Trading Metrics calculated at close of trading on 20-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2019 |
20-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,592.68 |
8,666.57 |
73.89 |
0.9% |
8,544.26 |
High |
8,642.74 |
8,687.66 |
44.92 |
0.5% |
8,687.66 |
Low |
8,592.68 |
8,656.48 |
63.80 |
0.7% |
8,542.42 |
Close |
8,641.29 |
8,678.49 |
37.20 |
0.4% |
8,678.49 |
Range |
50.06 |
31.18 |
-18.88 |
-37.7% |
145.24 |
ATR |
69.67 |
68.01 |
-1.66 |
-2.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,767.75 |
8,754.30 |
8,695.64 |
|
R3 |
8,736.57 |
8,723.12 |
8,687.06 |
|
R2 |
8,705.39 |
8,705.39 |
8,684.21 |
|
R1 |
8,691.94 |
8,691.94 |
8,681.35 |
8,698.67 |
PP |
8,674.21 |
8,674.21 |
8,674.21 |
8,677.57 |
S1 |
8,660.76 |
8,660.76 |
8,675.63 |
8,667.49 |
S2 |
8,643.03 |
8,643.03 |
8,672.77 |
|
S3 |
8,611.85 |
8,629.58 |
8,669.92 |
|
S4 |
8,580.67 |
8,598.40 |
8,661.34 |
|
|
Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,071.91 |
9,020.44 |
8,758.37 |
|
R3 |
8,926.67 |
8,875.20 |
8,718.43 |
|
R2 |
8,781.43 |
8,781.43 |
8,705.12 |
|
R1 |
8,729.96 |
8,729.96 |
8,691.80 |
8,755.70 |
PP |
8,636.19 |
8,636.19 |
8,636.19 |
8,649.06 |
S1 |
8,584.72 |
8,584.72 |
8,665.18 |
8,610.46 |
S2 |
8,490.95 |
8,490.95 |
8,651.86 |
|
S3 |
8,345.71 |
8,439.48 |
8,638.55 |
|
S4 |
8,200.47 |
8,294.24 |
8,598.61 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,687.66 |
8,542.42 |
145.24 |
1.7% |
36.29 |
0.4% |
94% |
True |
False |
|
10 |
8,687.66 |
8,339.37 |
348.29 |
4.0% |
53.62 |
0.6% |
97% |
True |
False |
|
20 |
8,687.66 |
8,168.82 |
518.84 |
6.0% |
56.01 |
0.6% |
98% |
True |
False |
|
40 |
8,687.66 |
7,926.60 |
761.06 |
8.8% |
56.94 |
0.7% |
99% |
True |
False |
|
60 |
8,687.66 |
7,463.57 |
1,224.09 |
14.1% |
67.60 |
0.8% |
99% |
True |
False |
|
80 |
8,687.66 |
7,463.57 |
1,224.09 |
14.1% |
71.32 |
0.8% |
99% |
True |
False |
|
100 |
8,687.66 |
7,356.27 |
1,331.39 |
15.3% |
82.45 |
1.0% |
99% |
True |
False |
|
120 |
8,687.66 |
7,356.27 |
1,331.39 |
15.3% |
80.39 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,820.18 |
2.618 |
8,769.29 |
1.618 |
8,738.11 |
1.000 |
8,718.84 |
0.618 |
8,706.93 |
HIGH |
8,687.66 |
0.618 |
8,675.75 |
0.500 |
8,672.07 |
0.382 |
8,668.39 |
LOW |
8,656.48 |
0.618 |
8,637.21 |
1.000 |
8,625.30 |
1.618 |
8,606.03 |
2.618 |
8,574.85 |
4.250 |
8,523.97 |
|
|
Fisher Pivots for day following 20-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,676.35 |
8,663.36 |
PP |
8,674.21 |
8,648.24 |
S1 |
8,672.07 |
8,633.11 |
|