Trading Metrics calculated at close of trading on 11-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2019 |
11-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
27,900.65 |
27,867.31 |
-33.34 |
-0.1% |
28,109.74 |
High |
27,949.02 |
27,925.50 |
-23.52 |
-0.1% |
28,109.84 |
Low |
27,804.00 |
27,801.80 |
-2.20 |
0.0% |
27,325.13 |
Close |
27,881.72 |
27,911.30 |
29.58 |
0.1% |
28,015.06 |
Range |
145.02 |
123.70 |
-21.32 |
-14.7% |
784.71 |
ATR |
203.34 |
197.65 |
-5.69 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 11-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,250.63 |
28,204.67 |
27,979.34 |
|
R3 |
28,126.93 |
28,080.97 |
27,945.32 |
|
R2 |
28,003.23 |
28,003.23 |
27,933.98 |
|
R1 |
27,957.27 |
27,957.27 |
27,922.64 |
27,980.25 |
PP |
27,879.53 |
27,879.53 |
27,879.53 |
27,891.03 |
S1 |
27,833.57 |
27,833.57 |
27,899.96 |
27,856.55 |
S2 |
27,755.83 |
27,755.83 |
27,888.62 |
|
S3 |
27,632.13 |
27,709.87 |
27,877.28 |
|
S4 |
27,508.43 |
27,586.17 |
27,843.27 |
|
|
Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,170.81 |
29,877.64 |
28,446.65 |
|
R3 |
29,386.10 |
29,092.93 |
28,230.86 |
|
R2 |
28,601.39 |
28,601.39 |
28,158.92 |
|
R1 |
28,308.22 |
28,308.22 |
28,086.99 |
28,062.45 |
PP |
27,816.68 |
27,816.68 |
27,816.68 |
27,693.79 |
S1 |
27,523.51 |
27,523.51 |
27,943.13 |
27,277.74 |
S2 |
27,031.97 |
27,031.97 |
27,871.20 |
|
S3 |
26,247.26 |
26,738.80 |
27,799.26 |
|
S4 |
25,462.55 |
25,954.09 |
27,583.47 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,035.85 |
27,562.80 |
473.05 |
1.7% |
150.31 |
0.5% |
74% |
False |
False |
|
10 |
28,174.97 |
27,325.13 |
849.84 |
3.0% |
157.08 |
0.6% |
69% |
False |
False |
|
20 |
28,174.97 |
27,325.13 |
849.84 |
3.0% |
153.18 |
0.5% |
69% |
False |
False |
|
40 |
28,174.97 |
26,714.34 |
1,460.63 |
5.2% |
158.66 |
0.6% |
82% |
False |
False |
|
60 |
28,174.97 |
25,743.46 |
2,431.51 |
8.7% |
200.24 |
0.7% |
89% |
False |
False |
|
80 |
28,174.97 |
25,507.18 |
2,667.79 |
9.6% |
208.88 |
0.7% |
90% |
False |
False |
|
100 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
236.86 |
0.8% |
91% |
False |
False |
|
120 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
223.09 |
0.8% |
91% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,451.23 |
2.618 |
28,249.35 |
1.618 |
28,125.65 |
1.000 |
28,049.20 |
0.618 |
28,001.95 |
HIGH |
27,925.50 |
0.618 |
27,878.25 |
0.500 |
27,863.65 |
0.382 |
27,849.05 |
LOW |
27,801.80 |
0.618 |
27,725.35 |
1.000 |
27,678.10 |
1.618 |
27,601.65 |
2.618 |
27,477.95 |
4.250 |
27,276.08 |
|
|
Fisher Pivots for day following 11-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
27,895.42 |
27,909.57 |
PP |
27,879.53 |
27,907.84 |
S1 |
27,863.65 |
27,906.11 |
|