Trading Metrics calculated at close of trading on 30-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2019 |
30-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
126.3450 |
125.7160 |
-0.6290 |
-0.5% |
128.0510 |
High |
126.8680 |
137.6540 |
10.7860 |
8.5% |
134.8160 |
Low |
123.0580 |
125.7160 |
2.6580 |
2.2% |
123.0580 |
Close |
125.7090 |
132.0120 |
6.3030 |
5.0% |
125.7090 |
Range |
3.8100 |
11.9380 |
8.1280 |
213.3% |
11.7580 |
ATR |
7.3254 |
7.6554 |
0.3300 |
4.5% |
0.0000 |
Volume |
731,224 |
697,314 |
-33,910 |
-4.6% |
3,658,047 |
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.6080 |
161.7480 |
138.5779 |
|
R3 |
155.6700 |
149.8100 |
135.2950 |
|
R2 |
143.7320 |
143.7320 |
134.2006 |
|
R1 |
137.8720 |
137.8720 |
133.1063 |
140.8020 |
PP |
131.7940 |
131.7940 |
131.7940 |
133.2590 |
S1 |
125.9340 |
125.9340 |
130.9177 |
128.8640 |
S2 |
119.8560 |
119.8560 |
129.8234 |
|
S3 |
107.9180 |
113.9960 |
128.7291 |
|
S4 |
95.9800 |
102.0580 |
125.4461 |
|
|
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 |
137.6540 |
123.0580 |
14.5960 |
11.1% |
6.2142 |
4.7% |
61% |
True |
False |
695,127 |
10 |
137.6540 |
117.1420 |
20.5120 |
15.5% |
7.7758 |
5.9% |
72% |
True |
False |
954,158 |
20 |
151.6830 |
117.1420 |
34.5410 |
26.2% |
6.5464 |
5.0% |
43% |
False |
False |
796,272 |
40 |
194.0290 |
117.1420 |
76.8870 |
58.2% |
7.8295 |
5.9% |
19% |
False |
False |
854,070 |
60 |
197.2780 |
117.1420 |
80.1360 |
60.7% |
8.7705 |
6.6% |
19% |
False |
False |
887,250 |
80 |
223.9950 |
117.1420 |
106.8530 |
80.9% |
9.8979 |
7.5% |
14% |
False |
False |
879,943 |
100 |
223.9950 |
117.1420 |
106.8530 |
80.9% |
10.2752 |
7.8% |
14% |
False |
False |
841,386 |
120 |
239.1470 |
117.1420 |
122.0050 |
92.4% |
11.1225 |
8.4% |
12% |
False |
False |
815,469 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
188.3905 |
2.618 |
168.9077 |
1.618 |
156.9697 |
1.000 |
149.5920 |
0.618 |
145.0317 |
HIGH |
137.6540 |
0.618 |
133.0937 |
0.500 |
131.6850 |
0.382 |
130.2763 |
LOW |
125.7160 |
0.618 |
118.3383 |
1.000 |
113.7780 |
1.618 |
106.4003 |
2.618 |
94.4623 |
4.250 |
74.9795 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
131.9030 |
131.4600 |
PP |
131.7940 |
130.9080 |
S1 |
131.6850 |
130.3560 |
|