Trading Metrics calculated at close of trading on 11-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2019 |
11-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,461.38 |
1,464.19 |
2.81 |
0.2% |
1,463.66 |
High |
1,468.52 |
1,477.60 |
9.08 |
0.6% |
1,483.37 |
Low |
1,460.05 |
1,462.91 |
2.86 |
0.2% |
1,454.20 |
Close |
1,464.19 |
1,474.61 |
10.42 |
0.7% |
1,459.66 |
Range |
8.47 |
14.69 |
6.22 |
73.4% |
29.17 |
ATR |
11.98 |
12.17 |
0.19 |
1.6% |
0.00 |
Volume |
7,636 |
7,556 |
-80 |
-1.0% |
34,679 |
|
Daily Pivots for day following 11-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,515.78 |
1,509.88 |
1,482.69 |
|
R3 |
1,501.09 |
1,495.19 |
1,478.65 |
|
R2 |
1,486.40 |
1,486.40 |
1,477.30 |
|
R1 |
1,480.50 |
1,480.50 |
1,475.96 |
1,483.45 |
PP |
1,471.71 |
1,471.71 |
1,471.71 |
1,473.18 |
S1 |
1,465.81 |
1,465.81 |
1,473.26 |
1,468.76 |
S2 |
1,457.02 |
1,457.02 |
1,471.92 |
|
S3 |
1,442.33 |
1,451.12 |
1,470.57 |
|
S4 |
1,427.64 |
1,436.43 |
1,466.53 |
|
|
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 |
1,479.95 |
1,458.92 |
21.03 |
1.4% |
10.64 |
0.7% |
75% |
False |
False |
7,382 |
10 |
1,483.37 |
1,453.32 |
30.05 |
2.0% |
11.18 |
0.8% |
71% |
False |
False |
7,020 |
20 |
1,483.37 |
1,452.18 |
31.19 |
2.1% |
11.04 |
0.7% |
72% |
False |
False |
7,010 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.7% |
12.52 |
0.8% |
40% |
False |
False |
6,842 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
14.84 |
1.0% |
32% |
False |
False |
6,721 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
16.57 |
1.1% |
26% |
False |
False |
6,758 |
100 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
17.40 |
1.2% |
47% |
False |
False |
6,753 |
120 |
1,556.11 |
1,382.10 |
174.01 |
11.8% |
17.86 |
1.2% |
53% |
False |
False |
6,799 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,540.03 |
2.618 |
1,516.06 |
1.618 |
1,501.37 |
1.000 |
1,492.29 |
0.618 |
1,486.68 |
HIGH |
1,477.60 |
0.618 |
1,471.99 |
0.500 |
1,470.26 |
0.382 |
1,468.52 |
LOW |
1,462.91 |
0.618 |
1,453.83 |
1.000 |
1,448.22 |
1.618 |
1,439.14 |
2.618 |
1,424.45 |
4.250 |
1,400.48 |
|
|
Fisher Pivots for day following 11-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,473.16 |
1,472.49 |
PP |
1,471.71 |
1,470.38 |
S1 |
1,470.26 |
1,468.26 |
|