Trading Metrics calculated at close of trading on 31-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2019 |
31-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
1,510.80 |
1,514.79 |
3.99 |
0.3% |
1,478.53 |
High |
1,515.74 |
1,524.48 |
8.74 |
0.6% |
1,514.49 |
Low |
1,510.74 |
1,514.40 |
3.66 |
0.2% |
1,477.52 |
Close |
1,514.87 |
1,516.97 |
2.10 |
0.1% |
1,510.84 |
Range |
5.00 |
10.08 |
5.08 |
101.6% |
36.97 |
ATR |
10.49 |
10.46 |
-0.03 |
-0.3% |
0.00 |
Volume |
7,245 |
7,716 |
471 |
6.5% |
29,586 |
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,548.86 |
1,542.99 |
1,522.51 |
|
R3 |
1,538.78 |
1,532.91 |
1,519.74 |
|
R2 |
1,528.70 |
1,528.70 |
1,518.82 |
|
R1 |
1,522.83 |
1,522.83 |
1,517.89 |
1,525.77 |
PP |
1,518.62 |
1,518.62 |
1,518.62 |
1,520.08 |
S1 |
1,512.75 |
1,512.75 |
1,516.05 |
1,515.69 |
S2 |
1,508.54 |
1,508.54 |
1,515.12 |
|
S3 |
1,498.46 |
1,502.67 |
1,514.20 |
|
S4 |
1,488.38 |
1,492.59 |
1,511.43 |
|
|
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 |
1,524.48 |
1,484.57 |
39.91 |
2.6% |
10.35 |
0.7% |
81% |
True |
False |
7,351 |
10 |
1,524.48 |
1,470.90 |
53.58 |
3.5% |
8.54 |
0.6% |
86% |
True |
False |
7,447 |
20 |
1,524.48 |
1,458.92 |
65.56 |
4.3% |
10.58 |
0.7% |
89% |
True |
False |
7,366 |
40 |
1,524.48 |
1,446.68 |
77.80 |
5.1% |
11.76 |
0.8% |
90% |
True |
False |
7,132 |
60 |
1,524.48 |
1,446.68 |
77.80 |
5.1% |
12.51 |
0.8% |
90% |
True |
False |
6,903 |
80 |
1,534.62 |
1,446.68 |
87.94 |
5.8% |
14.45 |
1.0% |
80% |
False |
False |
6,846 |
100 |
1,556.11 |
1,446.68 |
109.43 |
7.2% |
15.97 |
1.1% |
64% |
False |
False |
6,854 |
120 |
1,556.11 |
1,400.34 |
155.77 |
10.3% |
16.66 |
1.1% |
75% |
False |
False |
6,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,567.32 |
2.618 |
1,550.87 |
1.618 |
1,540.79 |
1.000 |
1,534.56 |
0.618 |
1,530.71 |
HIGH |
1,524.48 |
0.618 |
1,520.63 |
0.500 |
1,519.44 |
0.382 |
1,518.25 |
LOW |
1,514.40 |
0.618 |
1,508.17 |
1.000 |
1,504.32 |
1.618 |
1,498.09 |
2.618 |
1,488.01 |
4.250 |
1,471.56 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
1,519.44 |
1,516.64 |
PP |
1,518.62 |
1,516.31 |
S1 |
1,517.79 |
1,515.99 |
|