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 |
128.1780 |
125.3710 |
-2.8070 |
-2.2% |
144.2340 |
High |
128.1930 |
132.1130 |
3.9200 |
3.1% |
145.0210 |
Low |
123.7040 |
124.3910 |
0.6870 |
0.6% |
117.1420 |
Close |
125.6850 |
126.3440 |
0.6590 |
0.5% |
128.0510 |
Range |
4.4890 |
7.7220 |
3.2330 |
72.0% |
27.8790 |
ATR |
7.5861 |
7.5958 |
0.0097 |
0.1% |
0.0000 |
Volume |
677,866 |
730,543 |
52,677 |
7.8% |
6,241,705 |
|
Daily Pivots for day following 26-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
150.7820 |
146.2850 |
130.5911 |
|
R3 |
143.0600 |
138.5630 |
128.4676 |
|
R2 |
135.3380 |
135.3380 |
127.7597 |
|
R1 |
130.8410 |
130.8410 |
127.0519 |
133.0895 |
PP |
127.6160 |
127.6160 |
127.6160 |
128.7403 |
S1 |
123.1190 |
123.1190 |
125.6362 |
125.3675 |
S2 |
119.8940 |
119.8940 |
124.9283 |
|
S3 |
112.1720 |
115.3970 |
124.2205 |
|
S4 |
104.4500 |
107.6750 |
122.0969 |
|
|
Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
213.7083 |
198.7587 |
143.3845 |
|
R3 |
185.8293 |
170.8797 |
135.7177 |
|
R2 |
157.9503 |
157.9503 |
133.1622 |
|
R1 |
143.0007 |
143.0007 |
130.6066 |
136.5360 |
PP |
130.0713 |
130.0713 |
130.0713 |
126.8390 |
S1 |
115.1217 |
115.1217 |
125.4954 |
108.6570 |
S2 |
102.1923 |
102.1923 |
122.9399 |
|
S3 |
74.3133 |
87.2427 |
120.3843 |
|
S4 |
46.4343 |
59.3637 |
112.7176 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.8160 |
123.7040 |
11.1120 |
8.8% |
5.4016 |
4.3% |
24% |
False |
False |
749,384 |
10 |
145.2450 |
117.1420 |
28.1030 |
22.2% |
7.8779 |
6.2% |
33% |
False |
False |
968,894 |
20 |
157.3030 |
117.1420 |
40.1610 |
31.8% |
6.6212 |
5.2% |
23% |
False |
False |
793,887 |
40 |
194.0290 |
117.1420 |
76.8870 |
60.9% |
7.8339 |
6.2% |
12% |
False |
False |
855,356 |
60 |
197.2780 |
117.1420 |
80.1360 |
63.4% |
8.8551 |
7.0% |
11% |
False |
False |
892,799 |
80 |
223.9950 |
117.1420 |
106.8530 |
84.6% |
10.0586 |
8.0% |
9% |
False |
False |
880,972 |
100 |
223.9950 |
117.1420 |
106.8530 |
84.6% |
10.3961 |
8.2% |
9% |
False |
False |
839,159 |
120 |
279.0220 |
117.1420 |
161.8800 |
128.1% |
11.7047 |
9.3% |
6% |
False |
False |
817,736 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
164.9315 |
2.618 |
152.3292 |
1.618 |
144.6072 |
1.000 |
139.8350 |
0.618 |
136.8852 |
HIGH |
132.1130 |
0.618 |
129.1632 |
0.500 |
128.2520 |
0.382 |
127.3408 |
LOW |
124.3910 |
0.618 |
119.6188 |
1.000 |
116.6690 |
1.618 |
111.8968 |
2.618 |
104.1748 |
4.250 |
91.5725 |
|
|
Fisher Pivots for day following 26-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
128.2520 |
127.9085 |
PP |
127.6160 |
127.3870 |
S1 |
126.9800 |
126.8655 |
|