Trading Metrics calculated at close of trading on 17-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2020 |
17-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,820.93 |
8,682.47 |
-138.46 |
-1.6% |
8,049.33 |
High |
8,860.95 |
8,999.27 |
138.32 |
1.6% |
8,999.27 |
Low |
8,590.93 |
8,668.08 |
77.15 |
0.9% |
7,965.97 |
Close |
8,682.42 |
8,906.77 |
224.35 |
2.6% |
8,906.77 |
Range |
270.02 |
331.19 |
61.17 |
22.7% |
1,033.30 |
ATR |
379.44 |
376.00 |
-3.45 |
-0.9% |
0.00 |
Volume |
31,202 |
46,995 |
15,793 |
50.6% |
268,829 |
|
Daily Pivots for day following 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,851.61 |
9,710.38 |
9,088.92 |
|
R3 |
9,520.42 |
9,379.19 |
8,997.85 |
|
R2 |
9,189.23 |
9,189.23 |
8,967.49 |
|
R1 |
9,048.00 |
9,048.00 |
8,937.13 |
9,118.62 |
PP |
8,858.04 |
8,858.04 |
8,858.04 |
8,893.35 |
S1 |
8,716.81 |
8,716.81 |
8,876.41 |
8,787.43 |
S2 |
8,526.85 |
8,526.85 |
8,846.05 |
|
S3 |
8,195.66 |
8,385.62 |
8,815.69 |
|
S4 |
7,864.47 |
8,054.43 |
8,724.62 |
|
|
Weekly Pivots for week ending 17-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,723.90 |
11,348.64 |
9,475.09 |
|
R3 |
10,690.60 |
10,315.34 |
9,190.93 |
|
R2 |
9,657.30 |
9,657.30 |
9,096.21 |
|
R1 |
9,282.04 |
9,282.04 |
9,001.49 |
9,469.67 |
PP |
8,624.00 |
8,624.00 |
8,624.00 |
8,717.82 |
S1 |
8,248.74 |
8,248.74 |
8,812.05 |
8,436.37 |
S2 |
7,590.70 |
7,590.70 |
8,717.33 |
|
S3 |
6,557.40 |
7,215.44 |
8,622.61 |
|
S4 |
5,524.10 |
6,182.14 |
8,338.46 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,999.27 |
7,965.97 |
1,033.30 |
11.6% |
393.61 |
4.4% |
91% |
True |
False |
53,765 |
10 |
8,999.27 |
7,258.21 |
1,741.06 |
19.5% |
431.30 |
4.8% |
95% |
True |
False |
50,598 |
20 |
8,999.27 |
6,873.41 |
2,125.86 |
23.9% |
355.80 |
4.0% |
96% |
True |
False |
37,766 |
40 |
8,999.27 |
6,453.65 |
2,545.62 |
28.6% |
371.20 |
4.2% |
96% |
True |
False |
37,382 |
60 |
10,289.41 |
6,453.65 |
3,835.76 |
43.1% |
399.77 |
4.5% |
64% |
False |
False |
35,890 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
43.1% |
397.97 |
4.5% |
64% |
False |
False |
36,418 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
50.3% |
416.07 |
4.7% |
55% |
False |
False |
40,140 |
120 |
12,314.44 |
6,453.65 |
5,860.79 |
65.8% |
459.67 |
5.2% |
42% |
False |
False |
42,549 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,406.83 |
2.618 |
9,866.33 |
1.618 |
9,535.14 |
1.000 |
9,330.46 |
0.618 |
9,203.95 |
HIGH |
8,999.27 |
0.618 |
8,872.76 |
0.500 |
8,833.68 |
0.382 |
8,794.59 |
LOW |
8,668.08 |
0.618 |
8,463.40 |
1.000 |
8,336.89 |
1.618 |
8,132.21 |
2.618 |
7,801.02 |
4.250 |
7,260.52 |
|
|
Fisher Pivots for day following 17-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,882.41 |
8,865.02 |
PP |
8,858.04 |
8,823.27 |
S1 |
8,833.68 |
8,781.53 |
|