Trading Metrics calculated at close of trading on 06-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2020 |
06-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
127.7370 |
132.4700 |
4.7330 |
3.7% |
125.7160 |
High |
134.2870 |
142.8280 |
8.5410 |
6.4% |
137.6540 |
Low |
125.8970 |
132.2490 |
6.3520 |
5.0% |
125.7160 |
Close |
132.4700 |
141.6640 |
9.1940 |
6.9% |
132.4700 |
Range |
8.3900 |
10.5790 |
2.1890 |
26.1% |
11.9380 |
ATR |
7.2235 |
7.4631 |
0.2397 |
3.3% |
0.0000 |
Volume |
929,383 |
1,015,221 |
85,838 |
9.2% |
3,779,441 |
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
170.6507 |
166.7363 |
147.4825 |
|
R3 |
160.0717 |
156.1573 |
144.5732 |
|
R2 |
149.4927 |
149.4927 |
143.6035 |
|
R1 |
145.5783 |
145.5783 |
142.6337 |
147.5355 |
PP |
138.9137 |
138.9137 |
138.9137 |
139.8923 |
S1 |
134.9993 |
134.9993 |
140.6943 |
136.9565 |
S2 |
128.3347 |
128.3347 |
139.7245 |
|
S3 |
117.7557 |
124.4203 |
138.7548 |
|
S4 |
107.1767 |
113.8413 |
135.8456 |
|
|
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 |
142.8280 |
125.8970 |
16.9310 |
12.0% |
6.7576 |
4.8% |
93% |
True |
False |
819,469 |
10 |
142.8280 |
123.0580 |
19.7700 |
14.0% |
6.4859 |
4.6% |
94% |
True |
False |
757,298 |
20 |
147.7960 |
117.1420 |
30.6540 |
21.6% |
7.1042 |
5.0% |
80% |
False |
False |
842,802 |
40 |
189.3480 |
117.1420 |
72.2060 |
51.0% |
7.7522 |
5.5% |
34% |
False |
False |
860,549 |
60 |
197.2780 |
117.1420 |
80.1360 |
56.6% |
8.4444 |
6.0% |
31% |
False |
False |
870,492 |
80 |
223.9950 |
117.1420 |
106.8530 |
75.4% |
9.7965 |
6.9% |
23% |
False |
False |
903,744 |
100 |
223.9950 |
117.1420 |
106.8530 |
75.4% |
9.8277 |
6.9% |
23% |
False |
False |
844,864 |
120 |
239.1470 |
117.1420 |
122.0050 |
86.1% |
10.3628 |
7.3% |
20% |
False |
False |
807,561 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
187.7888 |
2.618 |
170.5238 |
1.618 |
159.9448 |
1.000 |
153.4070 |
0.618 |
149.3658 |
HIGH |
142.8280 |
0.618 |
138.7868 |
0.500 |
137.5385 |
0.382 |
136.2902 |
LOW |
132.2490 |
0.618 |
125.7112 |
1.000 |
121.6700 |
1.618 |
115.1322 |
2.618 |
104.5532 |
4.250 |
87.2883 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
140.2888 |
139.2302 |
PP |
138.9137 |
136.7963 |
S1 |
137.5385 |
134.3625 |
|