Trading Metrics calculated at close of trading on 16-Jan-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2020 |
16-Jan-2020 |
Change |
Change % |
Previous Week |
Open |
11.0057 |
11.4508 |
0.4451 |
4.0% |
8.8148 |
High |
11.9342 |
11.5646 |
-0.3696 |
-3.1% |
10.1728 |
Low |
10.7781 |
10.7517 |
-0.0264 |
-0.2% |
8.7912 |
Close |
11.4508 |
11.2295 |
-0.2213 |
-1.9% |
9.6937 |
Range |
1.1561 |
0.8129 |
-0.3432 |
-29.7% |
1.3816 |
ATR |
0.6954 |
0.7038 |
0.0084 |
1.2% |
0.0000 |
Volume |
1,464,824 |
1,089,276 |
-375,548 |
-25.6% |
3,645,486 |
|
Daily Pivots for day following 16-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.6206 |
13.2380 |
11.6766 |
|
R3 |
12.8077 |
12.4251 |
11.4530 |
|
R2 |
11.9948 |
11.9948 |
11.3785 |
|
R1 |
11.6122 |
11.6122 |
11.3040 |
11.3971 |
PP |
11.1819 |
11.1819 |
11.1819 |
11.0744 |
S1 |
10.7993 |
10.7993 |
11.1550 |
10.5842 |
S2 |
10.3690 |
10.3690 |
11.0805 |
|
S3 |
9.5561 |
9.9864 |
11.0060 |
|
S4 |
8.7432 |
9.1735 |
10.7824 |
|
|
Weekly Pivots for week ending 10-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13.6974 |
13.0771 |
10.4536 |
|
R3 |
12.3158 |
11.6955 |
10.0736 |
|
R2 |
10.9342 |
10.9342 |
9.9470 |
|
R1 |
10.3139 |
10.3139 |
9.8203 |
10.6241 |
PP |
9.5526 |
9.5526 |
9.5526 |
9.7076 |
S1 |
8.9323 |
8.9323 |
9.5671 |
9.2425 |
S2 |
8.1710 |
8.1710 |
9.4404 |
|
S3 |
6.7894 |
7.5507 |
9.3138 |
|
S4 |
5.4078 |
6.1691 |
8.9338 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11.9342 |
9.0608 |
2.8734 |
25.6% |
1.0287 |
9.2% |
75% |
False |
False |
1,050,363 |
10 |
11.9342 |
8.3535 |
3.5807 |
31.9% |
0.8360 |
7.4% |
80% |
False |
False |
887,932 |
20 |
11.9342 |
8.3535 |
3.5807 |
31.9% |
0.6100 |
5.4% |
80% |
False |
False |
772,887 |
40 |
11.9342 |
7.7692 |
4.1650 |
37.1% |
0.6331 |
5.6% |
83% |
False |
False |
960,294 |
60 |
13.3890 |
6.8443 |
6.5447 |
58.3% |
0.8056 |
7.2% |
67% |
False |
False |
1,267,874 |
80 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.7033 |
6.3% |
68% |
False |
False |
1,165,842 |
100 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6811 |
6.1% |
68% |
False |
False |
1,069,502 |
120 |
13.3890 |
6.7061 |
6.6829 |
59.5% |
0.6759 |
6.0% |
68% |
False |
False |
1,035,777 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15.0194 |
2.618 |
13.6928 |
1.618 |
12.8799 |
1.000 |
12.3775 |
0.618 |
12.0670 |
HIGH |
11.5646 |
0.618 |
11.2541 |
0.500 |
11.1582 |
0.382 |
11.0622 |
LOW |
10.7517 |
0.618 |
10.2493 |
1.000 |
9.9388 |
1.618 |
9.4364 |
2.618 |
8.6235 |
4.250 |
7.2969 |
|
|
Fisher Pivots for day following 16-Jan-2020 |
Pivot |
1 day |
3 day |
R1 |
11.2057 |
11.1391 |
PP |
11.1819 |
11.0487 |
S1 |
11.1582 |
10.9583 |
|