Trading Metrics calculated at close of trading on 07-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2020 |
07-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
7,278.01 |
7,580.60 |
302.59 |
4.2% |
7,231.35 |
High |
7,606.28 |
8,191.42 |
585.14 |
7.7% |
7,534.99 |
Low |
7,258.21 |
7,580.60 |
322.39 |
4.4% |
6,873.41 |
Close |
7,580.60 |
8,018.82 |
438.22 |
5.8% |
7,278.13 |
Range |
348.07 |
610.82 |
262.75 |
75.5% |
661.58 |
ATR |
329.04 |
349.17 |
20.13 |
6.1% |
0.00 |
Volume |
28,655 |
66,833 |
38,178 |
133.2% |
118,744 |
|
Daily Pivots for day following 07-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,762.74 |
9,501.60 |
8,354.77 |
|
R3 |
9,151.92 |
8,890.78 |
8,186.80 |
|
R2 |
8,541.10 |
8,541.10 |
8,130.80 |
|
R1 |
8,279.96 |
8,279.96 |
8,074.81 |
8,410.53 |
PP |
7,930.28 |
7,930.28 |
7,930.28 |
7,995.57 |
S1 |
7,669.14 |
7,669.14 |
7,962.83 |
7,799.71 |
S2 |
7,319.46 |
7,319.46 |
7,906.84 |
|
S3 |
6,708.64 |
7,058.32 |
7,850.84 |
|
S4 |
6,097.82 |
6,447.50 |
7,682.87 |
|
|
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 |
8,191.42 |
6,873.41 |
1,318.01 |
16.4% |
374.25 |
4.7% |
87% |
True |
False |
34,818 |
10 |
8,191.42 |
6,873.41 |
1,318.01 |
16.4% |
293.93 |
3.7% |
87% |
True |
False |
27,378 |
20 |
8,191.42 |
6,453.65 |
1,737.77 |
21.7% |
311.35 |
3.9% |
90% |
True |
False |
31,108 |
40 |
8,835.44 |
6,453.65 |
2,381.79 |
29.7% |
369.03 |
4.6% |
66% |
False |
False |
34,121 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
47.8% |
404.34 |
5.0% |
41% |
False |
False |
34,651 |
80 |
10,344.81 |
6,453.65 |
3,891.16 |
48.5% |
413.72 |
5.2% |
40% |
False |
False |
39,003 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
55.9% |
425.89 |
5.3% |
35% |
False |
False |
39,314 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
73.1% |
467.01 |
5.8% |
27% |
False |
False |
41,793 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,787.41 |
2.618 |
9,790.55 |
1.618 |
9,179.73 |
1.000 |
8,802.24 |
0.618 |
8,568.91 |
HIGH |
8,191.42 |
0.618 |
7,958.09 |
0.500 |
7,886.01 |
0.382 |
7,813.93 |
LOW |
7,580.60 |
0.618 |
7,203.11 |
1.000 |
6,969.78 |
1.618 |
6,592.29 |
2.618 |
5,981.47 |
4.250 |
4,984.62 |
|
|
Fisher Pivots for day following 07-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
7,974.55 |
7,856.69 |
PP |
7,930.28 |
7,694.55 |
S1 |
7,886.01 |
7,532.42 |
|