Trading Metrics calculated at close of trading on 01-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
01-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
7,254.91 |
7,169.30 |
-85.61 |
-1.2% |
7,205.34 |
High |
7,308.32 |
7,242.97 |
-65.35 |
-0.9% |
7,695.39 |
Low |
7,130.68 |
7,162.46 |
31.78 |
0.4% |
7,086.06 |
Close |
7,169.30 |
7,230.95 |
61.65 |
0.9% |
7,231.26 |
Range |
177.64 |
80.51 |
-97.13 |
-54.7% |
609.33 |
ATR |
330.65 |
312.79 |
-17.87 |
-5.4% |
0.00 |
Volume |
18,713 |
12,036 |
-6,677 |
-35.7% |
130,598 |
|
Daily Pivots for day following 01-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,453.66 |
7,422.81 |
7,275.23 |
|
R3 |
7,373.15 |
7,342.30 |
7,253.09 |
|
R2 |
7,292.64 |
7,292.64 |
7,245.71 |
|
R1 |
7,261.79 |
7,261.79 |
7,238.33 |
7,277.22 |
PP |
7,212.13 |
7,212.13 |
7,212.13 |
7,219.84 |
S1 |
7,181.28 |
7,181.28 |
7,223.57 |
7,196.71 |
S2 |
7,131.62 |
7,131.62 |
7,216.19 |
|
S3 |
7,051.11 |
7,100.77 |
7,208.81 |
|
S4 |
6,970.60 |
7,020.26 |
7,186.67 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,165.56 |
8,807.74 |
7,566.39 |
|
R3 |
8,556.23 |
8,198.41 |
7,398.83 |
|
R2 |
7,946.90 |
7,946.90 |
7,342.97 |
|
R1 |
7,589.08 |
7,589.08 |
7,287.12 |
7,767.99 |
PP |
7,337.57 |
7,337.57 |
7,337.57 |
7,427.03 |
S1 |
6,979.75 |
6,979.75 |
7,175.40 |
7,158.66 |
S2 |
6,728.24 |
6,728.24 |
7,119.55 |
|
S3 |
6,118.91 |
6,370.42 |
7,063.69 |
|
S4 |
5,509.58 |
5,761.09 |
6,896.13 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,534.99 |
7,086.06 |
448.93 |
6.2% |
201.59 |
2.8% |
32% |
False |
False |
19,827 |
10 |
7,695.39 |
7,057.42 |
637.97 |
8.8% |
249.16 |
3.4% |
27% |
False |
False |
24,546 |
20 |
7,695.39 |
6,453.65 |
1,241.74 |
17.2% |
281.22 |
3.9% |
63% |
False |
False |
28,619 |
40 |
9,377.44 |
6,453.65 |
2,923.79 |
40.4% |
364.15 |
5.0% |
27% |
False |
False |
32,785 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
53.0% |
395.17 |
5.5% |
20% |
False |
False |
33,821 |
80 |
10,462.06 |
6,453.65 |
4,008.41 |
55.4% |
406.02 |
5.6% |
19% |
False |
False |
38,566 |
100 |
10,954.56 |
6,453.65 |
4,500.91 |
62.2% |
435.78 |
6.0% |
17% |
False |
False |
40,286 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
81.1% |
481.30 |
6.7% |
13% |
False |
False |
42,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,585.14 |
2.618 |
7,453.75 |
1.618 |
7,373.24 |
1.000 |
7,323.48 |
0.618 |
7,292.73 |
HIGH |
7,242.97 |
0.618 |
7,212.22 |
0.500 |
7,202.72 |
0.382 |
7,193.21 |
LOW |
7,162.46 |
0.618 |
7,112.70 |
1.000 |
7,081.95 |
1.618 |
7,032.19 |
2.618 |
6,951.68 |
4.250 |
6,820.29 |
|
|
Fisher Pivots for day following 01-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
7,221.54 |
7,332.84 |
PP |
7,212.13 |
7,298.87 |
S1 |
7,202.72 |
7,264.91 |
|