Trading Metrics calculated at close of trading on 23-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2020 |
23-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,725.80 |
8,640.84 |
-84.96 |
-1.0% |
8,049.33 |
High |
8,790.60 |
8,666.63 |
-123.97 |
-1.4% |
8,999.27 |
Low |
8,588.84 |
8,284.44 |
-304.40 |
-3.5% |
7,965.97 |
Close |
8,640.85 |
8,385.90 |
-254.95 |
-3.0% |
8,906.77 |
Range |
201.76 |
382.19 |
180.43 |
89.4% |
1,033.30 |
ATR |
375.03 |
375.54 |
0.51 |
0.1% |
0.00 |
Volume |
17,472 |
35,698 |
18,226 |
104.3% |
268,829 |
|
Daily Pivots for day following 23-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,592.23 |
9,371.25 |
8,596.10 |
|
R3 |
9,210.04 |
8,989.06 |
8,491.00 |
|
R2 |
8,827.85 |
8,827.85 |
8,455.97 |
|
R1 |
8,606.87 |
8,606.87 |
8,420.93 |
8,526.27 |
PP |
8,445.66 |
8,445.66 |
8,445.66 |
8,405.35 |
S1 |
8,224.68 |
8,224.68 |
8,350.87 |
8,144.08 |
S2 |
8,063.47 |
8,063.47 |
8,315.83 |
|
S3 |
7,681.28 |
7,842.49 |
8,280.80 |
|
S4 |
7,299.09 |
7,460.30 |
8,175.70 |
|
|
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 |
8,284.44 |
893.53 |
10.7% |
372.13 |
4.4% |
11% |
False |
True |
29,634 |
10 |
9,177.97 |
7,677.25 |
1,500.72 |
17.9% |
395.03 |
4.7% |
47% |
False |
False |
41,094 |
20 |
9,177.97 |
6,873.41 |
2,304.56 |
27.5% |
371.51 |
4.4% |
66% |
False |
False |
37,581 |
40 |
9,177.97 |
6,453.65 |
2,724.32 |
32.5% |
355.39 |
4.2% |
71% |
False |
False |
34,502 |
60 |
9,580.24 |
6,453.65 |
3,126.59 |
37.3% |
373.88 |
4.5% |
62% |
False |
False |
34,820 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
45.7% |
399.29 |
4.8% |
50% |
False |
False |
35,477 |
100 |
10,935.14 |
6,453.65 |
4,481.49 |
53.4% |
410.85 |
4.9% |
43% |
False |
False |
38,966 |
120 |
12,046.26 |
6,453.65 |
5,592.61 |
66.7% |
441.27 |
5.3% |
35% |
False |
False |
40,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10,290.94 |
2.618 |
9,667.20 |
1.618 |
9,285.01 |
1.000 |
9,048.82 |
0.618 |
8,902.82 |
HIGH |
8,666.63 |
0.618 |
8,520.63 |
0.500 |
8,475.54 |
0.382 |
8,430.44 |
LOW |
8,284.44 |
0.618 |
8,048.25 |
1.000 |
7,902.25 |
1.618 |
7,666.06 |
2.618 |
7,283.87 |
4.250 |
6,660.13 |
|
|
Fisher Pivots for day following 23-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,475.54 |
8,537.52 |
PP |
8,445.66 |
8,486.98 |
S1 |
8,415.78 |
8,436.44 |
|