Trading Metrics calculated at close of trading on 27-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Dec-2019 |
27-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,717.95 |
8,805.86 |
87.91 |
1.0% |
8,703.06 |
High |
8,778.33 |
8,811.10 |
32.77 |
0.4% |
8,811.10 |
Low |
8,716.03 |
8,749.86 |
33.83 |
0.4% |
8,684.12 |
Close |
8,778.31 |
8,770.98 |
-7.33 |
-0.1% |
8,770.98 |
Range |
62.30 |
61.24 |
-1.06 |
-1.7% |
126.98 |
ATR |
63.68 |
63.50 |
-0.17 |
-0.3% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,961.03 |
8,927.25 |
8,804.66 |
|
R3 |
8,899.79 |
8,866.01 |
8,787.82 |
|
R2 |
8,838.55 |
8,838.55 |
8,782.21 |
|
R1 |
8,804.77 |
8,804.77 |
8,776.59 |
8,791.04 |
PP |
8,777.31 |
8,777.31 |
8,777.31 |
8,770.45 |
S1 |
8,743.53 |
8,743.53 |
8,765.37 |
8,729.80 |
S2 |
8,716.07 |
8,716.07 |
8,759.75 |
|
S3 |
8,654.83 |
8,682.29 |
8,754.14 |
|
S4 |
8,593.59 |
8,621.05 |
8,737.30 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,136.34 |
9,080.64 |
8,840.82 |
|
R3 |
9,009.36 |
8,953.66 |
8,805.90 |
|
R2 |
8,882.38 |
8,882.38 |
8,794.26 |
|
R1 |
8,826.68 |
8,826.68 |
8,782.62 |
8,854.53 |
PP |
8,755.40 |
8,755.40 |
8,755.40 |
8,769.33 |
S1 |
8,699.70 |
8,699.70 |
8,759.34 |
8,727.55 |
S2 |
8,628.42 |
8,628.42 |
8,747.70 |
|
S3 |
8,501.44 |
8,572.72 |
8,736.06 |
|
S4 |
8,374.46 |
8,445.74 |
8,701.14 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,811.10 |
8,656.48 |
154.62 |
1.8% |
39.92 |
0.5% |
74% |
True |
False |
|
10 |
8,811.10 |
8,441.88 |
369.22 |
4.2% |
42.55 |
0.5% |
89% |
True |
False |
|
20 |
8,811.10 |
8,168.82 |
642.28 |
7.3% |
54.14 |
0.6% |
94% |
True |
False |
|
40 |
8,811.10 |
8,041.65 |
769.45 |
8.8% |
53.93 |
0.6% |
95% |
True |
False |
|
60 |
8,811.10 |
7,463.57 |
1,347.53 |
15.4% |
62.13 |
0.7% |
97% |
True |
False |
|
80 |
8,811.10 |
7,463.57 |
1,347.53 |
15.4% |
69.42 |
0.8% |
97% |
True |
False |
|
100 |
8,811.10 |
7,386.76 |
1,424.34 |
16.2% |
77.90 |
0.9% |
97% |
True |
False |
|
120 |
8,811.10 |
7,356.27 |
1,454.83 |
16.6% |
79.73 |
0.9% |
97% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,071.37 |
2.618 |
8,971.43 |
1.618 |
8,910.19 |
1.000 |
8,872.34 |
0.618 |
8,848.95 |
HIGH |
8,811.10 |
0.618 |
8,787.71 |
0.500 |
8,780.48 |
0.382 |
8,773.25 |
LOW |
8,749.86 |
0.618 |
8,712.01 |
1.000 |
8,688.62 |
1.618 |
8,650.77 |
2.618 |
8,589.53 |
4.250 |
8,489.59 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,780.48 |
8,763.19 |
PP |
8,777.31 |
8,755.40 |
S1 |
8,774.15 |
8,747.61 |
|