| Trading Metrics calculated at close of trading on 18-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2019 |
18-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,586.33 |
8,587.20 |
0.87 |
0.0% |
8,388.75 |
| High |
8,592.45 |
8,608.10 |
15.65 |
0.2% |
8,517.52 |
| Low |
8,564.15 |
8,578.56 |
14.41 |
0.2% |
8,339.37 |
| Close |
8,575.70 |
8,580.62 |
4.92 |
0.1% |
8,487.71 |
| Range |
28.30 |
29.54 |
1.24 |
4.4% |
178.15 |
| ATR |
73.16 |
70.25 |
-2.91 |
-4.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 18-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,677.71 |
8,658.71 |
8,596.87 |
|
| R3 |
8,648.17 |
8,629.17 |
8,588.74 |
|
| R2 |
8,618.63 |
8,618.63 |
8,586.04 |
|
| R1 |
8,599.63 |
8,599.63 |
8,583.33 |
8,594.36 |
| PP |
8,589.09 |
8,589.09 |
8,589.09 |
8,586.46 |
| S1 |
8,570.09 |
8,570.09 |
8,577.91 |
8,564.82 |
| S2 |
8,559.55 |
8,559.55 |
8,575.20 |
|
| S3 |
8,530.01 |
8,540.55 |
8,572.50 |
|
| S4 |
8,500.47 |
8,511.01 |
8,564.37 |
|
|
| 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 |
8,608.10 |
8,380.09 |
228.01 |
2.7% |
57.77 |
0.7% |
88% |
True |
False |
|
| 10 |
8,608.10 |
8,272.83 |
335.27 |
3.9% |
54.40 |
0.6% |
92% |
True |
False |
|
| 20 |
8,608.10 |
8,168.82 |
439.28 |
5.1% |
59.61 |
0.7% |
94% |
True |
False |
|
| 40 |
8,608.10 |
7,845.09 |
763.01 |
8.9% |
57.46 |
0.7% |
96% |
True |
False |
|
| 60 |
8,608.10 |
7,463.57 |
1,144.53 |
13.3% |
70.48 |
0.8% |
98% |
True |
False |
|
| 80 |
8,608.10 |
7,463.57 |
1,144.53 |
13.3% |
72.89 |
0.8% |
98% |
True |
False |
|
| 100 |
8,608.10 |
7,356.27 |
1,251.83 |
14.6% |
84.28 |
1.0% |
98% |
True |
False |
|
| 120 |
8,608.10 |
7,356.27 |
1,251.83 |
14.6% |
80.88 |
0.9% |
98% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,733.65 |
|
2.618 |
8,685.44 |
|
1.618 |
8,655.90 |
|
1.000 |
8,637.64 |
|
0.618 |
8,626.36 |
|
HIGH |
8,608.10 |
|
0.618 |
8,596.82 |
|
0.500 |
8,593.33 |
|
0.382 |
8,589.84 |
|
LOW |
8,578.56 |
|
0.618 |
8,560.30 |
|
1.000 |
8,549.02 |
|
1.618 |
8,530.76 |
|
2.618 |
8,501.22 |
|
4.250 |
8,453.02 |
|
|
| Fisher Pivots for day following 18-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,593.33 |
8,578.83 |
| PP |
8,589.09 |
8,577.05 |
| S1 |
8,584.86 |
8,575.26 |
|