Trading Metrics calculated at close of trading on 03-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2020 |
03-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
131.7820 |
127.7370 |
-4.0450 |
-3.1% |
125.7160 |
High |
131.7820 |
134.2870 |
2.5050 |
1.9% |
137.6540 |
Low |
126.6190 |
125.8970 |
-0.7220 |
-0.6% |
125.7160 |
Close |
127.7380 |
132.4700 |
4.7320 |
3.7% |
132.4700 |
Range |
5.1630 |
8.3900 |
3.2270 |
62.5% |
11.9380 |
ATR |
7.1337 |
7.2235 |
0.0897 |
1.3% |
0.0000 |
Volume |
739,072 |
929,383 |
190,311 |
25.7% |
3,779,441 |
|
Daily Pivots for day following 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
156.0547 |
152.6523 |
137.0845 |
|
R3 |
147.6647 |
144.2623 |
134.7773 |
|
R2 |
139.2747 |
139.2747 |
134.0082 |
|
R1 |
135.8723 |
135.8723 |
133.2391 |
137.5735 |
PP |
130.8847 |
130.8847 |
130.8847 |
131.7353 |
S1 |
127.4823 |
127.4823 |
131.7009 |
129.1835 |
S2 |
122.4947 |
122.4947 |
130.9318 |
|
S3 |
114.1047 |
119.0923 |
130.1628 |
|
S4 |
105.7147 |
110.7023 |
127.8555 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
167.7607 |
162.0533 |
139.0359 |
|
R3 |
155.8227 |
150.1153 |
135.7530 |
|
R2 |
143.8847 |
143.8847 |
134.6586 |
|
R1 |
138.1773 |
138.1773 |
133.5643 |
141.0310 |
PP |
131.9467 |
131.9467 |
131.9467 |
133.3735 |
S1 |
126.2393 |
126.2393 |
131.3757 |
129.0930 |
S2 |
120.0087 |
120.0087 |
130.2814 |
|
S3 |
108.0707 |
114.3013 |
129.1871 |
|
S4 |
96.1327 |
102.3633 |
125.9041 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
137.6540 |
125.7160 |
11.9380 |
9.0% |
7.0294 |
5.3% |
57% |
False |
False |
755,888 |
10 |
137.6540 |
123.0580 |
14.5960 |
11.0% |
6.2664 |
4.7% |
64% |
False |
False |
743,748 |
20 |
151.6830 |
117.1420 |
34.5410 |
26.1% |
6.8327 |
5.2% |
44% |
False |
False |
815,542 |
40 |
191.3680 |
117.1420 |
74.2260 |
56.0% |
7.7039 |
5.8% |
21% |
False |
False |
848,806 |
60 |
197.2780 |
117.1420 |
80.1360 |
60.5% |
8.4018 |
6.3% |
19% |
False |
False |
865,232 |
80 |
223.9950 |
117.1420 |
106.8530 |
80.7% |
9.9008 |
7.5% |
14% |
False |
False |
898,367 |
100 |
223.9950 |
117.1420 |
106.8530 |
80.7% |
9.9220 |
7.5% |
14% |
False |
False |
841,234 |
120 |
239.1470 |
117.1420 |
122.0050 |
92.1% |
10.4642 |
7.9% |
13% |
False |
False |
805,360 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
169.9445 |
2.618 |
156.2520 |
1.618 |
147.8620 |
1.000 |
142.6770 |
0.618 |
139.4720 |
HIGH |
134.2870 |
0.618 |
131.0820 |
0.500 |
130.0920 |
0.382 |
129.1020 |
LOW |
125.8970 |
0.618 |
120.7120 |
1.000 |
117.5070 |
1.618 |
112.3220 |
2.618 |
103.9320 |
4.250 |
90.2395 |
|
|
Fisher Pivots for day following 03-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
131.6773 |
131.6773 |
PP |
130.8847 |
130.8847 |
S1 |
130.0920 |
130.0920 |
|