| Trading Metrics calculated at close of trading on 08-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2020 |
08-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
7,580.60 |
8,018.50 |
437.90 |
5.8% |
7,231.35 |
| High |
8,191.42 |
8,453.81 |
262.39 |
3.2% |
7,534.99 |
| Low |
7,580.60 |
7,868.62 |
288.02 |
3.8% |
6,873.41 |
| Close |
8,018.82 |
8,003.06 |
-15.76 |
-0.2% |
7,278.13 |
| Range |
610.82 |
585.19 |
-25.63 |
-4.2% |
661.58 |
| ATR |
349.17 |
366.03 |
16.86 |
4.8% |
0.00 |
| Volume |
66,833 |
67,841 |
1,008 |
1.5% |
118,744 |
|
| Daily Pivots for day following 08-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,864.07 |
9,518.75 |
8,324.91 |
|
| R3 |
9,278.88 |
8,933.56 |
8,163.99 |
|
| R2 |
8,693.69 |
8,693.69 |
8,110.34 |
|
| R1 |
8,348.37 |
8,348.37 |
8,056.70 |
8,228.44 |
| PP |
8,108.50 |
8,108.50 |
8,108.50 |
8,048.53 |
| S1 |
7,763.18 |
7,763.18 |
7,949.42 |
7,643.25 |
| S2 |
7,523.31 |
7,523.31 |
7,895.78 |
|
| S3 |
6,938.12 |
7,177.99 |
7,842.13 |
|
| S4 |
6,352.93 |
6,592.80 |
7,681.21 |
|
|
| 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 |
8,453.81 |
6,873.41 |
1,580.40 |
19.7% |
475.18 |
5.9% |
71% |
True |
False |
45,979 |
| 10 |
8,453.81 |
6,873.41 |
1,580.40 |
19.7% |
338.38 |
4.2% |
71% |
True |
False |
32,903 |
| 20 |
8,453.81 |
6,453.65 |
2,000.16 |
25.0% |
334.41 |
4.2% |
77% |
True |
False |
33,510 |
| 40 |
8,794.42 |
6,453.65 |
2,340.77 |
29.2% |
380.70 |
4.8% |
66% |
False |
False |
35,436 |
| 60 |
10,289.41 |
6,453.65 |
3,835.76 |
47.9% |
409.95 |
5.1% |
40% |
False |
False |
35,225 |
| 80 |
10,344.81 |
6,453.65 |
3,891.16 |
48.6% |
419.15 |
5.2% |
40% |
False |
False |
39,525 |
| 100 |
10,935.14 |
6,453.65 |
4,481.49 |
56.0% |
422.14 |
5.3% |
35% |
False |
False |
39,469 |
| 120 |
12,314.44 |
6,453.65 |
5,860.79 |
73.2% |
467.00 |
5.8% |
26% |
False |
False |
41,879 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,940.87 |
|
2.618 |
9,985.84 |
|
1.618 |
9,400.65 |
|
1.000 |
9,039.00 |
|
0.618 |
8,815.46 |
|
HIGH |
8,453.81 |
|
0.618 |
8,230.27 |
|
0.500 |
8,161.22 |
|
0.382 |
8,092.16 |
|
LOW |
7,868.62 |
|
0.618 |
7,506.97 |
|
1.000 |
7,283.43 |
|
1.618 |
6,921.78 |
|
2.618 |
6,336.59 |
|
4.250 |
5,381.56 |
|
|
| Fisher Pivots for day following 08-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
8,161.22 |
7,954.04 |
| PP |
8,108.50 |
7,905.03 |
| S1 |
8,055.78 |
7,856.01 |
|