| Trading Metrics calculated at close of trading on 28-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2020 |
28-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
8,501.06 |
8,945.92 |
444.86 |
5.2% |
8,906.81 |
| High |
8,988.10 |
9,183.22 |
195.12 |
2.2% |
9,177.97 |
| Low |
8,262.33 |
8,879.15 |
616.82 |
7.5% |
8,226.83 |
| Close |
8,945.93 |
9,048.55 |
102.62 |
1.1% |
8,501.06 |
| Range |
725.77 |
304.07 |
-421.70 |
-58.1% |
951.14 |
| ATR |
394.55 |
388.08 |
-6.46 |
-1.6% |
0.00 |
| Volume |
34,766 |
41,542 |
6,776 |
19.5% |
128,679 |
|
| Daily Pivots for day following 28-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
9,949.18 |
9,802.94 |
9,215.79 |
|
| R3 |
9,645.11 |
9,498.87 |
9,132.17 |
|
| R2 |
9,341.04 |
9,341.04 |
9,104.30 |
|
| R1 |
9,194.80 |
9,194.80 |
9,076.42 |
9,267.92 |
| PP |
9,036.97 |
9,036.97 |
9,036.97 |
9,073.54 |
| S1 |
8,890.73 |
8,890.73 |
9,020.68 |
8,963.85 |
| S2 |
8,732.90 |
8,732.90 |
8,992.80 |
|
| S3 |
8,428.83 |
8,586.66 |
8,964.93 |
|
| S4 |
8,124.76 |
8,282.59 |
8,881.31 |
|
|
| 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 |
9,183.22 |
8,226.83 |
956.39 |
10.6% |
379.73 |
4.2% |
86% |
True |
False |
31,395 |
| 10 |
9,183.22 |
8,226.83 |
956.39 |
10.6% |
376.81 |
4.2% |
86% |
True |
False |
33,211 |
| 20 |
9,183.22 |
6,873.41 |
2,309.81 |
25.5% |
403.48 |
4.5% |
94% |
True |
False |
39,478 |
| 40 |
9,183.22 |
6,453.65 |
2,729.57 |
30.2% |
356.35 |
3.9% |
95% |
True |
False |
35,026 |
| 60 |
9,444.99 |
6,453.65 |
2,991.34 |
33.1% |
378.90 |
4.2% |
87% |
False |
False |
35,180 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
42.4% |
403.19 |
4.5% |
68% |
False |
False |
35,656 |
| 100 |
10,462.06 |
6,453.65 |
4,008.41 |
44.3% |
407.78 |
4.5% |
65% |
False |
False |
38,860 |
| 120 |
10,954.56 |
6,453.65 |
4,500.91 |
49.7% |
436.65 |
4.8% |
58% |
False |
False |
40,519 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
10,475.52 |
|
2.618 |
9,979.28 |
|
1.618 |
9,675.21 |
|
1.000 |
9,487.29 |
|
0.618 |
9,371.14 |
|
HIGH |
9,183.22 |
|
0.618 |
9,067.07 |
|
0.500 |
9,031.19 |
|
0.382 |
8,995.30 |
|
LOW |
8,879.15 |
|
0.618 |
8,691.23 |
|
1.000 |
8,575.08 |
|
1.618 |
8,387.16 |
|
2.618 |
8,083.09 |
|
4.250 |
7,586.85 |
|
|
| Fisher Pivots for day following 28-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,042.76 |
8,934.04 |
| PP |
9,036.97 |
8,819.53 |
| S1 |
9,031.19 |
8,705.03 |
|