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 |
8.5760 |
8.7110 |
0.1350 |
1.6% |
8.6422 |
High |
8.7477 |
9.3483 |
0.6006 |
6.9% |
9.0023 |
Low |
8.4883 |
8.6807 |
0.1924 |
2.3% |
8.4645 |
Close |
8.7110 |
8.9373 |
0.2263 |
2.6% |
8.7110 |
Range |
0.2594 |
0.6676 |
0.4082 |
157.4% |
0.5378 |
ATR |
0.5360 |
0.5454 |
0.0094 |
1.8% |
0.0000 |
Volume |
718,710 |
831,296 |
112,586 |
15.7% |
3,306,162 |
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.9916 |
10.6320 |
9.3045 |
|
R3 |
10.3240 |
9.9644 |
9.1209 |
|
R2 |
9.6564 |
9.6564 |
9.0597 |
|
R1 |
9.2968 |
9.2968 |
8.9985 |
9.4766 |
PP |
8.9888 |
8.9888 |
8.9888 |
9.0787 |
S1 |
8.6292 |
8.6292 |
8.8761 |
8.8090 |
S2 |
8.3212 |
8.3212 |
8.8149 |
|
S3 |
7.6536 |
7.9616 |
8.7537 |
|
S4 |
6.9860 |
7.2940 |
8.5701 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.3393 |
10.0630 |
9.0068 |
|
R3 |
9.8015 |
9.5252 |
8.8589 |
|
R2 |
9.2637 |
9.2637 |
8.8096 |
|
R1 |
8.9874 |
8.9874 |
8.7603 |
9.1256 |
PP |
8.7259 |
8.7259 |
8.7259 |
8.7950 |
S1 |
8.4496 |
8.4496 |
8.6617 |
8.5878 |
S2 |
8.1881 |
8.1881 |
8.6124 |
|
S3 |
7.6503 |
7.9118 |
8.5631 |
|
S4 |
7.1125 |
7.3740 |
8.4152 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.3483 |
8.4645 |
0.8838 |
9.9% |
0.3602 |
4.0% |
53% |
True |
False |
685,746 |
10 |
9.3483 |
7.7692 |
1.5791 |
17.7% |
0.4504 |
5.0% |
74% |
True |
False |
716,953 |
20 |
9.3483 |
7.7692 |
1.5791 |
17.7% |
0.4307 |
4.8% |
74% |
True |
False |
827,957 |
40 |
13.3890 |
7.7692 |
5.6198 |
62.9% |
0.6746 |
7.5% |
21% |
False |
False |
1,215,552 |
60 |
13.3890 |
6.7061 |
6.6829 |
74.8% |
0.7265 |
8.1% |
33% |
False |
False |
1,283,589 |
80 |
13.3890 |
6.7061 |
6.6829 |
74.8% |
0.6903 |
7.7% |
33% |
False |
False |
1,141,515 |
100 |
13.3890 |
6.7061 |
6.6829 |
74.8% |
0.6635 |
7.4% |
33% |
False |
False |
1,067,181 |
120 |
13.8451 |
6.7061 |
7.1390 |
79.9% |
0.7281 |
8.1% |
31% |
False |
False |
1,066,939 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12.1856 |
2.618 |
11.0961 |
1.618 |
10.4285 |
1.000 |
10.0159 |
0.618 |
9.7609 |
HIGH |
9.3483 |
0.618 |
9.0933 |
0.500 |
9.0145 |
0.382 |
8.9357 |
LOW |
8.6807 |
0.618 |
8.2681 |
1.000 |
8.0131 |
1.618 |
7.6005 |
2.618 |
6.9329 |
4.250 |
5.8434 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
9.0145 |
8.9310 |
PP |
8.9888 |
8.9246 |
S1 |
8.9630 |
8.9183 |
|