Trading Metrics calculated at close of trading on 03-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
7,232.83 |
6,974.40 |
-258.43 |
-3.6% |
7,231.35 |
High |
7,232.83 |
7,403.53 |
170.70 |
2.4% |
7,534.99 |
Low |
6,931.12 |
6,873.41 |
-57.71 |
-0.8% |
6,873.41 |
Close |
6,974.40 |
7,278.13 |
303.73 |
4.4% |
7,278.13 |
Range |
301.71 |
530.12 |
228.41 |
75.7% |
661.58 |
ATR |
312.00 |
327.58 |
15.58 |
5.0% |
0.00 |
Volume |
25,125 |
41,442 |
16,317 |
64.9% |
118,744 |
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,775.38 |
8,556.88 |
7,569.70 |
|
R3 |
8,245.26 |
8,026.76 |
7,423.91 |
|
R2 |
7,715.14 |
7,715.14 |
7,375.32 |
|
R1 |
7,496.64 |
7,496.64 |
7,326.72 |
7,605.89 |
PP |
7,185.02 |
7,185.02 |
7,185.02 |
7,239.65 |
S1 |
6,966.52 |
6,966.52 |
7,229.54 |
7,075.77 |
S2 |
6,654.90 |
6,654.90 |
7,180.94 |
|
S3 |
6,124.78 |
6,436.40 |
7,132.35 |
|
S4 |
5,594.66 |
5,906.28 |
6,986.56 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,213.58 |
8,907.44 |
7,642.00 |
|
R3 |
8,552.00 |
8,245.86 |
7,460.06 |
|
R2 |
7,890.42 |
7,890.42 |
7,399.42 |
|
R1 |
7,584.28 |
7,584.28 |
7,338.77 |
7,737.35 |
PP |
7,228.84 |
7,228.84 |
7,228.84 |
7,305.38 |
S1 |
6,922.70 |
6,922.70 |
7,217.49 |
7,075.77 |
S2 |
6,567.26 |
6,567.26 |
7,156.84 |
|
S3 |
5,905.68 |
6,261.12 |
7,096.20 |
|
S4 |
5,244.10 |
5,599.54 |
6,914.26 |
|
|
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 |
6,873.41 |
661.58 |
9.1% |
282.07 |
3.9% |
61% |
False |
True |
23,748 |
10 |
7,695.39 |
6,873.41 |
821.98 |
11.3% |
280.30 |
3.9% |
49% |
False |
True |
24,934 |
20 |
7,695.39 |
6,453.65 |
1,241.74 |
17.1% |
293.16 |
4.0% |
66% |
False |
False |
29,154 |
40 |
9,120.61 |
6,453.65 |
2,666.96 |
36.6% |
364.09 |
5.0% |
31% |
False |
False |
32,911 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
52.7% |
397.25 |
5.5% |
21% |
False |
False |
33,781 |
80 |
10,457.65 |
6,453.65 |
4,004.00 |
55.0% |
408.58 |
5.6% |
21% |
False |
False |
38,644 |
100 |
10,954.56 |
6,453.65 |
4,500.91 |
61.8% |
428.17 |
5.9% |
18% |
False |
False |
39,004 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
80.5% |
471.32 |
6.5% |
14% |
False |
False |
41,796 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,656.54 |
2.618 |
8,791.38 |
1.618 |
8,261.26 |
1.000 |
7,933.65 |
0.618 |
7,731.14 |
HIGH |
7,403.53 |
0.618 |
7,201.02 |
0.500 |
7,138.47 |
0.382 |
7,075.92 |
LOW |
6,873.41 |
0.618 |
6,545.80 |
1.000 |
6,343.29 |
1.618 |
6,015.68 |
2.618 |
5,485.56 |
4.250 |
4,620.40 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
7,231.58 |
7,231.58 |
PP |
7,185.02 |
7,185.02 |
S1 |
7,138.47 |
7,138.47 |
|