Trading Metrics calculated at close of trading on 11-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2019 |
11-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,364.55 |
8,371.65 |
7.10 |
0.1% |
8,409.87 |
High |
8,392.89 |
8,408.08 |
15.19 |
0.2% |
8,409.87 |
Low |
8,339.37 |
8,361.37 |
22.00 |
0.3% |
8,168.82 |
Close |
8,354.29 |
8,402.61 |
48.32 |
0.6% |
8,397.37 |
Range |
53.52 |
46.71 |
-6.81 |
-12.7% |
241.05 |
ATR |
73.48 |
72.07 |
-1.41 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,530.82 |
8,513.42 |
8,428.30 |
|
R3 |
8,484.11 |
8,466.71 |
8,415.46 |
|
R2 |
8,437.40 |
8,437.40 |
8,411.17 |
|
R1 |
8,420.00 |
8,420.00 |
8,406.89 |
8,428.70 |
PP |
8,390.69 |
8,390.69 |
8,390.69 |
8,395.04 |
S1 |
8,373.29 |
8,373.29 |
8,398.33 |
8,381.99 |
S2 |
8,343.98 |
8,343.98 |
8,394.05 |
|
S3 |
8,297.27 |
8,326.58 |
8,389.76 |
|
S4 |
8,250.56 |
8,279.87 |
8,376.92 |
|
|
Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,048.50 |
8,963.99 |
8,529.95 |
|
R3 |
8,807.45 |
8,722.94 |
8,463.66 |
|
R2 |
8,566.40 |
8,566.40 |
8,441.56 |
|
R1 |
8,481.89 |
8,481.89 |
8,419.47 |
8,403.62 |
PP |
8,325.35 |
8,325.35 |
8,325.35 |
8,286.22 |
S1 |
8,240.84 |
8,240.84 |
8,375.27 |
8,162.57 |
S2 |
8,084.30 |
8,084.30 |
8,353.18 |
|
S3 |
7,843.25 |
7,999.79 |
8,331.08 |
|
S4 |
7,602.20 |
7,758.74 |
8,264.79 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,425.77 |
8,272.83 |
152.94 |
1.8% |
51.02 |
0.6% |
85% |
False |
False |
|
10 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
59.03 |
0.7% |
84% |
False |
False |
|
20 |
8,445.61 |
8,168.82 |
276.79 |
3.3% |
57.19 |
0.7% |
84% |
False |
False |
|
40 |
8,445.61 |
7,829.75 |
615.86 |
7.3% |
59.84 |
0.7% |
93% |
False |
False |
|
60 |
8,445.61 |
7,463.57 |
982.04 |
11.7% |
74.48 |
0.9% |
96% |
False |
False |
|
80 |
8,445.61 |
7,442.93 |
1,002.68 |
11.9% |
76.55 |
0.9% |
96% |
False |
False |
|
100 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
84.56 |
1.0% |
96% |
False |
False |
|
120 |
8,445.61 |
7,356.27 |
1,089.34 |
13.0% |
81.10 |
1.0% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,606.60 |
2.618 |
8,530.37 |
1.618 |
8,483.66 |
1.000 |
8,454.79 |
0.618 |
8,436.95 |
HIGH |
8,408.08 |
0.618 |
8,390.24 |
0.500 |
8,384.73 |
0.382 |
8,379.21 |
LOW |
8,361.37 |
0.618 |
8,332.50 |
1.000 |
8,314.66 |
1.618 |
8,285.79 |
2.618 |
8,239.08 |
4.250 |
8,162.85 |
|
|
Fisher Pivots for day following 11-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,396.65 |
8,395.93 |
PP |
8,390.69 |
8,389.25 |
S1 |
8,384.73 |
8,382.57 |
|