| Trading Metrics calculated at close of trading on 10-Dec-2019 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2019 |
10-Dec-2019 |
Change |
Change % |
Previous Week |
| Open |
27,987.05 |
27,900.65 |
-86.40 |
-0.3% |
28,109.74 |
| High |
28,010.42 |
27,949.02 |
-61.40 |
-0.2% |
28,109.84 |
| Low |
27,906.14 |
27,804.00 |
-102.14 |
-0.4% |
27,325.13 |
| Close |
27,909.60 |
27,881.72 |
-27.88 |
-0.1% |
28,015.06 |
| Range |
104.28 |
145.02 |
40.74 |
39.1% |
784.71 |
| ATR |
207.83 |
203.34 |
-4.49 |
-2.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 10-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
28,313.31 |
28,242.53 |
27,961.48 |
|
| R3 |
28,168.29 |
28,097.51 |
27,921.60 |
|
| R2 |
28,023.27 |
28,023.27 |
27,908.31 |
|
| R1 |
27,952.49 |
27,952.49 |
27,895.01 |
27,915.37 |
| PP |
27,878.25 |
27,878.25 |
27,878.25 |
27,859.69 |
| S1 |
27,807.47 |
27,807.47 |
27,868.43 |
27,770.35 |
| S2 |
27,733.23 |
27,733.23 |
27,855.13 |
|
| S3 |
27,588.21 |
27,662.45 |
27,841.84 |
|
| S4 |
27,443.19 |
27,517.43 |
27,801.96 |
|
|
| Weekly Pivots for week ending 06-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
30,170.81 |
29,877.64 |
28,446.65 |
|
| R3 |
29,386.10 |
29,092.93 |
28,230.86 |
|
| R2 |
28,601.39 |
28,601.39 |
28,158.92 |
|
| R1 |
28,308.22 |
28,308.22 |
28,086.99 |
28,062.45 |
| PP |
27,816.68 |
27,816.68 |
27,816.68 |
27,693.79 |
| S1 |
27,523.51 |
27,523.51 |
27,943.13 |
27,277.74 |
| S2 |
27,031.97 |
27,031.97 |
27,871.20 |
|
| S3 |
26,247.26 |
26,738.80 |
27,799.26 |
|
| S4 |
25,462.55 |
25,954.09 |
27,583.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
28,035.85 |
27,562.80 |
473.05 |
1.7% |
148.65 |
0.5% |
67% |
False |
False |
|
| 10 |
28,174.97 |
27,325.13 |
849.84 |
3.0% |
155.09 |
0.6% |
65% |
False |
False |
|
| 20 |
28,174.97 |
27,325.13 |
849.84 |
3.0% |
153.78 |
0.6% |
65% |
False |
False |
|
| 40 |
28,174.97 |
26,714.34 |
1,460.63 |
5.2% |
163.29 |
0.6% |
80% |
False |
False |
|
| 60 |
28,174.97 |
25,743.46 |
2,431.51 |
8.7% |
200.23 |
0.7% |
88% |
False |
False |
|
| 80 |
28,174.97 |
25,507.18 |
2,667.79 |
9.6% |
209.86 |
0.8% |
89% |
False |
False |
|
| 100 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
237.01 |
0.9% |
90% |
False |
False |
|
| 120 |
28,174.97 |
25,339.60 |
2,835.37 |
10.2% |
223.74 |
0.8% |
90% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
28,565.36 |
|
2.618 |
28,328.68 |
|
1.618 |
28,183.66 |
|
1.000 |
28,094.04 |
|
0.618 |
28,038.64 |
|
HIGH |
27,949.02 |
|
0.618 |
27,893.62 |
|
0.500 |
27,876.51 |
|
0.382 |
27,859.40 |
|
LOW |
27,804.00 |
|
0.618 |
27,714.38 |
|
1.000 |
27,658.98 |
|
1.618 |
27,569.36 |
|
2.618 |
27,424.34 |
|
4.250 |
27,187.67 |
|
|
| Fisher Pivots for day following 10-Dec-2019 |
| Pivot |
1 day |
3 day |
| R1 |
27,879.98 |
27,919.93 |
| PP |
27,878.25 |
27,907.19 |
| S1 |
27,876.51 |
27,894.46 |
|