| Trading Metrics calculated at close of trading on 26-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2019 |
26-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
1,485.33 |
1,501.42 |
16.09 |
1.1% |
1,475.80 |
| High |
1,499.95 |
1,512.05 |
12.10 |
0.8% |
1,480.95 |
| Low |
1,484.57 |
1,497.77 |
13.20 |
0.9% |
1,470.90 |
| Close |
1,498.47 |
1,510.82 |
12.35 |
0.8% |
1,477.80 |
| Range |
15.38 |
14.28 |
-1.10 |
-7.2% |
10.05 |
| ATR |
10.98 |
11.21 |
0.24 |
2.1% |
0.00 |
| Volume |
6,260 |
7,684 |
1,424 |
22.7% |
37,617 |
|
| Daily Pivots for day following 26-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,549.72 |
1,544.55 |
1,518.67 |
|
| R3 |
1,535.44 |
1,530.27 |
1,514.75 |
|
| R2 |
1,521.16 |
1,521.16 |
1,513.44 |
|
| R1 |
1,515.99 |
1,515.99 |
1,512.13 |
1,518.58 |
| PP |
1,506.88 |
1,506.88 |
1,506.88 |
1,508.17 |
| S1 |
1,501.71 |
1,501.71 |
1,509.51 |
1,504.30 |
| S2 |
1,492.60 |
1,492.60 |
1,508.20 |
|
| S3 |
1,478.32 |
1,487.43 |
1,506.89 |
|
| S4 |
1,464.04 |
1,473.15 |
1,502.97 |
|
|
| 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 |
1,512.05 |
1,473.40 |
38.65 |
2.6% |
9.96 |
0.7% |
97% |
True |
False |
7,342 |
| 10 |
1,512.05 |
1,463.23 |
48.82 |
3.2% |
10.41 |
0.7% |
97% |
True |
False |
7,361 |
| 20 |
1,512.05 |
1,453.32 |
58.73 |
3.9% |
10.79 |
0.7% |
98% |
True |
False |
7,191 |
| 40 |
1,514.29 |
1,446.68 |
67.61 |
4.5% |
12.17 |
0.8% |
95% |
False |
False |
7,080 |
| 60 |
1,516.65 |
1,446.68 |
69.97 |
4.6% |
12.97 |
0.9% |
92% |
False |
False |
6,864 |
| 80 |
1,552.61 |
1,446.68 |
105.93 |
7.0% |
15.16 |
1.0% |
61% |
False |
False |
6,825 |
| 100 |
1,556.11 |
1,446.68 |
109.43 |
7.2% |
16.29 |
1.1% |
59% |
False |
False |
6,830 |
| 120 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
16.84 |
1.1% |
71% |
False |
False |
6,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,572.74 |
|
2.618 |
1,549.44 |
|
1.618 |
1,535.16 |
|
1.000 |
1,526.33 |
|
0.618 |
1,520.88 |
|
HIGH |
1,512.05 |
|
0.618 |
1,506.60 |
|
0.500 |
1,504.91 |
|
0.382 |
1,503.22 |
|
LOW |
1,497.77 |
|
0.618 |
1,488.94 |
|
1.000 |
1,483.49 |
|
1.618 |
1,474.66 |
|
2.618 |
1,460.38 |
|
4.250 |
1,437.08 |
|
|
| Fisher Pivots for day following 26-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
1,508.85 |
1,505.48 |
| PP |
1,506.88 |
1,500.13 |
| S1 |
1,504.91 |
1,494.79 |
|