Trading Metrics calculated at close of trading on 24-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2019 |
24-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,703.06 |
8,705.30 |
2.24 |
0.0% |
8,544.26 |
High |
8,710.90 |
8,708.22 |
-2.68 |
0.0% |
8,687.66 |
Low |
8,690.14 |
8,684.12 |
-6.02 |
-0.1% |
8,542.42 |
Close |
8,696.01 |
8,699.51 |
3.50 |
0.0% |
8,678.49 |
Range |
20.76 |
24.10 |
3.34 |
16.1% |
145.24 |
ATR |
65.46 |
62.51 |
-2.95 |
-4.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 24-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,769.58 |
8,758.65 |
8,712.77 |
|
R3 |
8,745.48 |
8,734.55 |
8,706.14 |
|
R2 |
8,721.38 |
8,721.38 |
8,703.93 |
|
R1 |
8,710.45 |
8,710.45 |
8,701.72 |
8,703.87 |
PP |
8,697.28 |
8,697.28 |
8,697.28 |
8,693.99 |
S1 |
8,686.35 |
8,686.35 |
8,697.30 |
8,679.77 |
S2 |
8,673.18 |
8,673.18 |
8,695.09 |
|
S3 |
8,649.08 |
8,662.25 |
8,692.88 |
|
S4 |
8,624.98 |
8,638.15 |
8,686.26 |
|
|
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 |
8,578.56 |
132.34 |
1.5% |
31.13 |
0.4% |
91% |
False |
False |
|
10 |
8,710.90 |
8,361.37 |
349.53 |
4.0% |
46.17 |
0.5% |
97% |
False |
False |
|
20 |
8,710.90 |
8,168.82 |
542.08 |
6.2% |
51.96 |
0.6% |
98% |
False |
False |
|
40 |
8,710.90 |
8,026.23 |
684.67 |
7.9% |
54.17 |
0.6% |
98% |
False |
False |
|
60 |
8,710.90 |
7,463.57 |
1,247.33 |
14.3% |
64.47 |
0.7% |
99% |
False |
False |
|
80 |
8,710.90 |
7,463.57 |
1,247.33 |
14.3% |
69.71 |
0.8% |
99% |
False |
False |
|
100 |
8,710.90 |
7,356.27 |
1,354.63 |
15.6% |
79.48 |
0.9% |
99% |
False |
False |
|
120 |
8,710.90 |
7,356.27 |
1,354.63 |
15.6% |
79.71 |
0.9% |
99% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,810.65 |
2.618 |
8,771.31 |
1.618 |
8,747.21 |
1.000 |
8,732.32 |
0.618 |
8,723.11 |
HIGH |
8,708.22 |
0.618 |
8,699.01 |
0.500 |
8,696.17 |
0.382 |
8,693.33 |
LOW |
8,684.12 |
0.618 |
8,669.23 |
1.000 |
8,660.02 |
1.618 |
8,645.13 |
2.618 |
8,621.03 |
4.250 |
8,581.70 |
|
|
Fisher Pivots for day following 24-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,698.40 |
8,694.24 |
PP |
8,697.28 |
8,688.96 |
S1 |
8,696.17 |
8,683.69 |
|