| Trading Metrics calculated at close of trading on 30-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2020 |
30-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,048.56 |
9,360.05 |
311.49 |
3.4% |
8,906.81 |
| High |
9,426.85 |
9,558.68 |
131.83 |
1.4% |
9,177.97 |
| Low |
9,040.20 |
9,191.38 |
151.18 |
1.7% |
8,226.83 |
| Close |
9,360.04 |
9,551.07 |
191.03 |
2.0% |
8,501.06 |
| Range |
386.65 |
367.30 |
-19.35 |
-5.0% |
951.14 |
| ATR |
387.98 |
386.50 |
-1.48 |
-0.4% |
0.00 |
| Volume |
42,429 |
42,927 |
498 |
1.2% |
128,679 |
|
| Daily Pivots for day following 30-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,535.61 |
10,410.64 |
9,753.09 |
|
| R3 |
10,168.31 |
10,043.34 |
9,652.08 |
|
| R2 |
9,801.01 |
9,801.01 |
9,618.41 |
|
| R1 |
9,676.04 |
9,676.04 |
9,584.74 |
9,738.53 |
| PP |
9,433.71 |
9,433.71 |
9,433.71 |
9,464.95 |
| S1 |
9,308.74 |
9,308.74 |
9,517.40 |
9,371.23 |
| S2 |
9,066.41 |
9,066.41 |
9,483.73 |
|
| S3 |
8,699.11 |
8,941.44 |
9,450.06 |
|
| S4 |
8,331.81 |
8,574.14 |
9,349.06 |
|
|
| 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 |
9,558.68 |
8,226.83 |
1,331.85 |
13.9% |
413.73 |
4.3% |
99% |
True |
False |
37,833 |
| 10 |
9,558.68 |
8,226.83 |
1,331.85 |
13.9% |
392.93 |
4.1% |
99% |
True |
False |
33,733 |
| 20 |
9,558.68 |
6,873.41 |
2,685.27 |
28.1% |
422.06 |
4.4% |
100% |
True |
False |
41,888 |
| 40 |
9,558.68 |
6,453.65 |
3,105.03 |
32.5% |
351.39 |
3.7% |
100% |
True |
False |
35,169 |
| 60 |
9,558.68 |
6,453.65 |
3,105.03 |
32.5% |
383.94 |
4.0% |
100% |
True |
False |
35,897 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
40.2% |
403.16 |
4.2% |
81% |
False |
False |
35,768 |
| 100 |
10,462.06 |
6,453.65 |
4,008.41 |
42.0% |
408.83 |
4.3% |
77% |
False |
False |
39,179 |
| 120 |
10,954.56 |
6,453.65 |
4,500.91 |
47.1% |
428.85 |
4.5% |
69% |
False |
False |
39,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,119.71 |
|
2.618 |
10,520.27 |
|
1.618 |
10,152.97 |
|
1.000 |
9,925.98 |
|
0.618 |
9,785.67 |
|
HIGH |
9,558.68 |
|
0.618 |
9,418.37 |
|
0.500 |
9,375.03 |
|
0.382 |
9,331.69 |
|
LOW |
9,191.38 |
|
0.618 |
8,964.39 |
|
1.000 |
8,824.08 |
|
1.618 |
8,597.09 |
|
2.618 |
8,229.79 |
|
4.250 |
7,630.36 |
|
|
| Fisher Pivots for day following 30-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,492.39 |
9,440.35 |
| PP |
9,433.71 |
9,329.63 |
| S1 |
9,375.03 |
9,218.92 |
|