Trading Metrics calculated at close of trading on 01-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2019 |
01-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
132.0120 |
128.8890 |
-3.1230 |
-2.4% |
128.0510 |
High |
133.4290 |
132.9070 |
-0.5220 |
-0.4% |
134.8160 |
Low |
128.1880 |
128.4920 |
0.3040 |
0.2% |
123.0580 |
Close |
128.8890 |
132.0620 |
3.1730 |
2.5% |
125.7090 |
Range |
5.2410 |
4.4150 |
-0.8260 |
-15.8% |
11.7580 |
ATR |
7.4829 |
7.2638 |
-0.2191 |
-2.9% |
0.0000 |
Volume |
821,491 |
592,181 |
-229,310 |
-27.9% |
3,658,047 |
|
Daily Pivots for day following 01-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
144.3987 |
142.6453 |
134.4903 |
|
R3 |
139.9837 |
138.2303 |
133.2761 |
|
R2 |
135.5687 |
135.5687 |
132.8714 |
|
R1 |
133.8153 |
133.8153 |
132.4667 |
134.6920 |
PP |
131.1537 |
131.1537 |
131.1537 |
131.5920 |
S1 |
129.4003 |
129.4003 |
131.6573 |
130.2770 |
S2 |
126.7387 |
126.7387 |
131.2526 |
|
S3 |
122.3237 |
124.9853 |
130.8479 |
|
S4 |
117.9087 |
120.5703 |
129.6338 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
163.1350 |
156.1800 |
132.1759 |
|
R3 |
151.3770 |
144.4220 |
128.9425 |
|
R2 |
139.6190 |
139.6190 |
127.8646 |
|
R1 |
132.6640 |
132.6640 |
126.7868 |
130.2625 |
PP |
127.8610 |
127.8610 |
127.8610 |
126.6603 |
S1 |
120.9060 |
120.9060 |
124.6312 |
118.5045 |
S2 |
116.1030 |
116.1030 |
123.5534 |
|
S3 |
104.3450 |
109.1480 |
122.4756 |
|
S4 |
92.5870 |
97.3900 |
119.2421 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.6540 |
123.0580 |
14.5960 |
11.1% |
6.6252 |
5.0% |
62% |
False |
False |
714,550 |
10 |
137.6540 |
123.0580 |
14.5960 |
11.1% |
6.0389 |
4.6% |
62% |
False |
False |
744,178 |
20 |
151.6830 |
117.1420 |
34.5410 |
26.2% |
6.5045 |
4.9% |
43% |
False |
False |
787,636 |
40 |
192.8320 |
117.1420 |
75.6900 |
57.3% |
7.7228 |
5.8% |
20% |
False |
False |
844,859 |
60 |
197.2780 |
117.1420 |
80.1360 |
60.7% |
8.5601 |
6.5% |
19% |
False |
False |
877,997 |
80 |
223.9950 |
117.1420 |
106.8530 |
80.9% |
9.8471 |
7.5% |
14% |
False |
False |
885,159 |
100 |
223.9950 |
117.1420 |
106.8530 |
80.9% |
10.0362 |
7.6% |
14% |
False |
False |
839,889 |
120 |
239.1470 |
117.1420 |
122.0050 |
92.4% |
10.6367 |
8.1% |
12% |
False |
False |
806,435 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
151.6708 |
2.618 |
144.4655 |
1.618 |
140.0505 |
1.000 |
137.3220 |
0.618 |
135.6355 |
HIGH |
132.9070 |
0.618 |
131.2205 |
0.500 |
130.6995 |
0.382 |
130.1785 |
LOW |
128.4920 |
0.618 |
125.7635 |
1.000 |
124.0770 |
1.618 |
121.3485 |
2.618 |
116.9335 |
4.250 |
109.7283 |
|
|
Fisher Pivots for day following 01-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
131.6078 |
131.9363 |
PP |
131.1537 |
131.8107 |
S1 |
130.6995 |
131.6850 |
|