Trading Metrics calculated at close of trading on 22-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2020 |
22-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,674.44 |
8,725.80 |
51.36 |
0.6% |
8,049.33 |
High |
8,774.55 |
8,790.60 |
16.05 |
0.2% |
8,999.27 |
Low |
8,490.92 |
8,588.84 |
97.92 |
1.2% |
7,965.97 |
Close |
8,725.80 |
8,640.85 |
-84.95 |
-1.0% |
8,906.77 |
Range |
283.63 |
201.76 |
-81.87 |
-28.9% |
1,033.30 |
ATR |
388.36 |
375.03 |
-13.33 |
-3.4% |
0.00 |
Volume |
23,586 |
17,472 |
-6,114 |
-25.9% |
268,829 |
|
Daily Pivots for day following 22-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,278.71 |
9,161.54 |
8,751.82 |
|
R3 |
9,076.95 |
8,959.78 |
8,696.33 |
|
R2 |
8,875.19 |
8,875.19 |
8,677.84 |
|
R1 |
8,758.02 |
8,758.02 |
8,659.34 |
8,715.73 |
PP |
8,673.43 |
8,673.43 |
8,673.43 |
8,652.28 |
S1 |
8,556.26 |
8,556.26 |
8,622.36 |
8,513.97 |
S2 |
8,471.67 |
8,471.67 |
8,603.86 |
|
S3 |
8,269.91 |
8,354.50 |
8,585.37 |
|
S4 |
8,068.15 |
8,152.74 |
8,529.88 |
|
|
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 |
8.0% |
349.69 |
4.0% |
22% |
False |
False |
28,735 |
10 |
9,177.97 |
7,677.25 |
1,500.72 |
17.4% |
391.62 |
4.5% |
64% |
False |
False |
40,813 |
20 |
9,177.97 |
6,873.41 |
2,304.56 |
26.7% |
365.00 |
4.2% |
77% |
False |
False |
36,858 |
40 |
9,177.97 |
6,453.65 |
2,724.32 |
31.5% |
351.47 |
4.1% |
80% |
False |
False |
34,275 |
60 |
9,580.24 |
6,453.65 |
3,126.59 |
36.2% |
375.06 |
4.3% |
70% |
False |
False |
34,730 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
44.4% |
398.37 |
4.6% |
57% |
False |
False |
35,407 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
51.9% |
409.16 |
4.7% |
49% |
False |
False |
38,915 |
120 |
12,046.26 |
6,453.65 |
5,592.61 |
64.7% |
442.48 |
5.1% |
39% |
False |
False |
41,020 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,648.08 |
2.618 |
9,318.81 |
1.618 |
9,117.05 |
1.000 |
8,992.36 |
0.618 |
8,915.29 |
HIGH |
8,790.60 |
0.618 |
8,713.53 |
0.500 |
8,689.72 |
0.382 |
8,665.91 |
LOW |
8,588.84 |
0.618 |
8,464.15 |
1.000 |
8,387.08 |
1.618 |
8,262.39 |
2.618 |
8,060.63 |
4.250 |
7,731.36 |
|
|
Fisher Pivots for day following 22-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,689.72 |
8,834.45 |
PP |
8,673.43 |
8,769.91 |
S1 |
8,657.14 |
8,705.38 |
|