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 |
28,654.76 |
28,414.64 |
-240.12 |
-0.8% |
28,491.78 |
High |
28,664.69 |
28,547.35 |
-117.34 |
-0.4% |
28,701.66 |
Low |
28,428.98 |
28,376.49 |
-52.49 |
-0.2% |
28,491.78 |
Close |
28,462.14 |
28,538.44 |
76.30 |
0.3% |
28,645.26 |
Range |
235.71 |
170.86 |
-64.85 |
-27.5% |
209.88 |
ATR |
175.41 |
175.08 |
-0.32 |
-0.2% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,000.01 |
28,940.08 |
28,632.41 |
|
R3 |
28,829.15 |
28,769.22 |
28,585.43 |
|
R2 |
28,658.29 |
28,658.29 |
28,569.76 |
|
R1 |
28,598.36 |
28,598.36 |
28,554.10 |
28,628.33 |
PP |
28,487.43 |
28,487.43 |
28,487.43 |
28,502.41 |
S1 |
28,427.50 |
28,427.50 |
28,522.78 |
28,457.47 |
S2 |
28,316.57 |
28,316.57 |
28,507.12 |
|
S3 |
28,145.71 |
28,256.64 |
28,491.45 |
|
S4 |
27,974.85 |
28,085.78 |
28,444.47 |
|
|
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 |
28,376.49 |
325.17 |
1.1% |
132.36 |
0.5% |
50% |
False |
True |
|
10 |
28,701.66 |
28,220.56 |
481.10 |
1.7% |
121.08 |
0.4% |
66% |
False |
False |
|
20 |
28,701.66 |
27,325.13 |
1,376.53 |
4.8% |
152.36 |
0.5% |
88% |
False |
False |
|
40 |
28,701.66 |
27,325.13 |
1,376.53 |
4.8% |
150.37 |
0.5% |
88% |
False |
False |
|
60 |
28,701.66 |
26,139.80 |
2,561.86 |
9.0% |
167.63 |
0.6% |
94% |
False |
False |
|
80 |
28,701.66 |
25,743.46 |
2,958.20 |
10.4% |
189.08 |
0.7% |
94% |
False |
False |
|
100 |
28,701.66 |
25,339.60 |
3,362.06 |
11.8% |
212.72 |
0.7% |
95% |
False |
False |
|
120 |
28,701.66 |
25,339.60 |
3,362.06 |
11.8% |
222.52 |
0.8% |
95% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,273.51 |
2.618 |
28,994.66 |
1.618 |
28,823.80 |
1.000 |
28,718.21 |
0.618 |
28,652.94 |
HIGH |
28,547.35 |
0.618 |
28,482.08 |
0.500 |
28,461.92 |
0.382 |
28,441.76 |
LOW |
28,376.49 |
0.618 |
28,270.90 |
1.000 |
28,205.63 |
1.618 |
28,100.04 |
2.618 |
27,929.18 |
4.250 |
27,650.34 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
28,512.93 |
28,539.08 |
PP |
28,487.43 |
28,538.86 |
S1 |
28,461.92 |
28,538.65 |
|