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 |
125.3710 |
126.3450 |
0.9740 |
0.8% |
128.0510 |
High |
132.1130 |
126.8680 |
-5.2450 |
-4.0% |
134.8160 |
Low |
124.3910 |
123.0580 |
-1.3330 |
-1.1% |
123.0580 |
Close |
126.3440 |
125.7090 |
-0.6350 |
-0.5% |
125.7090 |
Range |
7.7220 |
3.8100 |
-3.9120 |
-50.7% |
11.7580 |
ATR |
7.5958 |
7.3254 |
-0.2704 |
-3.6% |
0.0000 |
Volume |
730,543 |
731,224 |
681 |
0.1% |
3,658,047 |
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.6417 |
134.9853 |
127.8045 |
|
R3 |
132.8317 |
131.1753 |
126.7568 |
|
R2 |
129.0217 |
129.0217 |
126.4075 |
|
R1 |
127.3653 |
127.3653 |
126.0583 |
126.2885 |
PP |
125.2117 |
125.2117 |
125.2117 |
124.6733 |
S1 |
123.5553 |
123.5553 |
125.3598 |
122.4785 |
S2 |
121.4017 |
121.4017 |
125.0105 |
|
S3 |
117.5917 |
119.7453 |
124.6613 |
|
S4 |
113.7817 |
115.9353 |
123.6135 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.1350 |
156.1800 |
132.1759 |
|
R3 |
151.3770 |
144.4220 |
128.9425 |
|
R2 |
139.6190 |
139.6190 |
127.8646 |
|
R1 |
132.6640 |
132.6640 |
126.7868 |
130.2625 |
PP |
127.8610 |
127.8610 |
127.8610 |
126.6603 |
S1 |
120.9060 |
120.9060 |
124.6312 |
118.5045 |
S2 |
116.1030 |
116.1030 |
123.5534 |
|
S3 |
104.3450 |
109.1480 |
122.4756 |
|
S4 |
92.5870 |
97.3900 |
119.2421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.8160 |
123.0580 |
11.7580 |
9.4% |
5.5034 |
4.4% |
23% |
False |
True |
731,609 |
10 |
145.0210 |
117.1420 |
27.8790 |
22.2% |
8.0453 |
6.4% |
31% |
False |
False |
989,975 |
20 |
155.7200 |
117.1420 |
38.5780 |
30.7% |
6.4276 |
5.1% |
22% |
False |
False |
787,491 |
40 |
194.0290 |
117.1420 |
76.8870 |
61.2% |
7.7757 |
6.2% |
11% |
False |
False |
856,134 |
60 |
197.2780 |
117.1420 |
80.1360 |
63.7% |
8.7920 |
7.0% |
11% |
False |
False |
892,123 |
80 |
223.9950 |
117.1420 |
106.8530 |
85.0% |
9.9617 |
7.9% |
8% |
False |
False |
881,857 |
100 |
223.9950 |
117.1420 |
106.8530 |
85.0% |
10.2907 |
8.2% |
8% |
False |
False |
839,593 |
120 |
276.7330 |
117.1420 |
159.5910 |
127.0% |
11.6208 |
9.2% |
5% |
False |
False |
819,483 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
143.0605 |
2.618 |
136.8426 |
1.618 |
133.0326 |
1.000 |
130.6780 |
0.618 |
129.2226 |
HIGH |
126.8680 |
0.618 |
125.4126 |
0.500 |
124.9630 |
0.382 |
124.5134 |
LOW |
123.0580 |
0.618 |
120.7034 |
1.000 |
119.2480 |
1.618 |
116.8934 |
2.618 |
113.0834 |
4.250 |
106.8655 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
125.4603 |
127.5855 |
PP |
125.2117 |
126.9600 |
S1 |
124.9630 |
126.3345 |
|