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 |
8.4923 |
8.8148 |
0.3225 |
3.8% |
8.7110 |
High |
9.0063 |
9.7497 |
0.7434 |
8.3% |
9.3483 |
Low |
8.3535 |
8.7912 |
0.4377 |
5.2% |
8.3535 |
Close |
8.8148 |
9.6594 |
0.8446 |
9.6% |
8.8148 |
Range |
0.6528 |
0.9585 |
0.3057 |
46.8% |
0.9948 |
ATR |
0.5315 |
0.5620 |
0.0305 |
5.7% |
0.0000 |
Volume |
629,983 |
959,559 |
329,576 |
52.3% |
3,306,603 |
|
Daily Pivots for day following 06-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12.2756 |
11.9260 |
10.1866 |
|
R3 |
11.3171 |
10.9675 |
9.9230 |
|
R2 |
10.3586 |
10.3586 |
9.8351 |
|
R1 |
10.0090 |
10.0090 |
9.7473 |
10.1838 |
PP |
9.4001 |
9.4001 |
9.4001 |
9.4875 |
S1 |
9.0505 |
9.0505 |
9.5715 |
9.2253 |
S2 |
8.4416 |
8.4416 |
9.4837 |
|
S3 |
7.4831 |
8.0920 |
9.3958 |
|
S4 |
6.5246 |
7.1335 |
9.1322 |
|
|
Weekly Pivots for week ending 03-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11.8233 |
11.3138 |
9.3619 |
|
R3 |
10.8285 |
10.3190 |
9.0884 |
|
R2 |
9.8337 |
9.8337 |
8.9972 |
|
R1 |
9.3242 |
9.3242 |
8.9060 |
9.5790 |
PP |
8.8389 |
8.8389 |
8.8389 |
8.9662 |
S1 |
8.3294 |
8.3294 |
8.7236 |
8.5842 |
S2 |
7.8441 |
7.8441 |
8.6324 |
|
S3 |
6.8493 |
7.3346 |
8.5412 |
|
S4 |
5.8545 |
6.3398 |
8.2677 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9.7497 |
8.3535 |
1.3962 |
14.5% |
0.5784 |
6.0% |
94% |
True |
False |
686,973 |
10 |
9.7497 |
8.3535 |
1.3962 |
14.5% |
0.4693 |
4.9% |
94% |
True |
False |
686,359 |
20 |
9.7497 |
7.7692 |
1.9805 |
20.5% |
0.4807 |
5.0% |
95% |
True |
False |
758,022 |
40 |
13.3890 |
7.7692 |
5.6198 |
58.2% |
0.6745 |
7.0% |
34% |
False |
False |
1,151,497 |
60 |
13.3890 |
6.7061 |
6.6829 |
69.2% |
0.7451 |
7.7% |
44% |
False |
False |
1,263,949 |
80 |
13.3890 |
6.7061 |
6.6829 |
69.2% |
0.7036 |
7.3% |
44% |
False |
False |
1,152,301 |
100 |
13.3890 |
6.7061 |
6.6829 |
69.2% |
0.6577 |
6.8% |
44% |
False |
False |
1,053,830 |
120 |
13.3890 |
6.7061 |
6.6829 |
69.2% |
0.6723 |
7.0% |
44% |
False |
False |
1,043,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
13.8233 |
2.618 |
12.2591 |
1.618 |
11.3006 |
1.000 |
10.7082 |
0.618 |
10.3421 |
HIGH |
9.7497 |
0.618 |
9.3836 |
0.500 |
9.2705 |
0.382 |
9.1573 |
LOW |
8.7912 |
0.618 |
8.1988 |
1.000 |
7.8327 |
1.618 |
7.2403 |
2.618 |
6.2818 |
4.250 |
4.7176 |
|
|
Fisher Pivots for day following 06-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
9.5298 |
9.4568 |
PP |
9.4001 |
9.2542 |
S1 |
9.2705 |
9.0516 |
|