Trading Metrics calculated at close of trading on 30-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2019 |
30-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,510.83 |
1,510.80 |
-0.03 |
0.0% |
1,478.53 |
High |
1,514.49 |
1,515.74 |
1.25 |
0.1% |
1,514.49 |
Low |
1,507.49 |
1,510.74 |
3.25 |
0.2% |
1,477.52 |
Close |
1,510.84 |
1,514.87 |
4.03 |
0.3% |
1,510.84 |
Range |
7.00 |
5.00 |
-2.00 |
-28.6% |
36.97 |
ATR |
10.91 |
10.49 |
-0.42 |
-3.9% |
0.00 |
Volume |
7,850 |
7,245 |
-605 |
-7.7% |
29,586 |
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,528.78 |
1,526.83 |
1,517.62 |
|
R3 |
1,523.78 |
1,521.83 |
1,516.25 |
|
R2 |
1,518.78 |
1,518.78 |
1,515.79 |
|
R1 |
1,516.83 |
1,516.83 |
1,515.33 |
1,517.81 |
PP |
1,513.78 |
1,513.78 |
1,513.78 |
1,514.27 |
S1 |
1,511.83 |
1,511.83 |
1,514.41 |
1,512.81 |
S2 |
1,508.78 |
1,508.78 |
1,513.95 |
|
S3 |
1,503.78 |
1,506.83 |
1,513.50 |
|
S4 |
1,498.78 |
1,501.83 |
1,512.12 |
|
|
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 |
1,515.74 |
1,477.52 |
38.22 |
2.5% |
9.98 |
0.7% |
98% |
True |
False |
7,366 |
10 |
1,515.74 |
1,470.90 |
44.84 |
3.0% |
8.13 |
0.5% |
98% |
True |
False |
7,444 |
20 |
1,515.74 |
1,454.20 |
61.54 |
4.1% |
10.60 |
0.7% |
99% |
True |
False |
7,314 |
40 |
1,515.74 |
1,446.68 |
69.06 |
4.6% |
11.74 |
0.8% |
99% |
True |
False |
7,113 |
60 |
1,516.65 |
1,446.68 |
69.97 |
4.6% |
12.65 |
0.8% |
97% |
False |
False |
6,892 |
80 |
1,534.62 |
1,446.68 |
87.94 |
5.8% |
14.52 |
1.0% |
78% |
False |
False |
6,836 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.2% |
16.12 |
1.1% |
62% |
False |
False |
6,844 |
120 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
16.65 |
1.1% |
74% |
False |
False |
6,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,536.99 |
2.618 |
1,528.83 |
1.618 |
1,523.83 |
1.000 |
1,520.74 |
0.618 |
1,518.83 |
HIGH |
1,515.74 |
0.618 |
1,513.83 |
0.500 |
1,513.24 |
0.382 |
1,512.65 |
LOW |
1,510.74 |
0.618 |
1,507.65 |
1.000 |
1,505.74 |
1.618 |
1,502.65 |
2.618 |
1,497.65 |
4.250 |
1,489.49 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,514.33 |
1,512.17 |
PP |
1,513.78 |
1,509.46 |
S1 |
1,513.24 |
1,506.76 |
|