Trading Metrics calculated at close of trading on 12-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2019 |
12-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,464.19 |
1,474.56 |
10.37 |
0.7% |
1,463.66 |
High |
1,477.60 |
1,485.71 |
8.11 |
0.5% |
1,483.37 |
Low |
1,462.91 |
1,465.34 |
2.43 |
0.2% |
1,454.20 |
Close |
1,474.61 |
1,469.50 |
-5.11 |
-0.3% |
1,459.66 |
Range |
14.69 |
20.37 |
5.68 |
38.7% |
29.17 |
ATR |
12.17 |
12.76 |
0.59 |
4.8% |
0.00 |
Volume |
7,556 |
7,040 |
-516 |
-6.8% |
34,679 |
|
Daily Pivots for day following 12-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,534.63 |
1,522.43 |
1,480.70 |
|
R3 |
1,514.26 |
1,502.06 |
1,475.10 |
|
R2 |
1,493.89 |
1,493.89 |
1,473.23 |
|
R1 |
1,481.69 |
1,481.69 |
1,471.37 |
1,477.61 |
PP |
1,473.52 |
1,473.52 |
1,473.52 |
1,471.47 |
S1 |
1,461.32 |
1,461.32 |
1,467.63 |
1,457.24 |
S2 |
1,453.15 |
1,453.15 |
1,465.77 |
|
S3 |
1,432.78 |
1,440.95 |
1,463.90 |
|
S4 |
1,412.41 |
1,420.58 |
1,458.30 |
|
|
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 |
1,485.71 |
1,458.92 |
26.79 |
1.8% |
13.41 |
0.9% |
39% |
True |
False |
7,398 |
10 |
1,485.71 |
1,453.32 |
32.39 |
2.2% |
12.87 |
0.9% |
50% |
True |
False |
7,116 |
20 |
1,485.71 |
1,452.18 |
33.53 |
2.3% |
11.46 |
0.8% |
52% |
True |
False |
7,010 |
40 |
1,516.65 |
1,446.68 |
69.97 |
4.8% |
12.74 |
0.9% |
33% |
False |
False |
6,858 |
60 |
1,534.62 |
1,446.68 |
87.94 |
6.0% |
14.95 |
1.0% |
26% |
False |
False |
6,717 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
16.70 |
1.1% |
21% |
False |
False |
6,757 |
100 |
1,556.11 |
1,401.30 |
154.81 |
10.5% |
17.40 |
1.2% |
44% |
False |
False |
6,755 |
120 |
1,556.11 |
1,382.10 |
174.01 |
11.8% |
17.94 |
1.2% |
50% |
False |
False |
6,795 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,572.28 |
2.618 |
1,539.04 |
1.618 |
1,518.67 |
1.000 |
1,506.08 |
0.618 |
1,498.30 |
HIGH |
1,485.71 |
0.618 |
1,477.93 |
0.500 |
1,475.53 |
0.382 |
1,473.12 |
LOW |
1,465.34 |
0.618 |
1,452.75 |
1.000 |
1,444.97 |
1.618 |
1,432.38 |
2.618 |
1,412.01 |
4.250 |
1,378.77 |
|
|
Fisher Pivots for day following 12-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,475.53 |
1,472.88 |
PP |
1,473.52 |
1,471.75 |
S1 |
1,471.51 |
1,470.63 |
|