Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
6,974.40 |
7,278.01 |
303.61 |
4.4% |
7,231.35 |
High |
7,403.53 |
7,606.28 |
202.75 |
2.7% |
7,534.99 |
Low |
6,873.41 |
7,258.21 |
384.80 |
5.6% |
6,873.41 |
Close |
7,278.13 |
7,580.60 |
302.47 |
4.2% |
7,278.13 |
Range |
530.12 |
348.07 |
-182.05 |
-34.3% |
661.58 |
ATR |
327.58 |
329.04 |
1.46 |
0.4% |
0.00 |
Volume |
41,442 |
28,655 |
-12,787 |
-30.9% |
118,744 |
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,525.91 |
8,401.32 |
7,772.04 |
|
R3 |
8,177.84 |
8,053.25 |
7,676.32 |
|
R2 |
7,829.77 |
7,829.77 |
7,644.41 |
|
R1 |
7,705.18 |
7,705.18 |
7,612.51 |
7,767.48 |
PP |
7,481.70 |
7,481.70 |
7,481.70 |
7,512.84 |
S1 |
7,357.11 |
7,357.11 |
7,548.69 |
7,419.41 |
S2 |
7,133.63 |
7,133.63 |
7,516.79 |
|
S3 |
6,785.56 |
7,009.04 |
7,484.88 |
|
S4 |
6,437.49 |
6,660.97 |
7,389.16 |
|
|
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 |
7,606.28 |
6,873.41 |
732.87 |
9.7% |
287.61 |
3.8% |
96% |
True |
False |
25,194 |
10 |
7,606.28 |
6,873.41 |
732.87 |
9.7% |
258.70 |
3.4% |
96% |
True |
False |
23,469 |
20 |
7,695.39 |
6,453.65 |
1,241.74 |
16.4% |
292.25 |
3.9% |
91% |
False |
False |
28,888 |
40 |
8,854.05 |
6,453.65 |
2,400.40 |
31.7% |
360.43 |
4.8% |
47% |
False |
False |
32,984 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
50.6% |
398.71 |
5.3% |
29% |
False |
False |
33,963 |
80 |
10,358.37 |
6,453.65 |
3,904.72 |
51.5% |
408.69 |
5.4% |
29% |
False |
False |
38,513 |
100 |
10,954.56 |
6,453.65 |
4,500.91 |
59.4% |
423.55 |
5.6% |
25% |
False |
False |
38,957 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
77.3% |
466.10 |
6.1% |
19% |
False |
False |
41,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,085.58 |
2.618 |
8,517.53 |
1.618 |
8,169.46 |
1.000 |
7,954.35 |
0.618 |
7,821.39 |
HIGH |
7,606.28 |
0.618 |
7,473.32 |
0.500 |
7,432.25 |
0.382 |
7,391.17 |
LOW |
7,258.21 |
0.618 |
7,043.10 |
1.000 |
6,910.14 |
1.618 |
6,695.03 |
2.618 |
6,346.96 |
4.250 |
5,778.91 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
7,531.15 |
7,467.02 |
PP |
7,481.70 |
7,353.43 |
S1 |
7,432.25 |
7,239.85 |
|