Trading Metrics calculated at close of trading on 23-Dec-2019 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2019 |
23-Dec-2019 |
Change |
Change % |
Previous Week |
Open |
28,608.64 |
28,491.78 |
-116.86 |
-0.4% |
28,191.67 |
High |
28,608.64 |
28,582.49 |
-26.15 |
-0.1% |
28,608.64 |
Low |
28,445.60 |
28,491.78 |
46.18 |
0.2% |
28,191.67 |
Close |
28,455.09 |
28,551.53 |
96.44 |
0.3% |
28,455.09 |
Range |
163.04 |
90.71 |
-72.33 |
-44.4% |
416.97 |
ATR |
195.20 |
190.36 |
-4.84 |
-2.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 23-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,814.06 |
28,773.51 |
28,601.42 |
|
R3 |
28,723.35 |
28,682.80 |
28,576.48 |
|
R2 |
28,632.64 |
28,632.64 |
28,568.16 |
|
R1 |
28,592.09 |
28,592.09 |
28,559.85 |
28,612.37 |
PP |
28,541.93 |
28,541.93 |
28,541.93 |
28,552.07 |
S1 |
28,501.38 |
28,501.38 |
28,543.21 |
28,521.66 |
S2 |
28,451.22 |
28,451.22 |
28,534.90 |
|
S3 |
28,360.51 |
28,410.67 |
28,526.58 |
|
S4 |
28,269.80 |
28,319.96 |
28,501.64 |
|
|
Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
29,669.38 |
29,479.20 |
28,684.42 |
|
R3 |
29,252.41 |
29,062.23 |
28,569.76 |
|
R2 |
28,835.44 |
28,835.44 |
28,531.53 |
|
R1 |
28,645.26 |
28,645.26 |
28,493.31 |
28,740.35 |
PP |
28,418.47 |
28,418.47 |
28,418.47 |
28,466.01 |
S1 |
28,228.29 |
28,228.29 |
28,416.87 |
28,323.38 |
S2 |
28,001.50 |
28,001.50 |
28,378.65 |
|
S3 |
27,584.53 |
27,811.32 |
28,340.42 |
|
S4 |
27,167.56 |
27,394.35 |
28,225.76 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,608.64 |
28,220.56 |
388.08 |
1.4% |
109.81 |
0.4% |
85% |
False |
False |
|
10 |
28,608.64 |
27,801.80 |
806.84 |
2.8% |
158.75 |
0.6% |
93% |
False |
False |
|
20 |
28,608.64 |
27,325.13 |
1,283.51 |
4.5% |
157.22 |
0.6% |
96% |
False |
False |
|
40 |
28,608.64 |
26,918.29 |
1,690.35 |
5.9% |
156.94 |
0.5% |
97% |
False |
False |
|
60 |
28,608.64 |
25,743.46 |
2,865.18 |
10.0% |
187.85 |
0.7% |
98% |
False |
False |
|
80 |
28,608.64 |
25,743.46 |
2,865.18 |
10.0% |
192.59 |
0.7% |
98% |
False |
False |
|
100 |
28,608.64 |
25,339.60 |
3,269.04 |
11.4% |
229.73 |
0.8% |
98% |
False |
False |
|
120 |
28,608.64 |
25,339.60 |
3,269.04 |
11.4% |
223.64 |
0.8% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
28,968.01 |
2.618 |
28,819.97 |
1.618 |
28,729.26 |
1.000 |
28,673.20 |
0.618 |
28,638.55 |
HIGH |
28,582.49 |
0.618 |
28,547.84 |
0.500 |
28,537.14 |
0.382 |
28,526.43 |
LOW |
28,491.78 |
0.618 |
28,435.72 |
1.000 |
28,401.07 |
1.618 |
28,345.01 |
2.618 |
28,254.30 |
4.250 |
28,106.26 |
|
|
Fisher Pivots for day following 23-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
28,546.73 |
28,515.50 |
PP |
28,541.93 |
28,479.47 |
S1 |
28,537.14 |
28,443.44 |
|