| Trading Metrics calculated at close of trading on 17-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2019 |
17-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,544.26 |
8,586.33 |
42.07 |
0.5% |
8,388.75 |
| High |
8,584.78 |
8,592.45 |
7.67 |
0.1% |
8,517.52 |
| Low |
8,542.42 |
8,564.15 |
21.73 |
0.3% |
8,339.37 |
| Close |
8,570.33 |
8,575.70 |
5.37 |
0.1% |
8,487.71 |
| Range |
42.36 |
28.30 |
-14.06 |
-33.2% |
178.15 |
| ATR |
76.62 |
73.16 |
-3.45 |
-4.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,662.33 |
8,647.32 |
8,591.27 |
|
| R3 |
8,634.03 |
8,619.02 |
8,583.48 |
|
| R2 |
8,605.73 |
8,605.73 |
8,580.89 |
|
| R1 |
8,590.72 |
8,590.72 |
8,578.29 |
8,584.08 |
| PP |
8,577.43 |
8,577.43 |
8,577.43 |
8,574.11 |
| S1 |
8,562.42 |
8,562.42 |
8,573.11 |
8,555.78 |
| S2 |
8,549.13 |
8,549.13 |
8,570.51 |
|
| S3 |
8,520.83 |
8,534.12 |
8,567.92 |
|
| S4 |
8,492.53 |
8,505.82 |
8,560.14 |
|
|
| 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 |
8,592.45 |
8,361.37 |
231.08 |
2.7% |
61.21 |
0.7% |
93% |
True |
False |
|
| 10 |
8,592.45 |
8,272.83 |
319.62 |
3.7% |
54.50 |
0.6% |
95% |
True |
False |
|
| 20 |
8,592.45 |
8,168.82 |
423.63 |
4.9% |
60.61 |
0.7% |
96% |
True |
False |
|
| 40 |
8,592.45 |
7,845.09 |
747.36 |
8.7% |
59.31 |
0.7% |
98% |
True |
False |
|
| 60 |
8,592.45 |
7,463.57 |
1,128.88 |
13.2% |
73.13 |
0.9% |
99% |
True |
False |
|
| 80 |
8,592.45 |
7,463.57 |
1,128.88 |
13.2% |
73.41 |
0.9% |
99% |
True |
False |
|
| 100 |
8,592.45 |
7,356.27 |
1,236.18 |
14.4% |
84.69 |
1.0% |
99% |
True |
False |
|
| 120 |
8,592.45 |
7,356.27 |
1,236.18 |
14.4% |
80.99 |
0.9% |
99% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,712.73 |
|
2.618 |
8,666.54 |
|
1.618 |
8,638.24 |
|
1.000 |
8,620.75 |
|
0.618 |
8,609.94 |
|
HIGH |
8,592.45 |
|
0.618 |
8,581.64 |
|
0.500 |
8,578.30 |
|
0.382 |
8,574.96 |
|
LOW |
8,564.15 |
|
0.618 |
8,546.66 |
|
1.000 |
8,535.85 |
|
1.618 |
8,518.36 |
|
2.618 |
8,490.06 |
|
4.250 |
8,443.88 |
|
|
| Fisher Pivots for day following 17-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,578.30 |
8,556.19 |
| PP |
8,577.43 |
8,536.68 |
| S1 |
8,576.57 |
8,517.17 |
|