| Trading Metrics calculated at close of trading on 20-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Dec-2019 |
20-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
130.3880 |
126.6330 |
-3.7550 |
-2.9% |
144.2340 |
| High |
133.8430 |
129.2940 |
-4.5490 |
-3.4% |
145.0210 |
| Low |
125.8660 |
125.9930 |
0.1270 |
0.1% |
117.1420 |
| Close |
126.6330 |
128.0510 |
1.4180 |
1.1% |
128.0510 |
| Range |
7.9770 |
3.3010 |
-4.6760 |
-58.6% |
27.8790 |
| ATR |
8.5464 |
8.1717 |
-0.3747 |
-4.4% |
0.0000 |
| Volume |
852,649 |
820,098 |
-32,551 |
-3.8% |
6,241,705 |
|
| Daily Pivots for day following 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
137.6823 |
136.1677 |
129.8666 |
|
| R3 |
134.3813 |
132.8667 |
128.9588 |
|
| R2 |
131.0803 |
131.0803 |
128.6562 |
|
| R1 |
129.5657 |
129.5657 |
128.3536 |
130.3230 |
| PP |
127.7793 |
127.7793 |
127.7793 |
128.1580 |
| S1 |
126.2647 |
126.2647 |
127.7484 |
127.0220 |
| S2 |
124.4783 |
124.4783 |
127.4458 |
|
| S3 |
121.1773 |
122.9637 |
127.1432 |
|
| S4 |
117.8763 |
119.6627 |
126.2355 |
|
|
| Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
213.7083 |
198.7587 |
143.3845 |
|
| R3 |
185.8293 |
170.8797 |
135.7177 |
|
| R2 |
157.9503 |
157.9503 |
133.1622 |
|
| R1 |
143.0007 |
143.0007 |
130.6066 |
136.5360 |
| PP |
130.0713 |
130.0713 |
130.0713 |
126.8390 |
| S1 |
115.1217 |
115.1217 |
125.4954 |
108.6570 |
| S2 |
102.1923 |
102.1923 |
122.9399 |
|
| S3 |
74.3133 |
87.2427 |
120.3843 |
|
| S4 |
46.4343 |
59.3637 |
112.7176 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
145.0210 |
117.1420 |
27.8790 |
21.8% |
10.5872 |
8.3% |
39% |
False |
False |
1,248,341 |
| 10 |
151.6830 |
117.1420 |
34.5410 |
27.0% |
7.3990 |
5.8% |
32% |
False |
False |
887,336 |
| 20 |
157.3030 |
117.1420 |
40.1610 |
31.4% |
7.8458 |
6.1% |
27% |
False |
False |
891,840 |
| 40 |
197.2780 |
117.1420 |
80.1360 |
62.6% |
8.5602 |
6.7% |
14% |
False |
False |
902,587 |
| 60 |
197.2780 |
117.1420 |
80.1360 |
62.6% |
9.1583 |
7.2% |
14% |
False |
False |
900,575 |
| 80 |
223.9950 |
117.1420 |
106.8530 |
83.4% |
10.1888 |
8.0% |
10% |
False |
False |
875,360 |
| 100 |
239.1470 |
117.1420 |
122.0050 |
95.3% |
10.7076 |
8.4% |
9% |
False |
False |
833,401 |
| 120 |
318.1500 |
117.1420 |
201.0080 |
157.0% |
12.3635 |
9.7% |
5% |
False |
False |
817,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
143.3233 |
|
2.618 |
137.9360 |
|
1.618 |
134.6350 |
|
1.000 |
132.5950 |
|
0.618 |
131.3340 |
|
HIGH |
129.2940 |
|
0.618 |
128.0330 |
|
0.500 |
127.6435 |
|
0.382 |
127.2540 |
|
LOW |
125.9930 |
|
0.618 |
123.9530 |
|
1.000 |
122.6920 |
|
1.618 |
120.6520 |
|
2.618 |
117.3510 |
|
4.250 |
111.9638 |
|
|
| Fisher Pivots for day following 20-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
127.9152 |
127.1982 |
| PP |
127.7793 |
126.3453 |
| S1 |
127.6435 |
125.4925 |
|