| 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 |
321.47 |
321.65 |
0.18 |
0.1% |
319.22 |
| High |
321.52 |
322.95 |
1.43 |
0.4% |
321.97 |
| Low |
320.90 |
321.64 |
0.74 |
0.2% |
317.25 |
| Close |
321.23 |
322.94 |
1.71 |
0.5% |
320.73 |
| Range |
0.62 |
1.31 |
0.69 |
111.3% |
4.72 |
| ATR |
1.91 |
1.90 |
-0.01 |
-0.7% |
0.00 |
| Volume |
20,270,000 |
31,024,100 |
10,754,100 |
53.1% |
426,894,304 |
|
| Daily Pivots for day following 26-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
326.44 |
326.00 |
323.66 |
|
| R3 |
325.13 |
324.69 |
323.30 |
|
| R2 |
323.82 |
323.82 |
323.18 |
|
| R1 |
323.38 |
323.38 |
323.06 |
323.60 |
| PP |
322.51 |
322.51 |
322.51 |
322.62 |
| S1 |
322.07 |
322.07 |
322.82 |
322.29 |
| S2 |
321.20 |
321.20 |
322.70 |
|
| S3 |
319.89 |
320.76 |
322.58 |
|
| S4 |
318.58 |
319.45 |
322.22 |
|
|
| Weekly Pivots for week ending 20-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
334.15 |
332.16 |
323.33 |
|
| R3 |
329.43 |
327.44 |
322.03 |
|
| R2 |
324.71 |
324.71 |
321.60 |
|
| R1 |
322.72 |
322.72 |
321.16 |
323.71 |
| PP |
319.99 |
319.99 |
319.99 |
320.48 |
| S1 |
318.00 |
318.00 |
320.30 |
318.99 |
| S2 |
315.27 |
315.27 |
319.86 |
|
| S3 |
310.55 |
313.28 |
319.43 |
|
| S4 |
305.83 |
308.56 |
318.13 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
322.95 |
319.39 |
3.56 |
1.1% |
1.31 |
0.4% |
100% |
True |
False |
67,807,261 |
| 10 |
322.95 |
314.17 |
8.78 |
2.7% |
1.74 |
0.5% |
100% |
True |
False |
70,933,620 |
| 20 |
322.95 |
307.13 |
15.82 |
4.9% |
1.73 |
0.5% |
100% |
True |
False |
61,123,310 |
| 40 |
322.95 |
301.73 |
21.22 |
6.6% |
1.70 |
0.5% |
100% |
True |
False |
57,502,575 |
| 60 |
322.95 |
284.82 |
38.13 |
11.8% |
1.96 |
0.6% |
100% |
True |
False |
58,413,168 |
| 80 |
322.95 |
284.82 |
38.13 |
11.8% |
2.14 |
0.7% |
100% |
True |
False |
60,661,607 |
| 100 |
322.95 |
282.04 |
40.91 |
12.7% |
2.54 |
0.8% |
100% |
True |
False |
65,260,135 |
| 120 |
322.95 |
281.72 |
41.23 |
12.8% |
2.54 |
0.8% |
100% |
True |
False |
65,172,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
328.52 |
|
2.618 |
326.38 |
|
1.618 |
325.07 |
|
1.000 |
324.26 |
|
0.618 |
323.76 |
|
HIGH |
322.95 |
|
0.618 |
322.45 |
|
0.500 |
322.30 |
|
0.382 |
322.14 |
|
LOW |
321.64 |
|
0.618 |
320.83 |
|
1.000 |
320.33 |
|
1.618 |
319.52 |
|
2.618 |
318.21 |
|
4.250 |
316.07 |
|
|
| Fisher Pivots for day following 26-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
322.73 |
322.60 |
| PP |
322.51 |
322.26 |
| S1 |
322.30 |
321.93 |
|