| Trading Metrics calculated at close of trading on 05-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2019 |
05-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
27,634.63 |
27,736.05 |
101.42 |
0.4% |
27,917.77 |
| High |
27,727.45 |
27,745.20 |
17.75 |
0.1% |
28,174.97 |
| Low |
27,612.08 |
27,562.80 |
-49.28 |
-0.2% |
27,917.77 |
| Close |
27,649.78 |
27,677.79 |
28.01 |
0.1% |
28,051.41 |
| Range |
115.37 |
182.40 |
67.03 |
58.1% |
257.20 |
| ATR |
206.16 |
204.46 |
-1.70 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,209.13 |
28,125.86 |
27,778.11 |
|
| R3 |
28,026.73 |
27,943.46 |
27,727.95 |
|
| R2 |
27,844.33 |
27,844.33 |
27,711.23 |
|
| R1 |
27,761.06 |
27,761.06 |
27,694.51 |
27,711.50 |
| PP |
27,661.93 |
27,661.93 |
27,661.93 |
27,637.15 |
| S1 |
27,578.66 |
27,578.66 |
27,661.07 |
27,529.10 |
| S2 |
27,479.53 |
27,479.53 |
27,644.35 |
|
| S3 |
27,297.13 |
27,396.26 |
27,627.63 |
|
| S4 |
27,114.73 |
27,213.86 |
27,577.47 |
|
|
| Weekly Pivots for week ending 29-Nov-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,819.65 |
28,692.73 |
28,192.87 |
|
| R3 |
28,562.45 |
28,435.53 |
28,122.14 |
|
| R2 |
28,305.25 |
28,305.25 |
28,098.56 |
|
| R1 |
28,178.33 |
28,178.33 |
28,074.99 |
28,241.79 |
| PP |
28,048.05 |
28,048.05 |
28,048.05 |
28,079.78 |
| S1 |
27,921.13 |
27,921.13 |
28,027.83 |
27,984.59 |
| S2 |
27,790.85 |
27,790.85 |
28,004.26 |
|
| S3 |
27,533.65 |
27,663.93 |
27,980.68 |
|
| S4 |
27,276.45 |
27,406.73 |
27,909.95 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,119.51 |
27,325.13 |
794.38 |
2.9% |
180.37 |
0.7% |
44% |
False |
False |
|
| 10 |
28,174.97 |
27,325.13 |
849.84 |
3.1% |
150.08 |
0.5% |
41% |
False |
False |
|
| 20 |
28,174.97 |
27,325.13 |
849.84 |
3.1% |
156.33 |
0.6% |
41% |
False |
False |
|
| 40 |
28,174.97 |
26,314.51 |
1,860.46 |
6.7% |
170.50 |
0.6% |
73% |
False |
False |
|
| 60 |
28,174.97 |
25,743.46 |
2,431.51 |
8.8% |
199.90 |
0.7% |
80% |
False |
False |
|
| 80 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
218.23 |
0.8% |
82% |
False |
False |
|
| 100 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
237.75 |
0.9% |
82% |
False |
False |
|
| 120 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
225.97 |
0.8% |
82% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,520.40 |
|
2.618 |
28,222.72 |
|
1.618 |
28,040.32 |
|
1.000 |
27,927.60 |
|
0.618 |
27,857.92 |
|
HIGH |
27,745.20 |
|
0.618 |
27,675.52 |
|
0.500 |
27,654.00 |
|
0.382 |
27,632.48 |
|
LOW |
27,562.80 |
|
0.618 |
27,450.08 |
|
1.000 |
27,380.40 |
|
1.618 |
27,267.68 |
|
2.618 |
27,085.28 |
|
4.250 |
26,787.60 |
|
|
| Fisher Pivots for day following 05-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,669.86 |
27,630.25 |
| PP |
27,661.93 |
27,582.71 |
| S1 |
27,654.00 |
27,535.17 |
|