Trading Metrics calculated at close of trading on 21-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2020 |
21-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,906.81 |
8,674.44 |
-232.37 |
-2.6% |
8,049.33 |
High |
9,177.97 |
8,774.55 |
-403.42 |
-4.4% |
8,999.27 |
Low |
8,516.10 |
8,490.92 |
-25.18 |
-0.3% |
7,965.97 |
Close |
8,674.68 |
8,725.80 |
51.12 |
0.6% |
8,906.77 |
Range |
661.87 |
283.63 |
-378.24 |
-57.1% |
1,033.30 |
ATR |
396.42 |
388.36 |
-8.06 |
-2.0% |
0.00 |
Volume |
24,422 |
23,586 |
-836 |
-3.4% |
268,829 |
|
Daily Pivots for day following 21-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,514.65 |
9,403.85 |
8,881.80 |
|
R3 |
9,231.02 |
9,120.22 |
8,803.80 |
|
R2 |
8,947.39 |
8,947.39 |
8,777.80 |
|
R1 |
8,836.59 |
8,836.59 |
8,751.80 |
8,891.99 |
PP |
8,663.76 |
8,663.76 |
8,663.76 |
8,691.46 |
S1 |
8,552.96 |
8,552.96 |
8,699.80 |
8,608.36 |
S2 |
8,380.13 |
8,380.13 |
8,673.80 |
|
S3 |
8,096.50 |
8,269.33 |
8,647.80 |
|
S4 |
7,812.87 |
7,985.70 |
8,569.80 |
|
|
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 |
9,177.97 |
8,490.92 |
687.05 |
7.9% |
373.88 |
4.3% |
34% |
False |
True |
35,027 |
10 |
9,177.97 |
7,677.25 |
1,500.72 |
17.2% |
429.97 |
4.9% |
70% |
False |
False |
45,850 |
20 |
9,177.97 |
6,873.41 |
2,304.56 |
26.4% |
361.95 |
4.1% |
80% |
False |
False |
36,614 |
40 |
9,177.97 |
6,453.65 |
2,724.32 |
31.2% |
366.42 |
4.2% |
83% |
False |
False |
35,493 |
60 |
9,580.24 |
6,453.65 |
3,126.59 |
35.8% |
379.29 |
4.3% |
73% |
False |
False |
35,019 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
44.0% |
398.33 |
4.6% |
59% |
False |
False |
35,580 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
51.4% |
411.34 |
4.7% |
51% |
False |
False |
39,189 |
120 |
12,132.46 |
6,453.65 |
5,678.81 |
65.1% |
448.27 |
5.1% |
40% |
False |
False |
41,566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,979.98 |
2.618 |
9,517.09 |
1.618 |
9,233.46 |
1.000 |
9,058.18 |
0.618 |
8,949.83 |
HIGH |
8,774.55 |
0.618 |
8,666.20 |
0.500 |
8,632.74 |
0.382 |
8,599.27 |
LOW |
8,490.92 |
0.618 |
8,315.64 |
1.000 |
8,207.29 |
1.618 |
8,032.01 |
2.618 |
7,748.38 |
4.250 |
7,285.49 |
|
|
Fisher Pivots for day following 21-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,694.78 |
8,834.45 |
PP |
8,663.76 |
8,798.23 |
S1 |
8,632.74 |
8,762.02 |
|