| Trading Metrics calculated at close of trading on 31-Jan-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2020 |
31-Jan-2020 |
Change |
Change % |
Previous Week |
| Open |
9,360.05 |
9,551.07 |
191.02 |
2.0% |
8,501.06 |
| High |
9,558.68 |
9,560.99 |
2.31 |
0.0% |
9,560.99 |
| Low |
9,191.38 |
9,207.13 |
15.75 |
0.2% |
8,262.33 |
| Close |
9,551.07 |
9,354.96 |
-196.11 |
-2.1% |
9,354.96 |
| Range |
367.30 |
353.86 |
-13.44 |
-3.7% |
1,298.66 |
| ATR |
386.50 |
384.17 |
-2.33 |
-0.6% |
0.00 |
| Volume |
42,927 |
28,761 |
-14,166 |
-33.0% |
190,425 |
|
| Daily Pivots for day following 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,435.94 |
10,249.31 |
9,549.58 |
|
| R3 |
10,082.08 |
9,895.45 |
9,452.27 |
|
| R2 |
9,728.22 |
9,728.22 |
9,419.83 |
|
| R1 |
9,541.59 |
9,541.59 |
9,387.40 |
9,457.98 |
| PP |
9,374.36 |
9,374.36 |
9,374.36 |
9,332.55 |
| S1 |
9,187.73 |
9,187.73 |
9,322.52 |
9,104.12 |
| S2 |
9,020.50 |
9,020.50 |
9,290.09 |
|
| S3 |
8,666.64 |
8,833.87 |
9,257.65 |
|
| S4 |
8,312.78 |
8,480.01 |
9,160.34 |
|
|
| Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,955.41 |
12,453.84 |
10,069.22 |
|
| R3 |
11,656.75 |
11,155.18 |
9,712.09 |
|
| R2 |
10,358.09 |
10,358.09 |
9,593.05 |
|
| R1 |
9,856.52 |
9,856.52 |
9,474.00 |
10,107.31 |
| PP |
9,059.43 |
9,059.43 |
9,059.43 |
9,184.82 |
| S1 |
8,557.86 |
8,557.86 |
9,235.92 |
8,808.65 |
| S2 |
7,760.77 |
7,760.77 |
9,116.87 |
|
| S3 |
6,462.11 |
7,259.20 |
8,997.83 |
|
| S4 |
5,163.45 |
5,960.54 |
8,640.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,560.99 |
8,262.33 |
1,298.66 |
13.9% |
427.53 |
4.6% |
84% |
True |
False |
38,085 |
| 10 |
9,560.99 |
8,226.83 |
1,334.16 |
14.3% |
395.20 |
4.2% |
85% |
True |
False |
31,910 |
| 20 |
9,560.99 |
7,258.21 |
2,302.78 |
24.6% |
413.25 |
4.4% |
91% |
True |
False |
41,254 |
| 40 |
9,560.99 |
6,453.65 |
3,107.34 |
33.2% |
353.20 |
3.8% |
93% |
True |
False |
35,204 |
| 60 |
9,560.99 |
6,453.65 |
3,107.34 |
33.2% |
380.48 |
4.1% |
93% |
True |
False |
35,692 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
41.0% |
401.25 |
4.3% |
76% |
False |
False |
35,649 |
| 100 |
10,457.65 |
6,453.65 |
4,004.00 |
42.8% |
409.51 |
4.4% |
72% |
False |
False |
39,166 |
| 120 |
10,954.56 |
6,453.65 |
4,500.91 |
48.1% |
425.68 |
4.6% |
64% |
False |
False |
39,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,064.90 |
|
2.618 |
10,487.40 |
|
1.618 |
10,133.54 |
|
1.000 |
9,914.85 |
|
0.618 |
9,779.68 |
|
HIGH |
9,560.99 |
|
0.618 |
9,425.82 |
|
0.500 |
9,384.06 |
|
0.382 |
9,342.30 |
|
LOW |
9,207.13 |
|
0.618 |
8,988.44 |
|
1.000 |
8,853.27 |
|
1.618 |
8,634.58 |
|
2.618 |
8,280.72 |
|
4.250 |
7,703.23 |
|
|
| Fisher Pivots for day following 31-Jan-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,384.06 |
9,336.84 |
| PP |
9,374.36 |
9,318.72 |
| S1 |
9,364.66 |
9,300.60 |
|