Trading Metrics calculated at close of trading on 24-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2019 |
24-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,478.53 |
1,485.33 |
6.80 |
0.5% |
1,475.80 |
High |
1,485.75 |
1,499.95 |
14.20 |
1.0% |
1,480.95 |
Low |
1,477.52 |
1,484.57 |
7.05 |
0.5% |
1,470.90 |
Close |
1,485.36 |
1,498.47 |
13.11 |
0.9% |
1,477.80 |
Range |
8.23 |
15.38 |
7.15 |
86.9% |
10.05 |
ATR |
10.64 |
10.98 |
0.34 |
3.2% |
0.00 |
Volume |
7,792 |
6,260 |
-1,532 |
-19.7% |
37,617 |
|
Daily Pivots for day following 24-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,540.47 |
1,534.85 |
1,506.93 |
|
R3 |
1,525.09 |
1,519.47 |
1,502.70 |
|
R2 |
1,509.71 |
1,509.71 |
1,501.29 |
|
R1 |
1,504.09 |
1,504.09 |
1,499.88 |
1,506.90 |
PP |
1,494.33 |
1,494.33 |
1,494.33 |
1,495.74 |
S1 |
1,488.71 |
1,488.71 |
1,497.06 |
1,491.52 |
S2 |
1,478.95 |
1,478.95 |
1,495.65 |
|
S3 |
1,463.57 |
1,473.33 |
1,494.24 |
|
S4 |
1,448.19 |
1,457.95 |
1,490.01 |
|
|
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 |
1,499.95 |
1,470.90 |
29.05 |
1.9% |
8.73 |
0.6% |
95% |
True |
False |
7,302 |
10 |
1,499.95 |
1,462.91 |
37.04 |
2.5% |
10.45 |
0.7% |
96% |
True |
False |
7,349 |
20 |
1,499.95 |
1,452.80 |
47.15 |
3.1% |
10.52 |
0.7% |
97% |
True |
False |
7,164 |
40 |
1,514.29 |
1,446.68 |
67.61 |
4.5% |
12.15 |
0.8% |
77% |
False |
False |
7,060 |
60 |
1,516.65 |
1,446.68 |
69.97 |
4.7% |
13.23 |
0.9% |
74% |
False |
False |
6,822 |
80 |
1,556.11 |
1,446.68 |
109.43 |
7.3% |
15.25 |
1.0% |
47% |
False |
False |
6,818 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.3% |
16.51 |
1.1% |
47% |
False |
False |
6,816 |
120 |
1,556.11 |
1,390.27 |
165.84 |
11.1% |
16.96 |
1.1% |
65% |
False |
False |
6,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,565.32 |
2.618 |
1,540.21 |
1.618 |
1,524.83 |
1.000 |
1,515.33 |
0.618 |
1,509.45 |
HIGH |
1,499.95 |
0.618 |
1,494.07 |
0.500 |
1,492.26 |
0.382 |
1,490.45 |
LOW |
1,484.57 |
0.618 |
1,475.07 |
1.000 |
1,469.19 |
1.618 |
1,459.69 |
2.618 |
1,444.31 |
4.250 |
1,419.21 |
|
|
Fisher Pivots for day following 24-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,496.40 |
1,494.97 |
PP |
1,494.33 |
1,491.47 |
S1 |
1,492.26 |
1,487.98 |
|