Trading Metrics calculated at close of trading on 23-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2019 |
23-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,478.70 |
1,478.53 |
-0.17 |
0.0% |
1,475.80 |
High |
1,480.35 |
1,485.75 |
5.40 |
0.4% |
1,480.95 |
Low |
1,476.00 |
1,477.52 |
1.52 |
0.1% |
1,470.90 |
Close |
1,477.80 |
1,485.36 |
7.56 |
0.5% |
1,477.80 |
Range |
4.35 |
8.23 |
3.88 |
89.2% |
10.05 |
ATR |
10.82 |
10.64 |
-0.19 |
-1.7% |
0.00 |
Volume |
7,370 |
7,792 |
422 |
5.7% |
37,617 |
|
Daily Pivots for day following 23-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,507.57 |
1,504.69 |
1,489.89 |
|
R3 |
1,499.34 |
1,496.46 |
1,487.62 |
|
R2 |
1,491.11 |
1,491.11 |
1,486.87 |
|
R1 |
1,488.23 |
1,488.23 |
1,486.11 |
1,489.67 |
PP |
1,482.88 |
1,482.88 |
1,482.88 |
1,483.60 |
S1 |
1,480.00 |
1,480.00 |
1,484.61 |
1,481.44 |
S2 |
1,474.65 |
1,474.65 |
1,483.85 |
|
S3 |
1,466.42 |
1,471.77 |
1,483.10 |
|
S4 |
1,458.19 |
1,463.54 |
1,480.83 |
|
|
Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,506.70 |
1,502.30 |
1,483.33 |
|
R3 |
1,496.65 |
1,492.25 |
1,480.56 |
|
R2 |
1,486.60 |
1,486.60 |
1,479.64 |
|
R1 |
1,482.20 |
1,482.20 |
1,478.72 |
1,484.40 |
PP |
1,476.55 |
1,476.55 |
1,476.55 |
1,477.65 |
S1 |
1,472.15 |
1,472.15 |
1,476.88 |
1,474.35 |
S2 |
1,466.50 |
1,466.50 |
1,475.96 |
|
S3 |
1,456.45 |
1,462.10 |
1,475.04 |
|
S4 |
1,446.40 |
1,452.05 |
1,472.27 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,485.75 |
1,470.90 |
14.85 |
1.0% |
6.73 |
0.5% |
97% |
True |
False |
7,544 |
10 |
1,485.75 |
1,460.05 |
25.70 |
1.7% |
9.76 |
0.7% |
98% |
True |
False |
7,486 |
20 |
1,485.75 |
1,452.18 |
33.57 |
2.3% |
10.27 |
0.7% |
99% |
True |
False |
7,202 |
40 |
1,514.29 |
1,446.68 |
67.61 |
4.6% |
12.01 |
0.8% |
57% |
False |
False |
7,078 |
60 |
1,516.65 |
1,446.68 |
69.97 |
4.7% |
13.45 |
0.9% |
55% |
False |
False |
6,802 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
15.40 |
1.0% |
35% |
False |
False |
6,825 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.4% |
16.52 |
1.1% |
35% |
False |
False |
6,819 |
120 |
1,556.11 |
1,386.42 |
169.69 |
11.4% |
16.94 |
1.1% |
58% |
False |
False |
6,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,520.73 |
2.618 |
1,507.30 |
1.618 |
1,499.07 |
1.000 |
1,493.98 |
0.618 |
1,490.84 |
HIGH |
1,485.75 |
0.618 |
1,482.61 |
0.500 |
1,481.64 |
0.382 |
1,480.66 |
LOW |
1,477.52 |
0.618 |
1,472.43 |
1.000 |
1,469.29 |
1.618 |
1,464.20 |
2.618 |
1,455.97 |
4.250 |
1,442.54 |
|
|
Fisher Pivots for day following 23-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,484.12 |
1,483.43 |
PP |
1,482.88 |
1,481.50 |
S1 |
1,481.64 |
1,479.58 |
|