Trading Metrics calculated at close of trading on 31-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2019 |
31-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
8,766.39 |
8,681.33 |
-85.06 |
-1.0% |
8,703.06 |
High |
8,768.29 |
8,735.43 |
-32.86 |
-0.4% |
8,811.10 |
Low |
8,671.92 |
8,674.38 |
2.46 |
0.0% |
8,684.12 |
Close |
8,709.73 |
8,733.07 |
23.34 |
0.3% |
8,770.98 |
Range |
96.37 |
61.05 |
-35.32 |
-36.7% |
126.98 |
ATR |
66.04 |
65.68 |
-0.36 |
-0.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,897.44 |
8,876.31 |
8,766.65 |
|
R3 |
8,836.39 |
8,815.26 |
8,749.86 |
|
R2 |
8,775.34 |
8,775.34 |
8,744.26 |
|
R1 |
8,754.21 |
8,754.21 |
8,738.67 |
8,764.78 |
PP |
8,714.29 |
8,714.29 |
8,714.29 |
8,719.58 |
S1 |
8,693.16 |
8,693.16 |
8,727.47 |
8,703.73 |
S2 |
8,653.24 |
8,653.24 |
8,721.88 |
|
S3 |
8,592.19 |
8,632.11 |
8,716.28 |
|
S4 |
8,531.14 |
8,571.06 |
8,699.49 |
|
|
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% |
61.01 |
0.7% |
44% |
False |
False |
|
10 |
8,811.10 |
8,564.15 |
246.95 |
2.8% |
46.49 |
0.5% |
68% |
False |
False |
|
20 |
8,811.10 |
8,168.82 |
642.28 |
7.4% |
53.56 |
0.6% |
88% |
False |
False |
|
40 |
8,811.10 |
8,157.36 |
653.74 |
7.5% |
54.89 |
0.6% |
88% |
False |
False |
|
60 |
8,811.10 |
7,603.89 |
1,207.21 |
13.8% |
60.35 |
0.7% |
94% |
False |
False |
|
80 |
8,811.10 |
7,463.57 |
1,347.53 |
15.4% |
69.94 |
0.8% |
94% |
False |
False |
|
100 |
8,811.10 |
7,429.36 |
1,381.74 |
15.8% |
76.15 |
0.9% |
94% |
False |
False |
|
120 |
8,811.10 |
7,356.27 |
1,454.83 |
16.7% |
79.98 |
0.9% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,994.89 |
2.618 |
8,895.26 |
1.618 |
8,834.21 |
1.000 |
8,796.48 |
0.618 |
8,773.16 |
HIGH |
8,735.43 |
0.618 |
8,712.11 |
0.500 |
8,704.91 |
0.382 |
8,697.70 |
LOW |
8,674.38 |
0.618 |
8,636.65 |
1.000 |
8,613.33 |
1.618 |
8,575.60 |
2.618 |
8,514.55 |
4.250 |
8,414.92 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
8,723.68 |
8,741.51 |
PP |
8,714.29 |
8,738.70 |
S1 |
8,704.91 |
8,735.88 |
|