Trading Metrics calculated at close of trading on 06-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Dec-2019 |
06-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,474.13 |
1,475.68 |
1.55 |
0.1% |
1,463.66 |
High |
1,479.95 |
1,476.52 |
-3.43 |
-0.2% |
1,483.37 |
Low |
1,473.41 |
1,458.96 |
-14.45 |
-1.0% |
1,454.20 |
Close |
1,475.64 |
1,459.66 |
-15.98 |
-1.1% |
1,459.66 |
Range |
6.54 |
17.56 |
11.02 |
168.5% |
29.17 |
ATR |
12.36 |
12.73 |
0.37 |
3.0% |
0.00 |
Volume |
6,958 |
7,052 |
94 |
1.4% |
34,679 |
|
Daily Pivots for day following 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,517.73 |
1,506.25 |
1,469.32 |
|
R3 |
1,500.17 |
1,488.69 |
1,464.49 |
|
R2 |
1,482.61 |
1,482.61 |
1,462.88 |
|
R1 |
1,471.13 |
1,471.13 |
1,461.27 |
1,468.09 |
PP |
1,465.05 |
1,465.05 |
1,465.05 |
1,463.53 |
S1 |
1,453.57 |
1,453.57 |
1,458.05 |
1,450.53 |
S2 |
1,447.49 |
1,447.49 |
1,456.44 |
|
S3 |
1,429.93 |
1,436.01 |
1,454.83 |
|
S4 |
1,412.37 |
1,418.45 |
1,450.00 |
|
|
Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,553.25 |
1,535.63 |
1,475.70 |
|
R3 |
1,524.08 |
1,506.46 |
1,467.68 |
|
R2 |
1,494.91 |
1,494.91 |
1,465.01 |
|
R1 |
1,477.29 |
1,477.29 |
1,462.33 |
1,471.52 |
PP |
1,465.74 |
1,465.74 |
1,465.74 |
1,462.86 |
S1 |
1,448.12 |
1,448.12 |
1,456.99 |
1,442.35 |
S2 |
1,436.57 |
1,436.57 |
1,454.31 |
|
S3 |
1,407.40 |
1,418.95 |
1,451.64 |
|
S4 |
1,378.23 |
1,389.78 |
1,443.62 |
|
|
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 |
1,454.20 |
29.17 |
2.0% |
13.35 |
0.9% |
19% |
False |
False |
6,935 |
10 |
1,483.37 |
1,452.18 |
31.19 |
2.1% |
11.00 |
0.8% |
24% |
False |
False |
6,836 |
20 |
1,483.37 |
1,446.68 |
36.69 |
2.5% |
11.60 |
0.8% |
35% |
False |
False |
6,908 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
12.86 |
0.9% |
19% |
False |
False |
6,701 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
15.33 |
1.1% |
15% |
False |
False |
6,688 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.5% |
16.74 |
1.1% |
12% |
False |
False |
6,750 |
100 |
1,556.11 |
1,401.30 |
154.81 |
10.6% |
17.41 |
1.2% |
38% |
False |
False |
6,740 |
120 |
1,556.11 |
1,382.10 |
174.01 |
11.9% |
18.18 |
1.2% |
45% |
False |
False |
6,859 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,551.15 |
2.618 |
1,522.49 |
1.618 |
1,504.93 |
1.000 |
1,494.08 |
0.618 |
1,487.37 |
HIGH |
1,476.52 |
0.618 |
1,469.81 |
0.500 |
1,467.74 |
0.382 |
1,465.67 |
LOW |
1,458.96 |
0.618 |
1,448.11 |
1.000 |
1,441.40 |
1.618 |
1,430.55 |
2.618 |
1,412.99 |
4.250 |
1,384.33 |
|
|
Fisher Pivots for day following 06-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,467.74 |
1,471.17 |
PP |
1,465.05 |
1,467.33 |
S1 |
1,462.35 |
1,463.50 |
|