Trading Metrics calculated at close of trading on 02-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jan-2020 |
02-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
8.6863 |
8.9543 |
0.2680 |
3.1% |
8.6422 |
High |
9.0000 |
8.9543 |
-0.0457 |
-0.5% |
9.0023 |
Low |
8.6354 |
8.4619 |
-0.1735 |
-2.0% |
8.4645 |
Close |
8.9505 |
8.4923 |
-0.4582 |
-5.1% |
8.7110 |
Range |
0.3646 |
0.4924 |
0.1278 |
35.1% |
0.5378 |
ATR |
0.5244 |
0.5221 |
-0.0023 |
-0.4% |
0.0000 |
Volume |
580,508 |
620,785 |
40,277 |
6.9% |
3,306,162 |
|
Daily Pivots for day following 02-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
10.1134 |
9.7952 |
8.7631 |
|
R3 |
9.6210 |
9.3028 |
8.6277 |
|
R2 |
9.1286 |
9.1286 |
8.5826 |
|
R1 |
8.8104 |
8.8104 |
8.5374 |
8.7233 |
PP |
8.6362 |
8.6362 |
8.6362 |
8.5926 |
S1 |
8.3180 |
8.3180 |
8.4472 |
8.2309 |
S2 |
8.1438 |
8.1438 |
8.4020 |
|
S3 |
7.6514 |
7.8256 |
8.3569 |
|
S4 |
7.1590 |
7.3332 |
8.2215 |
|
|
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 |
8.4619 |
0.8864 |
10.4% |
0.4415 |
5.2% |
3% |
False |
True |
679,066 |
10 |
9.3483 |
8.4619 |
0.8864 |
10.4% |
0.3840 |
4.5% |
3% |
False |
True |
657,841 |
20 |
9.3483 |
7.7692 |
1.5791 |
18.6% |
0.4386 |
5.2% |
46% |
False |
False |
767,410 |
40 |
13.3890 |
7.7692 |
5.6198 |
66.2% |
0.6760 |
8.0% |
13% |
False |
False |
1,165,049 |
60 |
13.3890 |
6.7061 |
6.6829 |
78.7% |
0.7295 |
8.6% |
27% |
False |
False |
1,265,977 |
80 |
13.3890 |
6.7061 |
6.6829 |
78.7% |
0.6917 |
8.1% |
27% |
False |
False |
1,144,388 |
100 |
13.3890 |
6.7061 |
6.6829 |
78.7% |
0.6524 |
7.7% |
27% |
False |
False |
1,055,147 |
120 |
13.8451 |
6.7061 |
7.1390 |
84.1% |
0.6852 |
8.1% |
25% |
False |
False |
1,047,853 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
11.0470 |
2.618 |
10.2434 |
1.618 |
9.7510 |
1.000 |
9.4467 |
0.618 |
9.2586 |
HIGH |
8.9543 |
0.618 |
8.7662 |
0.500 |
8.7081 |
0.382 |
8.6500 |
LOW |
8.4619 |
0.618 |
8.1576 |
1.000 |
7.9695 |
1.618 |
7.6652 |
2.618 |
7.1728 |
4.250 |
6.3692 |
|
|
Fisher Pivots for day following 02-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
8.7081 |
8.7572 |
PP |
8.6362 |
8.6689 |
S1 |
8.5642 |
8.5806 |
|