Trading Metrics calculated at close of trading on 23-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2019 |
23-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,666.57 |
8,703.06 |
36.49 |
0.4% |
8,544.26 |
High |
8,687.66 |
8,710.90 |
23.24 |
0.3% |
8,687.66 |
Low |
8,656.48 |
8,690.14 |
33.66 |
0.4% |
8,542.42 |
Close |
8,678.49 |
8,696.01 |
17.52 |
0.2% |
8,678.49 |
Range |
31.18 |
20.76 |
-10.42 |
-33.4% |
145.24 |
ATR |
68.01 |
65.46 |
-2.54 |
-3.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,761.30 |
8,749.41 |
8,707.43 |
|
R3 |
8,740.54 |
8,728.65 |
8,701.72 |
|
R2 |
8,719.78 |
8,719.78 |
8,699.82 |
|
R1 |
8,707.89 |
8,707.89 |
8,697.91 |
8,703.46 |
PP |
8,699.02 |
8,699.02 |
8,699.02 |
8,696.80 |
S1 |
8,687.13 |
8,687.13 |
8,694.11 |
8,682.70 |
S2 |
8,678.26 |
8,678.26 |
8,692.20 |
|
S3 |
8,657.50 |
8,666.37 |
8,690.30 |
|
S4 |
8,636.74 |
8,645.61 |
8,684.59 |
|
|
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 |
8,710.90 |
8,564.15 |
146.75 |
1.7% |
31.97 |
0.4% |
90% |
True |
False |
|
10 |
8,710.90 |
8,339.37 |
371.53 |
4.3% |
49.11 |
0.6% |
96% |
True |
False |
|
20 |
8,710.90 |
8,168.82 |
542.08 |
6.2% |
53.92 |
0.6% |
97% |
True |
False |
|
40 |
8,710.90 |
8,026.23 |
684.67 |
7.9% |
54.79 |
0.6% |
98% |
True |
False |
|
60 |
8,710.90 |
7,463.57 |
1,247.33 |
14.3% |
65.21 |
0.7% |
99% |
True |
False |
|
80 |
8,710.90 |
7,463.57 |
1,247.33 |
14.3% |
70.71 |
0.8% |
99% |
True |
False |
|
100 |
8,710.90 |
7,356.27 |
1,354.63 |
15.6% |
80.34 |
0.9% |
99% |
True |
False |
|
120 |
8,710.90 |
7,356.27 |
1,354.63 |
15.6% |
80.18 |
0.9% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,799.13 |
2.618 |
8,765.25 |
1.618 |
8,744.49 |
1.000 |
8,731.66 |
0.618 |
8,723.73 |
HIGH |
8,710.90 |
0.618 |
8,702.97 |
0.500 |
8,700.52 |
0.382 |
8,698.07 |
LOW |
8,690.14 |
0.618 |
8,677.31 |
1.000 |
8,669.38 |
1.618 |
8,656.55 |
2.618 |
8,635.79 |
4.250 |
8,601.91 |
|
|
Fisher Pivots for day following 23-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,700.52 |
8,681.27 |
PP |
8,699.02 |
8,666.53 |
S1 |
8,697.51 |
8,651.79 |
|