Trading Metrics calculated at close of trading on 27-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2019 |
27-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,501.42 |
1,510.83 |
9.41 |
0.6% |
1,478.53 |
High |
1,512.05 |
1,514.49 |
2.44 |
0.2% |
1,514.49 |
Low |
1,497.77 |
1,507.49 |
9.72 |
0.6% |
1,477.52 |
Close |
1,510.82 |
1,510.84 |
0.02 |
0.0% |
1,510.84 |
Range |
14.28 |
7.00 |
-7.28 |
-51.0% |
36.97 |
ATR |
11.21 |
10.91 |
-0.30 |
-2.7% |
0.00 |
Volume |
7,684 |
7,850 |
166 |
2.2% |
29,586 |
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,531.94 |
1,528.39 |
1,514.69 |
|
R3 |
1,524.94 |
1,521.39 |
1,512.77 |
|
R2 |
1,517.94 |
1,517.94 |
1,512.12 |
|
R1 |
1,514.39 |
1,514.39 |
1,511.48 |
1,516.17 |
PP |
1,510.94 |
1,510.94 |
1,510.94 |
1,511.83 |
S1 |
1,507.39 |
1,507.39 |
1,510.20 |
1,509.17 |
S2 |
1,503.94 |
1,503.94 |
1,509.56 |
|
S3 |
1,496.94 |
1,500.39 |
1,508.92 |
|
S4 |
1,489.94 |
1,493.39 |
1,506.99 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,611.86 |
1,598.32 |
1,531.17 |
|
R3 |
1,574.89 |
1,561.35 |
1,521.01 |
|
R2 |
1,537.92 |
1,537.92 |
1,517.62 |
|
R1 |
1,524.38 |
1,524.38 |
1,514.23 |
1,531.15 |
PP |
1,500.95 |
1,500.95 |
1,500.95 |
1,504.34 |
S1 |
1,487.41 |
1,487.41 |
1,507.45 |
1,494.18 |
S2 |
1,463.98 |
1,463.98 |
1,504.06 |
|
S3 |
1,427.01 |
1,450.44 |
1,500.67 |
|
S4 |
1,390.04 |
1,413.47 |
1,490.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,514.49 |
1,476.00 |
38.49 |
2.5% |
9.85 |
0.7% |
91% |
True |
False |
7,391 |
10 |
1,514.49 |
1,463.23 |
51.26 |
3.4% |
9.07 |
0.6% |
93% |
True |
False |
7,442 |
20 |
1,514.49 |
1,453.32 |
61.17 |
4.0% |
10.97 |
0.7% |
94% |
True |
False |
7,279 |
40 |
1,514.49 |
1,446.68 |
67.81 |
4.5% |
11.86 |
0.8% |
95% |
True |
False |
7,103 |
60 |
1,516.65 |
1,446.68 |
69.97 |
4.6% |
12.76 |
0.8% |
92% |
False |
False |
6,886 |
80 |
1,534.62 |
1,446.68 |
87.94 |
5.8% |
14.75 |
1.0% |
73% |
False |
False |
6,834 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.2% |
16.19 |
1.1% |
59% |
False |
False |
6,840 |
120 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
16.72 |
1.1% |
71% |
False |
False |
6,845 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,544.24 |
2.618 |
1,532.82 |
1.618 |
1,525.82 |
1.000 |
1,521.49 |
0.618 |
1,518.82 |
HIGH |
1,514.49 |
0.618 |
1,511.82 |
0.500 |
1,510.99 |
0.382 |
1,510.16 |
LOW |
1,507.49 |
0.618 |
1,503.16 |
1.000 |
1,500.49 |
1.618 |
1,496.16 |
2.618 |
1,489.16 |
4.250 |
1,477.74 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,510.99 |
1,507.07 |
PP |
1,510.94 |
1,503.30 |
S1 |
1,510.89 |
1,499.53 |
|