-44.5% |
609.33 |
ATR |
342.42 |
330.65 |
-11.77 |
-3.4% |
0.00 |
Volume |
21,428 |
18,713 |
-2,715 |
-12.7% |
130,598 |
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,735.69 |
7,630.13 |
7,267.00 |
|
R3 |
7,558.05 |
7,452.49 |
7,218.15 |
|
R2 |
7,380.41 |
7,380.41 |
7,201.87 |
|
R1 |
7,274.85 |
7,274.85 |
7,185.58 |
7,238.81 |
PP |
7,202.77 |
7,202.77 |
7,202.77 |
7,184.75 |
S1 |
7,097.21 |
7,097.21 |
7,153.02 |
7,061.17 |
S2 |
7,025.13 |
7,025.13 |
7,136.73 |
|
S3 |
6,847.49 |
6,919.57 |
7,120.45 |
|
S4 |
6,669.85 |
6,741.93 |
7,071.60 |
|
|
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 |
7,534.99 |
7,086.06 |
448.93 |
6.3% |
213.62 |
3.0% |
19% |
False |
False |
19,938 |
10 |
7,695.39 |
6,453.65 |
1,241.74 |
17.3% |
318.12 |
4.4% |
58% |
False |
False |
29,804 |
20 |
7,761.79 |
6,453.65 |
1,308.14 |
18.2% |
309.21 |
4.3% |
55% |
False |
False |
30,574 |
40 |
9,444.99 |
6,453.65 |
2,991.34 |
41.7% |
366.61 |
5.1% |
24% |
False |
False |
33,031 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
53.5% |
403.10 |
5.6% |
19% |
False |
False |
34,382 |
80 |
10,462.06 |
6,453.65 |
4,008.41 |
55.9% |
408.86 |
5.7% |
18% |
False |
False |
38,705 |
100 |
10,954.56 |
6,453.65 |
4,500.91 |
62.8% |
443.29 |
6.2% |
16% |
False |
False |
40,727 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
81.7% |
488.00 |
6.8% |
12% |
False |
False |
44,006 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,063.29 |
2.618 |
7,773.38 |
1.618 |
7,595.74 |
1.000 |
7,485.96 |
0.618 |
7,418.10 |
HIGH |
7,308.32 |
0.618 |
7,240.46 |
0.500 |
7,219.50 |
0.382 |
7,198.54 |
LOW |
7,130.68 |
0.618 |
7,020.90 |
1.000 |
6,953.04 |
1.618 |
6,843.26 |
2.618 |
6,665.62 |
4.250 |
6,375.71 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
7,219.50 |
7,310.53 |
PP |
7,202.77 |
7,263.45 |
S1 |
7,186.03 |
7,216.38 |
|