| Trading Metrics calculated at close of trading on 13-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Dec-2019 |
13-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,391.91 |
8,461.42 |
69.51 |
0.8% |
8,388.75 |
| High |
8,493.11 |
8,517.52 |
24.41 |
0.3% |
8,517.52 |
| Low |
8,380.09 |
8,441.88 |
61.79 |
0.7% |
8,339.37 |
| Close |
8,466.89 |
8,487.71 |
20.82 |
0.2% |
8,487.71 |
| Range |
113.02 |
75.64 |
-37.38 |
-33.1% |
178.15 |
| ATR |
75.00 |
75.04 |
0.05 |
0.1% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,709.29 |
8,674.14 |
8,529.31 |
|
| R3 |
8,633.65 |
8,598.50 |
8,508.51 |
|
| R2 |
8,558.01 |
8,558.01 |
8,501.58 |
|
| R1 |
8,522.86 |
8,522.86 |
8,494.64 |
8,540.44 |
| PP |
8,482.37 |
8,482.37 |
8,482.37 |
8,491.16 |
| S1 |
8,447.22 |
8,447.22 |
8,480.78 |
8,464.80 |
| S2 |
8,406.73 |
8,406.73 |
8,473.84 |
|
| S3 |
8,331.09 |
8,371.58 |
8,466.91 |
|
| S4 |
8,255.45 |
8,295.94 |
8,446.11 |
|
|
| Weekly Pivots for week ending 13-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,982.65 |
8,913.33 |
8,585.69 |
|
| R3 |
8,804.50 |
8,735.18 |
8,536.70 |
|
| R2 |
8,626.35 |
8,626.35 |
8,520.37 |
|
| R1 |
8,557.03 |
8,557.03 |
8,504.04 |
8,591.69 |
| PP |
8,448.20 |
8,448.20 |
8,448.20 |
8,465.53 |
| S1 |
8,378.88 |
8,378.88 |
8,471.38 |
8,413.54 |
| S2 |
8,270.05 |
8,270.05 |
8,455.05 |
|
| S3 |
8,091.90 |
8,200.73 |
8,438.72 |
|
| S4 |
7,913.75 |
8,022.58 |
8,389.73 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,517.52 |
8,339.37 |
178.15 |
2.1% |
70.96 |
0.8% |
83% |
True |
False |
|
| 10 |
8,517.52 |
8,168.82 |
348.70 |
4.1% |
69.92 |
0.8% |
91% |
True |
False |
|
| 20 |
8,517.52 |
8,168.82 |
348.70 |
4.1% |
61.94 |
0.7% |
91% |
True |
False |
|
| 40 |
8,517.52 |
7,829.75 |
687.77 |
8.1% |
61.81 |
0.7% |
96% |
True |
False |
|
| 60 |
8,517.52 |
7,463.57 |
1,053.95 |
12.4% |
74.93 |
0.9% |
97% |
True |
False |
|
| 80 |
8,517.52 |
7,442.93 |
1,074.59 |
12.7% |
77.47 |
0.9% |
97% |
True |
False |
|
| 100 |
8,517.52 |
7,356.27 |
1,161.25 |
13.7% |
85.01 |
1.0% |
97% |
True |
False |
|
| 120 |
8,517.52 |
7,356.27 |
1,161.25 |
13.7% |
81.30 |
1.0% |
97% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,838.99 |
|
2.618 |
8,715.55 |
|
1.618 |
8,639.91 |
|
1.000 |
8,593.16 |
|
0.618 |
8,564.27 |
|
HIGH |
8,517.52 |
|
0.618 |
8,488.63 |
|
0.500 |
8,479.70 |
|
0.382 |
8,470.77 |
|
LOW |
8,441.88 |
|
0.618 |
8,395.13 |
|
1.000 |
8,366.24 |
|
1.618 |
8,319.49 |
|
2.618 |
8,243.85 |
|
4.250 |
8,120.41 |
|
|
| Fisher Pivots for day following 13-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,485.04 |
8,471.62 |
| PP |
8,482.37 |
8,455.53 |
| S1 |
8,479.70 |
8,439.45 |
|