| Trading Metrics calculated at close of trading on 26-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2019 |
26-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
8,705.30 |
8,717.95 |
12.65 |
0.1% |
8,544.26 |
| High |
8,708.22 |
8,778.33 |
70.11 |
0.8% |
8,687.66 |
| Low |
8,684.12 |
8,716.03 |
31.91 |
0.4% |
8,542.42 |
| Close |
8,699.51 |
8,778.31 |
78.80 |
0.9% |
8,678.49 |
| Range |
24.10 |
62.30 |
38.20 |
158.5% |
145.24 |
| ATR |
62.51 |
63.68 |
1.16 |
1.9% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 26-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,944.46 |
8,923.68 |
8,812.58 |
|
| R3 |
8,882.16 |
8,861.38 |
8,795.44 |
|
| R2 |
8,819.86 |
8,819.86 |
8,789.73 |
|
| R1 |
8,799.08 |
8,799.08 |
8,784.02 |
8,809.47 |
| PP |
8,757.56 |
8,757.56 |
8,757.56 |
8,762.75 |
| S1 |
8,736.78 |
8,736.78 |
8,772.60 |
8,747.17 |
| S2 |
8,695.26 |
8,695.26 |
8,766.89 |
|
| S3 |
8,632.96 |
8,674.48 |
8,761.18 |
|
| S4 |
8,570.66 |
8,612.18 |
8,744.05 |
|
|
| Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,071.91 |
9,020.44 |
8,758.37 |
|
| R3 |
8,926.67 |
8,875.20 |
8,718.43 |
|
| R2 |
8,781.43 |
8,781.43 |
8,705.12 |
|
| R1 |
8,729.96 |
8,729.96 |
8,691.80 |
8,755.70 |
| PP |
8,636.19 |
8,636.19 |
8,636.19 |
8,649.06 |
| S1 |
8,584.72 |
8,584.72 |
8,665.18 |
8,610.46 |
| S2 |
8,490.95 |
8,490.95 |
8,651.86 |
|
| S3 |
8,345.71 |
8,439.48 |
8,638.55 |
|
| S4 |
8,200.47 |
8,294.24 |
8,598.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
8,778.33 |
8,592.68 |
185.65 |
2.1% |
37.68 |
0.4% |
100% |
True |
False |
|
| 10 |
8,778.33 |
8,380.09 |
398.24 |
4.5% |
47.73 |
0.5% |
100% |
True |
False |
|
| 20 |
8,778.33 |
8,168.82 |
609.51 |
6.9% |
53.38 |
0.6% |
100% |
True |
False |
|
| 40 |
8,778.33 |
8,026.23 |
752.10 |
8.6% |
54.15 |
0.6% |
100% |
True |
False |
|
| 60 |
8,778.33 |
7,463.57 |
1,314.76 |
15.0% |
63.07 |
0.7% |
100% |
True |
False |
|
| 80 |
8,778.33 |
7,463.57 |
1,314.76 |
15.0% |
69.42 |
0.8% |
100% |
True |
False |
|
| 100 |
8,778.33 |
7,386.76 |
1,391.57 |
15.9% |
78.38 |
0.9% |
100% |
True |
False |
|
| 120 |
8,778.33 |
7,356.27 |
1,422.06 |
16.2% |
79.93 |
0.9% |
100% |
True |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
9,043.11 |
|
2.618 |
8,941.43 |
|
1.618 |
8,879.13 |
|
1.000 |
8,840.63 |
|
0.618 |
8,816.83 |
|
HIGH |
8,778.33 |
|
0.618 |
8,754.53 |
|
0.500 |
8,747.18 |
|
0.382 |
8,739.83 |
|
LOW |
8,716.03 |
|
0.618 |
8,677.53 |
|
1.000 |
8,653.73 |
|
1.618 |
8,615.23 |
|
2.618 |
8,552.93 |
|
4.250 |
8,451.26 |
|
|
| Fisher Pivots for day following 26-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
8,767.93 |
8,762.62 |
| PP |
8,757.56 |
8,746.92 |
| S1 |
8,747.18 |
8,731.23 |
|