Trading Metrics calculated at close of trading on 05-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2019 |
05-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,477.14 |
1,474.13 |
-3.01 |
-0.2% |
1,462.53 |
High |
1,483.37 |
1,479.95 |
-3.42 |
-0.2% |
1,465.78 |
Low |
1,471.95 |
1,473.41 |
1.46 |
0.1% |
1,452.18 |
Close |
1,474.10 |
1,475.64 |
1.54 |
0.1% |
1,463.01 |
Range |
11.42 |
6.54 |
-4.88 |
-42.7% |
13.60 |
ATR |
12.81 |
12.36 |
-0.45 |
-3.5% |
0.00 |
Volume |
7,062 |
6,958 |
-104 |
-1.5% |
33,686 |
|
Daily Pivots for day following 05-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,495.95 |
1,492.34 |
1,479.24 |
|
R3 |
1,489.41 |
1,485.80 |
1,477.44 |
|
R2 |
1,482.87 |
1,482.87 |
1,476.84 |
|
R1 |
1,479.26 |
1,479.26 |
1,476.24 |
1,481.07 |
PP |
1,476.33 |
1,476.33 |
1,476.33 |
1,477.24 |
S1 |
1,472.72 |
1,472.72 |
1,475.04 |
1,474.53 |
S2 |
1,469.79 |
1,469.79 |
1,474.44 |
|
S3 |
1,463.25 |
1,466.18 |
1,473.84 |
|
S4 |
1,456.71 |
1,459.64 |
1,472.04 |
|
|
Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,501.12 |
1,495.67 |
1,470.49 |
|
R3 |
1,487.52 |
1,482.07 |
1,466.75 |
|
R2 |
1,473.92 |
1,473.92 |
1,465.50 |
|
R1 |
1,468.47 |
1,468.47 |
1,464.26 |
1,471.20 |
PP |
1,460.32 |
1,460.32 |
1,460.32 |
1,461.69 |
S1 |
1,454.87 |
1,454.87 |
1,461.76 |
1,457.60 |
S2 |
1,446.72 |
1,446.72 |
1,460.52 |
|
S3 |
1,433.12 |
1,441.27 |
1,459.27 |
|
S4 |
1,419.52 |
1,427.67 |
1,455.53 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,483.37 |
1,453.32 |
30.05 |
2.0% |
12.33 |
0.8% |
74% |
False |
False |
6,833 |
10 |
1,483.37 |
1,452.18 |
31.19 |
2.1% |
10.29 |
0.7% |
75% |
False |
False |
6,831 |
20 |
1,483.37 |
1,446.68 |
36.69 |
2.5% |
11.50 |
0.8% |
79% |
False |
False |
6,913 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.7% |
13.12 |
0.9% |
41% |
False |
False |
6,687 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
15.41 |
1.0% |
33% |
False |
False |
6,684 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
16.78 |
1.1% |
26% |
False |
False |
6,750 |
100 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
17.52 |
1.2% |
48% |
False |
False |
6,744 |
120 |
1,556.11 |
1,382.10 |
174.01 |
11.8% |
18.27 |
1.2% |
54% |
False |
False |
6,891 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,507.75 |
2.618 |
1,497.07 |
1.618 |
1,490.53 |
1.000 |
1,486.49 |
0.618 |
1,483.99 |
HIGH |
1,479.95 |
0.618 |
1,477.45 |
0.500 |
1,476.68 |
0.382 |
1,475.91 |
LOW |
1,473.41 |
0.618 |
1,469.37 |
1.000 |
1,466.87 |
1.618 |
1,462.83 |
2.618 |
1,456.29 |
4.250 |
1,445.62 |
|
|
Fisher Pivots for day following 05-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,476.68 |
1,474.30 |
PP |
1,476.33 |
1,472.96 |
S1 |
1,475.99 |
1,471.62 |
|