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 |
28,539.46 |
28,675.34 |
135.88 |
0.5% |
28,491.78 |
High |
28,624.10 |
28,701.66 |
77.56 |
0.3% |
28,701.66 |
Low |
28,535.15 |
28,608.98 |
73.83 |
0.3% |
28,491.78 |
Close |
28,621.39 |
28,645.26 |
23.87 |
0.1% |
28,645.26 |
Range |
88.95 |
92.68 |
3.73 |
4.2% |
209.88 |
ATR |
176.78 |
170.77 |
-6.01 |
-3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,930.01 |
28,880.31 |
28,696.23 |
|
R3 |
28,837.33 |
28,787.63 |
28,670.75 |
|
R2 |
28,744.65 |
28,744.65 |
28,662.25 |
|
R1 |
28,694.95 |
28,694.95 |
28,653.76 |
28,673.46 |
PP |
28,651.97 |
28,651.97 |
28,651.97 |
28,641.22 |
S1 |
28,602.27 |
28,602.27 |
28,636.76 |
28,580.78 |
S2 |
28,559.29 |
28,559.29 |
28,628.27 |
|
S3 |
28,466.61 |
28,509.59 |
28,619.77 |
|
S4 |
28,373.93 |
28,416.91 |
28,594.29 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,242.54 |
29,153.78 |
28,760.69 |
|
R3 |
29,032.66 |
28,943.90 |
28,702.98 |
|
R2 |
28,822.78 |
28,822.78 |
28,683.74 |
|
R1 |
28,734.02 |
28,734.02 |
28,664.50 |
28,778.40 |
PP |
28,612.90 |
28,612.90 |
28,612.90 |
28,635.09 |
S1 |
28,524.14 |
28,524.14 |
28,626.02 |
28,568.52 |
S2 |
28,403.02 |
28,403.02 |
28,606.78 |
|
S3 |
28,193.14 |
28,314.26 |
28,587.54 |
|
S4 |
27,983.26 |
28,104.38 |
28,529.83 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,701.66 |
28,445.60 |
256.06 |
0.9% |
101.79 |
0.4% |
78% |
True |
False |
|
10 |
28,701.66 |
28,028.80 |
672.86 |
2.3% |
120.90 |
0.4% |
92% |
True |
False |
|
20 |
28,701.66 |
27,325.13 |
1,376.53 |
4.8% |
152.25 |
0.5% |
96% |
True |
False |
|
40 |
28,701.66 |
26,918.29 |
1,783.37 |
6.2% |
152.07 |
0.5% |
97% |
True |
False |
|
60 |
28,701.66 |
25,743.46 |
2,958.20 |
10.3% |
173.86 |
0.6% |
98% |
True |
False |
|
80 |
28,701.66 |
25,743.46 |
2,958.20 |
10.3% |
188.82 |
0.7% |
98% |
True |
False |
|
100 |
28,701.66 |
25,339.60 |
3,362.06 |
11.7% |
218.43 |
0.8% |
98% |
True |
False |
|
120 |
28,701.66 |
25,339.60 |
3,362.06 |
11.7% |
221.98 |
0.8% |
98% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,095.55 |
2.618 |
28,944.30 |
1.618 |
28,851.62 |
1.000 |
28,794.34 |
0.618 |
28,758.94 |
HIGH |
28,701.66 |
0.618 |
28,666.26 |
0.500 |
28,655.32 |
0.382 |
28,644.38 |
LOW |
28,608.98 |
0.618 |
28,551.70 |
1.000 |
28,516.30 |
1.618 |
28,459.02 |
2.618 |
28,366.34 |
4.250 |
28,215.09 |
|
|
Fisher Pivots for day following 27-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
28,655.32 |
28,630.99 |
PP |
28,651.97 |
28,616.71 |
S1 |
28,648.61 |
28,602.44 |
|