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 |
8.9373 |
8.6863 |
-0.2510 |
-2.8% |
8.6422 |
High |
9.0525 |
9.0000 |
-0.0525 |
-0.6% |
9.0023 |
Low |
8.6288 |
8.6354 |
0.0066 |
0.1% |
8.4645 |
Close |
8.6861 |
8.9505 |
0.2644 |
3.0% |
8.7110 |
Range |
0.4237 |
0.3646 |
-0.0591 |
-13.9% |
0.5378 |
ATR |
0.5367 |
0.5244 |
-0.0123 |
-2.3% |
0.0000 |
Volume |
644,031 |
580,508 |
-63,523 |
-9.9% |
3,306,162 |
|
Daily Pivots for day following 01-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9.9558 |
9.8177 |
9.1510 |
|
R3 |
9.5912 |
9.4531 |
9.0508 |
|
R2 |
9.2266 |
9.2266 |
9.0173 |
|
R1 |
9.0885 |
9.0885 |
8.9839 |
9.1576 |
PP |
8.8620 |
8.8620 |
8.8620 |
8.8965 |
S1 |
8.7239 |
8.7239 |
8.9171 |
8.7930 |
S2 |
8.4974 |
8.4974 |
8.8837 |
|
S3 |
8.1328 |
8.3593 |
8.8502 |
|
S4 |
7.7682 |
7.9947 |
8.7500 |
|
|
Weekly Pivots for week ending 27-Dec-2019 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.3393 |
10.0630 |
9.0068 |
|
R3 |
9.8015 |
9.5252 |
8.8589 |
|
R2 |
9.2637 |
9.2637 |
8.8096 |
|
R1 |
8.9874 |
8.9874 |
8.7603 |
9.1256 |
PP |
8.7259 |
8.7259 |
8.7259 |
8.7950 |
S1 |
8.4496 |
8.4496 |
8.6617 |
8.5878 |
S2 |
8.1881 |
8.1881 |
8.6124 |
|
S3 |
7.6503 |
7.9118 |
8.5631 |
|
S4 |
7.1125 |
7.3740 |
8.4152 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.3483 |
8.4883 |
0.8600 |
9.6% |
0.3957 |
4.4% |
54% |
False |
False |
684,591 |
10 |
9.3483 |
8.4645 |
0.8838 |
9.9% |
0.3732 |
4.2% |
55% |
False |
False |
675,155 |
20 |
9.3483 |
7.7692 |
1.5791 |
17.6% |
0.4285 |
4.8% |
75% |
False |
False |
787,306 |
40 |
13.3890 |
7.7692 |
5.6198 |
62.8% |
0.6733 |
7.5% |
21% |
False |
False |
1,178,765 |
60 |
13.3890 |
6.7061 |
6.6829 |
74.7% |
0.7285 |
8.1% |
34% |
False |
False |
1,271,019 |
80 |
13.3890 |
6.7061 |
6.6829 |
74.7% |
0.6895 |
7.7% |
34% |
False |
False |
1,142,718 |
100 |
13.3890 |
6.7061 |
6.6829 |
74.7% |
0.6541 |
7.3% |
34% |
False |
False |
1,059,591 |
120 |
13.8451 |
6.7061 |
7.1390 |
79.8% |
0.7046 |
7.9% |
31% |
False |
False |
1,053,200 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
10.5496 |
2.618 |
9.9545 |
1.618 |
9.5899 |
1.000 |
9.3646 |
0.618 |
9.2253 |
HIGH |
9.0000 |
0.618 |
8.8607 |
0.500 |
8.8177 |
0.382 |
8.7747 |
LOW |
8.6354 |
0.618 |
8.4101 |
1.000 |
8.2708 |
1.618 |
8.0455 |
2.618 |
7.6809 |
4.250 |
7.0859 |
|
|
Fisher Pivots for day following 01-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8.9062 |
8.9886 |
PP |
8.8620 |
8.9759 |
S1 |
8.8177 |
8.9632 |
|