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 |
28,675.34 |
28,654.76 |
-20.58 |
-0.1% |
28,491.78 |
High |
28,701.66 |
28,664.69 |
-36.97 |
-0.1% |
28,701.66 |
Low |
28,608.98 |
28,428.98 |
-180.00 |
-0.6% |
28,491.78 |
Close |
28,645.26 |
28,462.14 |
-183.12 |
-0.6% |
28,645.26 |
Range |
92.68 |
235.71 |
143.03 |
154.3% |
209.88 |
ATR |
170.77 |
175.41 |
4.64 |
2.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 30-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,225.73 |
29,079.65 |
28,591.78 |
|
R3 |
28,990.02 |
28,843.94 |
28,526.96 |
|
R2 |
28,754.31 |
28,754.31 |
28,505.35 |
|
R1 |
28,608.23 |
28,608.23 |
28,483.75 |
28,563.42 |
PP |
28,518.60 |
28,518.60 |
28,518.60 |
28,496.20 |
S1 |
28,372.52 |
28,372.52 |
28,440.53 |
28,327.71 |
S2 |
28,282.89 |
28,282.89 |
28,418.93 |
|
S3 |
28,047.18 |
28,136.81 |
28,397.32 |
|
S4 |
27,811.47 |
27,901.10 |
28,332.50 |
|
|
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 |
28,428.98 |
272.68 |
1.0% |
116.33 |
0.4% |
12% |
False |
True |
|
10 |
28,701.66 |
28,191.67 |
509.99 |
1.8% |
118.58 |
0.4% |
53% |
False |
False |
|
20 |
28,701.66 |
27,325.13 |
1,376.53 |
4.8% |
160.19 |
0.6% |
83% |
False |
False |
|
40 |
28,701.66 |
27,142.95 |
1,558.71 |
5.5% |
151.21 |
0.5% |
85% |
False |
False |
|
60 |
28,701.66 |
26,139.80 |
2,561.86 |
9.0% |
170.10 |
0.6% |
91% |
False |
False |
|
80 |
28,701.66 |
25,743.46 |
2,958.20 |
10.4% |
188.85 |
0.7% |
92% |
False |
False |
|
100 |
28,701.66 |
25,339.60 |
3,362.06 |
11.8% |
214.46 |
0.8% |
93% |
False |
False |
|
120 |
28,701.66 |
25,339.60 |
3,362.06 |
11.8% |
222.53 |
0.8% |
93% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,666.46 |
2.618 |
29,281.78 |
1.618 |
29,046.07 |
1.000 |
28,900.40 |
0.618 |
28,810.36 |
HIGH |
28,664.69 |
0.618 |
28,574.65 |
0.500 |
28,546.84 |
0.382 |
28,519.02 |
LOW |
28,428.98 |
0.618 |
28,283.31 |
1.000 |
28,193.27 |
1.618 |
28,047.60 |
2.618 |
27,811.89 |
4.250 |
27,427.21 |
|
|
Fisher Pivots for day following 30-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
28,546.84 |
28,565.32 |
PP |
28,518.60 |
28,530.93 |
S1 |
28,490.37 |
28,496.53 |
|