Trading Metrics calculated at close of trading on 30-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2019 |
30-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,805.86 |
8,766.39 |
-39.47 |
-0.4% |
8,703.06 |
High |
8,811.10 |
8,768.29 |
-42.81 |
-0.5% |
8,811.10 |
Low |
8,749.86 |
8,671.92 |
-77.94 |
-0.9% |
8,684.12 |
Close |
8,770.98 |
8,709.73 |
-61.25 |
-0.7% |
8,770.98 |
Range |
61.24 |
96.37 |
35.13 |
57.4% |
126.98 |
ATR |
63.50 |
66.04 |
2.54 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,005.76 |
8,954.11 |
8,762.73 |
|
R3 |
8,909.39 |
8,857.74 |
8,736.23 |
|
R2 |
8,813.02 |
8,813.02 |
8,727.40 |
|
R1 |
8,761.37 |
8,761.37 |
8,718.56 |
8,739.01 |
PP |
8,716.65 |
8,716.65 |
8,716.65 |
8,705.47 |
S1 |
8,665.00 |
8,665.00 |
8,700.90 |
8,642.64 |
S2 |
8,620.28 |
8,620.28 |
8,692.06 |
|
S3 |
8,523.91 |
8,568.63 |
8,683.23 |
|
S4 |
8,427.54 |
8,472.26 |
8,656.73 |
|
|
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 |
8,671.92 |
139.18 |
1.6% |
52.95 |
0.6% |
27% |
False |
True |
|
10 |
8,811.10 |
8,542.42 |
268.68 |
3.1% |
44.62 |
0.5% |
62% |
False |
False |
|
20 |
8,811.10 |
8,168.82 |
642.28 |
7.4% |
57.27 |
0.7% |
84% |
False |
False |
|
40 |
8,811.10 |
8,111.73 |
699.37 |
8.0% |
54.62 |
0.6% |
86% |
False |
False |
|
60 |
8,811.10 |
7,603.89 |
1,207.21 |
13.9% |
60.79 |
0.7% |
92% |
False |
False |
|
80 |
8,811.10 |
7,463.57 |
1,347.53 |
15.5% |
69.67 |
0.8% |
92% |
False |
False |
|
100 |
8,811.10 |
7,429.36 |
1,381.74 |
15.9% |
77.03 |
0.9% |
93% |
False |
False |
|
120 |
8,811.10 |
7,356.27 |
1,454.83 |
16.7% |
79.99 |
0.9% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,177.86 |
2.618 |
9,020.59 |
1.618 |
8,924.22 |
1.000 |
8,864.66 |
0.618 |
8,827.85 |
HIGH |
8,768.29 |
0.618 |
8,731.48 |
0.500 |
8,720.11 |
0.382 |
8,708.73 |
LOW |
8,671.92 |
0.618 |
8,612.36 |
1.000 |
8,575.55 |
1.618 |
8,515.99 |
2.618 |
8,419.62 |
4.250 |
8,262.35 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,720.11 |
8,741.51 |
PP |
8,716.65 |
8,730.92 |
S1 |
8,713.19 |
8,720.32 |
|