Trading Metrics calculated at close of trading on 27-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2020 |
27-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8,385.90 |
8,501.06 |
115.16 |
1.4% |
8,906.81 |
High |
8,511.71 |
8,988.10 |
476.39 |
5.6% |
9,177.97 |
Low |
8,226.83 |
8,262.33 |
35.50 |
0.4% |
8,226.83 |
Close |
8,501.06 |
8,945.93 |
444.87 |
5.2% |
8,501.06 |
Range |
284.88 |
725.77 |
440.89 |
154.8% |
951.14 |
ATR |
369.07 |
394.55 |
25.48 |
6.9% |
0.00 |
Volume |
27,501 |
34,766 |
7,265 |
26.4% |
128,679 |
|
Daily Pivots for day following 27-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10,909.43 |
10,653.45 |
9,345.10 |
|
R3 |
10,183.66 |
9,927.68 |
9,145.52 |
|
R2 |
9,457.89 |
9,457.89 |
9,078.99 |
|
R1 |
9,201.91 |
9,201.91 |
9,012.46 |
9,329.90 |
PP |
8,732.12 |
8,732.12 |
8,732.12 |
8,796.12 |
S1 |
8,476.14 |
8,476.14 |
8,879.40 |
8,604.13 |
S2 |
8,006.35 |
8,006.35 |
8,812.87 |
|
S3 |
7,280.58 |
7,750.37 |
8,746.34 |
|
S4 |
6,554.81 |
7,024.60 |
8,546.76 |
|
|
Weekly Pivots for week ending 24-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,488.71 |
10,946.02 |
9,024.19 |
|
R3 |
10,537.57 |
9,994.88 |
8,762.62 |
|
R2 |
9,586.43 |
9,586.43 |
8,675.44 |
|
R1 |
9,043.74 |
9,043.74 |
8,588.25 |
8,839.52 |
PP |
8,635.29 |
8,635.29 |
8,635.29 |
8,533.17 |
S1 |
8,092.60 |
8,092.60 |
8,413.87 |
7,888.38 |
S2 |
7,684.15 |
7,684.15 |
8,326.68 |
|
S3 |
6,733.01 |
7,141.46 |
8,239.50 |
|
S4 |
5,781.87 |
6,190.32 |
7,977.93 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
8,988.10 |
8,226.83 |
761.27 |
8.5% |
375.65 |
4.2% |
94% |
True |
False |
27,804 |
10 |
9,177.97 |
8,120.39 |
1,057.58 |
11.8% |
418.83 |
4.7% |
78% |
False |
False |
41,264 |
20 |
9,177.97 |
6,873.41 |
2,304.56 |
25.8% |
397.16 |
4.4% |
90% |
False |
False |
38,337 |
40 |
9,177.97 |
6,453.65 |
2,724.32 |
30.5% |
352.63 |
3.9% |
91% |
False |
False |
34,462 |
60 |
9,487.44 |
6,453.65 |
3,033.79 |
33.9% |
378.60 |
4.2% |
82% |
False |
False |
34,901 |
80 |
10,289.41 |
6,453.65 |
3,835.76 |
42.9% |
402.12 |
4.5% |
65% |
False |
False |
35,411 |
100 |
10,462.06 |
6,453.65 |
4,008.41 |
44.8% |
408.91 |
4.6% |
62% |
False |
False |
38,657 |
120 |
11,442.32 |
6,453.65 |
4,988.67 |
55.8% |
439.52 |
4.9% |
50% |
False |
False |
40,712 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,072.62 |
2.618 |
10,888.17 |
1.618 |
10,162.40 |
1.000 |
9,713.87 |
0.618 |
9,436.63 |
HIGH |
8,988.10 |
0.618 |
8,710.86 |
0.500 |
8,625.22 |
0.382 |
8,539.57 |
LOW |
8,262.33 |
0.618 |
7,813.80 |
1.000 |
7,536.56 |
1.618 |
7,088.03 |
2.618 |
6,362.26 |
4.250 |
5,177.81 |
|
|
Fisher Pivots for day following 27-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8,839.03 |
8,833.11 |
PP |
8,732.12 |
8,720.29 |
S1 |
8,625.22 |
8,607.47 |
|