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 |
125.7160 |
132.0120 |
6.2960 |
5.0% |
128.0510 |
High |
137.6540 |
133.4290 |
-4.2250 |
-3.1% |
134.8160 |
Low |
125.7160 |
128.1880 |
2.4720 |
2.0% |
123.0580 |
Close |
132.0120 |
128.8890 |
-3.1230 |
-2.4% |
125.7090 |
Range |
11.9380 |
5.2410 |
-6.6970 |
-56.1% |
11.7580 |
ATR |
7.6554 |
7.4829 |
-0.1725 |
-2.3% |
0.0000 |
Volume |
697,314 |
821,491 |
124,177 |
17.8% |
3,658,047 |
|
Daily Pivots for day following 31-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
145.8917 |
142.6313 |
131.7716 |
|
R3 |
140.6507 |
137.3903 |
130.3303 |
|
R2 |
135.4097 |
135.4097 |
129.8499 |
|
R1 |
132.1493 |
132.1493 |
129.3694 |
131.1590 |
PP |
130.1687 |
130.1687 |
130.1687 |
129.6735 |
S1 |
126.9083 |
126.9083 |
128.4086 |
125.9180 |
S2 |
124.9277 |
124.9277 |
127.9282 |
|
S3 |
119.6867 |
121.6673 |
127.4477 |
|
S4 |
114.4457 |
116.4263 |
126.0065 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.1350 |
156.1800 |
132.1759 |
|
R3 |
151.3770 |
144.4220 |
128.9425 |
|
R2 |
139.6190 |
139.6190 |
127.8646 |
|
R1 |
132.6640 |
132.6640 |
126.7868 |
130.2625 |
PP |
127.8610 |
127.8610 |
127.8610 |
126.6603 |
S1 |
120.9060 |
120.9060 |
124.6312 |
118.5045 |
S2 |
116.1030 |
116.1030 |
123.5534 |
|
S3 |
104.3450 |
109.1480 |
122.4756 |
|
S4 |
92.5870 |
97.3900 |
119.2421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.6540 |
123.0580 |
14.5960 |
11.3% |
6.6400 |
5.2% |
40% |
False |
False |
731,687 |
10 |
137.6540 |
117.1420 |
20.5120 |
15.9% |
7.0920 |
5.5% |
57% |
False |
False |
895,160 |
20 |
151.6830 |
117.1420 |
34.5410 |
26.8% |
6.6589 |
5.2% |
34% |
False |
False |
806,088 |
40 |
194.0290 |
117.1420 |
76.8870 |
59.7% |
7.7578 |
6.0% |
15% |
False |
False |
851,006 |
60 |
197.2780 |
117.1420 |
80.1360 |
62.2% |
8.7543 |
6.8% |
15% |
False |
False |
886,921 |
80 |
223.9950 |
117.1420 |
106.8530 |
82.9% |
9.8811 |
7.7% |
11% |
False |
False |
882,710 |
100 |
223.9950 |
117.1420 |
106.8530 |
82.9% |
10.2519 |
8.0% |
11% |
False |
False |
843,031 |
120 |
239.1470 |
117.1420 |
122.0050 |
94.7% |
10.8242 |
8.4% |
10% |
False |
False |
810,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
155.7033 |
2.618 |
147.1499 |
1.618 |
141.9089 |
1.000 |
138.6700 |
0.618 |
136.6679 |
HIGH |
133.4290 |
0.618 |
131.4269 |
0.500 |
130.8085 |
0.382 |
130.1901 |
LOW |
128.1880 |
0.618 |
124.9491 |
1.000 |
122.9470 |
1.618 |
119.7081 |
2.618 |
114.4671 |
4.250 |
105.9138 |
|
|
Fisher Pivots for day following 31-Dec-2019 |
Pivot |
1 day |
3 day |
R1 |
130.8085 |
130.3560 |
PP |
130.1687 |
129.8670 |
S1 |
129.5288 |
129.3780 |
|