Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jan-2020 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
7,169.30 |
7,232.83 |
63.53 |
0.9% |
7,205.34 |
High |
7,242.97 |
7,232.83 |
-10.14 |
-0.1% |
7,695.39 |
Low |
7,162.46 |
6,931.12 |
-231.34 |
-3.2% |
7,086.06 |
Close |
7,230.95 |
6,974.40 |
-256.55 |
-3.5% |
7,231.26 |
Range |
80.51 |
301.71 |
221.20 |
274.7% |
609.33 |
ATR |
312.79 |
312.00 |
-0.79 |
-0.3% |
0.00 |
Volume |
12,036 |
25,125 |
13,089 |
108.7% |
130,598 |
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,951.25 |
7,764.53 |
7,140.34 |
|
R3 |
7,649.54 |
7,462.82 |
7,057.37 |
|
R2 |
7,347.83 |
7,347.83 |
7,029.71 |
|
R1 |
7,161.11 |
7,161.11 |
7,002.06 |
7,103.62 |
PP |
7,046.12 |
7,046.12 |
7,046.12 |
7,017.37 |
S1 |
6,859.40 |
6,859.40 |
6,946.74 |
6,801.91 |
S2 |
6,744.41 |
6,744.41 |
6,919.09 |
|
S3 |
6,442.70 |
6,557.69 |
6,891.43 |
|
S4 |
6,140.99 |
6,255.98 |
6,808.46 |
|
|
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 |
6,931.12 |
603.87 |
8.7% |
211.53 |
3.0% |
7% |
False |
True |
20,606 |
10 |
7,695.39 |
6,931.12 |
764.27 |
11.0% |
240.65 |
3.5% |
6% |
False |
True |
23,050 |
20 |
7,695.39 |
6,453.65 |
1,241.74 |
17.8% |
280.71 |
4.0% |
42% |
False |
False |
28,451 |
40 |
9,252.46 |
6,453.65 |
2,798.81 |
40.1% |
364.88 |
5.2% |
19% |
False |
False |
32,902 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
55.0% |
396.85 |
5.7% |
14% |
False |
False |
33,728 |
80 |
10,462.06 |
6,453.65 |
4,008.41 |
57.5% |
405.52 |
5.8% |
13% |
False |
False |
38,501 |
100 |
10,954.56 |
6,453.65 |
4,500.91 |
64.5% |
430.20 |
6.2% |
12% |
False |
False |
39,388 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
84.0% |
471.98 |
6.8% |
9% |
False |
False |
41,997 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,515.10 |
2.618 |
8,022.71 |
1.618 |
7,721.00 |
1.000 |
7,534.54 |
0.618 |
7,419.29 |
HIGH |
7,232.83 |
0.618 |
7,117.58 |
0.500 |
7,081.98 |
0.382 |
7,046.37 |
LOW |
6,931.12 |
0.618 |
6,744.66 |
1.000 |
6,629.41 |
1.618 |
6,442.95 |
2.618 |
6,141.24 |
4.250 |
5,648.85 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
7,081.98 |
7,119.72 |
PP |
7,046.12 |
7,071.28 |
S1 |
7,010.26 |
7,022.84 |
|