Trading Metrics calculated at close of trading on 15-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2020 |
15-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,133.67 |
8,733.29 |
599.62 |
7.4% |
7,278.01 |
High |
8,844.65 |
8,886.47 |
41.82 |
0.5% |
8,453.81 |
Low |
8,120.39 |
8,563.78 |
443.39 |
5.5% |
7,258.21 |
Close |
8,733.99 |
8,820.93 |
86.94 |
1.0% |
8,049.33 |
Range |
724.26 |
322.69 |
-401.57 |
-55.4% |
1,195.60 |
ATR |
392.87 |
387.86 |
-5.01 |
-1.3% |
0.00 |
Volume |
122,070 |
48,930 |
-73,140 |
-59.9% |
237,153 |
|
Daily Pivots for day following 15-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,725.13 |
9,595.72 |
8,998.41 |
|
R3 |
9,402.44 |
9,273.03 |
8,909.67 |
|
R2 |
9,079.75 |
9,079.75 |
8,880.09 |
|
R1 |
8,950.34 |
8,950.34 |
8,850.51 |
9,015.05 |
PP |
8,757.06 |
8,757.06 |
8,757.06 |
8,789.41 |
S1 |
8,627.65 |
8,627.65 |
8,791.35 |
8,692.36 |
S2 |
8,434.37 |
8,434.37 |
8,761.77 |
|
S3 |
8,111.68 |
8,304.96 |
8,732.19 |
|
S4 |
7,788.99 |
7,982.27 |
8,643.45 |
|
|
Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,507.25 |
10,973.89 |
8,706.91 |
|
R3 |
10,311.65 |
9,778.29 |
8,378.12 |
|
R2 |
9,116.05 |
9,116.05 |
8,268.52 |
|
R1 |
8,582.69 |
8,582.69 |
8,158.93 |
8,849.37 |
PP |
7,920.45 |
7,920.45 |
7,920.45 |
8,053.79 |
S1 |
7,387.09 |
7,387.09 |
7,939.73 |
7,653.77 |
S2 |
6,724.85 |
6,724.85 |
7,830.14 |
|
S3 |
5,529.25 |
6,191.49 |
7,720.54 |
|
S4 |
4,333.65 |
4,995.89 |
7,391.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,886.47 |
7,677.25 |
1,209.22 |
13.7% |
433.55 |
4.9% |
95% |
True |
False |
52,891 |
10 |
8,886.47 |
6,873.41 |
2,013.06 |
22.8% |
454.37 |
5.2% |
97% |
True |
False |
49,435 |
20 |
8,886.47 |
6,873.41 |
2,013.06 |
22.8% |
351.76 |
4.0% |
97% |
True |
False |
36,990 |
40 |
8,886.47 |
6,453.65 |
2,432.82 |
27.6% |
395.75 |
4.5% |
97% |
True |
False |
39,034 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
43.5% |
414.10 |
4.7% |
62% |
False |
False |
36,475 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
43.5% |
404.46 |
4.6% |
62% |
False |
False |
37,853 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
50.8% |
417.65 |
4.7% |
53% |
False |
False |
40,035 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
66.4% |
462.27 |
5.2% |
40% |
False |
False |
42,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,257.90 |
2.618 |
9,731.27 |
1.618 |
9,408.58 |
1.000 |
9,209.16 |
0.618 |
9,085.89 |
HIGH |
8,886.47 |
0.618 |
8,763.20 |
0.500 |
8,725.13 |
0.382 |
8,687.05 |
LOW |
8,563.78 |
0.618 |
8,364.36 |
1.000 |
8,241.09 |
1.618 |
8,041.67 |
2.618 |
7,718.98 |
4.250 |
7,192.35 |
|
|
Fisher Pivots for day following 15-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,789.00 |
8,689.36 |
PP |
8,757.06 |
8,557.79 |
S1 |
8,725.13 |
8,426.22 |
|