| Trading Metrics calculated at close of trading on 12-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2019 |
12-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,371.65 |
8,391.91 |
20.26 |
0.2% |
8,409.87 |
| High |
8,408.08 |
8,493.11 |
85.03 |
1.0% |
8,409.87 |
| Low |
8,361.37 |
8,380.09 |
18.72 |
0.2% |
8,168.82 |
| Close |
8,402.61 |
8,466.89 |
64.28 |
0.8% |
8,397.37 |
| Range |
46.71 |
113.02 |
66.31 |
142.0% |
241.05 |
| ATR |
72.07 |
75.00 |
2.92 |
4.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 12-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,785.76 |
8,739.34 |
8,529.05 |
|
| R3 |
8,672.74 |
8,626.32 |
8,497.97 |
|
| R2 |
8,559.72 |
8,559.72 |
8,487.61 |
|
| R1 |
8,513.30 |
8,513.30 |
8,477.25 |
8,536.51 |
| PP |
8,446.70 |
8,446.70 |
8,446.70 |
8,458.30 |
| S1 |
8,400.28 |
8,400.28 |
8,456.53 |
8,423.49 |
| S2 |
8,333.68 |
8,333.68 |
8,446.17 |
|
| S3 |
8,220.66 |
8,287.26 |
8,435.81 |
|
| S4 |
8,107.64 |
8,174.24 |
8,404.73 |
|
|
| Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,048.50 |
8,963.99 |
8,529.95 |
|
| R3 |
8,807.45 |
8,722.94 |
8,463.66 |
|
| R2 |
8,566.40 |
8,566.40 |
8,441.56 |
|
| R1 |
8,481.89 |
8,481.89 |
8,419.47 |
8,403.62 |
| PP |
8,325.35 |
8,325.35 |
8,325.35 |
8,286.22 |
| S1 |
8,240.84 |
8,240.84 |
8,375.27 |
8,162.57 |
| S2 |
8,084.30 |
8,084.30 |
8,353.18 |
|
| S3 |
7,843.25 |
7,999.79 |
8,331.08 |
|
| S4 |
7,602.20 |
7,758.74 |
8,264.79 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,493.11 |
8,339.37 |
153.74 |
1.8% |
63.95 |
0.8% |
83% |
True |
False |
|
| 10 |
8,493.11 |
8,168.82 |
324.29 |
3.8% |
65.74 |
0.8% |
92% |
True |
False |
|
| 20 |
8,493.11 |
8,168.82 |
324.29 |
3.8% |
60.78 |
0.7% |
92% |
True |
False |
|
| 40 |
8,493.11 |
7,829.75 |
663.36 |
7.8% |
61.57 |
0.7% |
96% |
True |
False |
|
| 60 |
8,493.11 |
7,463.57 |
1,029.54 |
12.2% |
74.70 |
0.9% |
97% |
True |
False |
|
| 80 |
8,493.11 |
7,442.93 |
1,050.18 |
12.4% |
77.12 |
0.9% |
98% |
True |
False |
|
| 100 |
8,493.11 |
7,356.27 |
1,136.84 |
13.4% |
85.09 |
1.0% |
98% |
True |
False |
|
| 120 |
8,493.11 |
7,356.27 |
1,136.84 |
13.4% |
81.82 |
1.0% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,973.45 |
|
2.618 |
8,789.00 |
|
1.618 |
8,675.98 |
|
1.000 |
8,606.13 |
|
0.618 |
8,562.96 |
|
HIGH |
8,493.11 |
|
0.618 |
8,449.94 |
|
0.500 |
8,436.60 |
|
0.382 |
8,423.26 |
|
LOW |
8,380.09 |
|
0.618 |
8,310.24 |
|
1.000 |
8,267.07 |
|
1.618 |
8,197.22 |
|
2.618 |
8,084.20 |
|
4.250 |
7,899.76 |
|
|
| Fisher Pivots for day following 12-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,456.79 |
8,450.01 |
| PP |
8,446.70 |
8,433.12 |
| S1 |
8,436.60 |
8,416.24 |
|